Dear All
I have a time-series cross-sectional sample with c. 155,000 observations where I run the following regression: regress NI DR RET RETDR
The interesting part of the regression is the beta coefficient for RETDR, as it measures the accounting conservatism within the sample. In order to further use the data I would need this coefficient for each firm in period t, i.e. RETDR_FIRM_PER_YEAR.
I tried to use the "predict" command, however it does no prediction for the beta coefficients, only for e.g. the dependent variable. Furthermore, I tried to use some for, foreach or forval commands in order to generate this new variable, however, it dit not work out.
Do you have an idea how to solve this issue?
Thanks in advance!
Kind regards
Alex
I have a time-series cross-sectional sample with c. 155,000 observations where I run the following regression: regress NI DR RET RETDR
The interesting part of the regression is the beta coefficient for RETDR, as it measures the accounting conservatism within the sample. In order to further use the data I would need this coefficient for each firm in period t, i.e. RETDR_FIRM_PER_YEAR.
I tried to use the "predict" command, however it does no prediction for the beta coefficients, only for e.g. the dependent variable. Furthermore, I tried to use some for, foreach or forval commands in order to generate this new variable, however, it dit not work out.
Do you have an idea how to solve this issue?
Thanks in advance!
Kind regards
Alex
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