I am posting version 3.0 of asreg here for testing purposes. This version can be installed by:
This version has two new features:
1. Robust Standard errors
2. regressions without a constant (intercept)
Examples:
I shall appreciate if programming bugs are emailed to [email protected]
Code:
net install asreg, from(http://FinTechProfessor.com) replace
1. Robust Standard errors
2. regressions without a constant (intercept)
Examples:
Code:
webuse grunfeld, clear * full sample regression, without constant asreg invest mvalue kstock, noconstant * Regression for each company, without constant bys company: asreg invest mvalue kstock, noconstant * Regression for each company in a rolling window of 10 years without constant bys company: asreg invest mvalue kstock, noconstant wind(year 10) * Regression for each company in a rolling window, reporting robust standard errors bys company: asreg invest mvalue kstock, robust wind(year 10)
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