Hi Matt,
thanks for your help
Cheers
Search found 3 matches
- Tue Jan 08, 2019 12:01 pm
- Forum: Programming
- Topic: perform a regression for each crossid in a panel workfile and store the slopes
- Replies: 2
- Views: 2954
- Mon Jan 07, 2019 2:22 pm
- Forum: Programming
- Topic: perform a regression for each crossid in a panel workfile and store the slopes
- Replies: 2
- Views: 2954
perform a regression for each crossid in a panel workfile and store the slopes
Hi there, I have a panel data with a 1200 cross section id with around 40 time series observations. I need to run each crossid and obtain the "beta" I know that this code is working properly. for !i=1 to 1200 smpl if @crossid=!i equation linreg{!i}.LS Y C X1 X2 next however, it is not easy...
- Sun Jan 06, 2019 10:28 am
- Forum: Econometric Discussions
- Topic: perform a regression for each crossid individually in a panel workfile
- Replies: 3
- Views: 7864
Re: perform a regression for each crossid individually in a panel workfile
Dear Gareth, I would like to ask a follow up question for this post. I used the code and it is working. Thanks for that. However, I have like 1200 crossid and need to collect the estimation betas and create a matrix(new variable) by 1200x1 I wonder if you are able to help me by adding lines to the c...