Dear All,
I have the following data (those are just a sample of my dataset, actually):
Panel is unbalanced. I would like to run the following model:
I am particularly interested in saving the estimated parameters in a new
I tried the following:
Stata saves the _b coefficients but it makes a rolling window over each id. So it seems that the estimation is carried out for each id over a period of 5 year with 1 year rolling window, i.e. the estimation is carried out over 5 observations only (is that possible?). Instead, I would like to save the _b, which are estimated for a 5-year panel data. In other words, I would need the _b for the panel 1987-1991, 1988-1992, 1989-1993 and so on.
I tried rangerun using the following code:
But nothing happens and on top I do not know how to save the _b coefficients from each estimation. Any hint? Thanks in advace.
Dario
I have the following data (those are just a sample of my dataset, actually):
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(id year lnint lndep lnlab lncap lnequity lnloans lnta) 1 2005 . -3.5450916 -5.384714 -5.944329 1.255616 -3.1717405 8.429235 1 2006 9.836766 -2.942683 -5.380128 -5.542646 1.378766 -3.909952 8.37586 1 2007 10.290488 -2.76569 -5.731722 -5.671097 1.2383742 -5.070323 8.504311 1 2008 10.45436 -2.8110676 -5.810579 -5.692796 .6729445 -3.5462155 8.583168 1 2009 9.063528 -2.8913634 -4.7505684 -4.913087 1.8099267 -3.635427 7.746301 2 2012 . -3.433987 -3.1401834 -3.5322256 3.9174085 -1.478102 7.444249 2 2013 7.231605 -3.6971784 -3.1393394 -3.616967 3.846951 -1.5349776 7.508787 3 2005 . -3.652647 -4.5738516 -4.023805 1.510722 -.03410915 8.668196 3 2006 10.767858 -3.412363 -4.6960588 -4.1619763 1.510722 -.0570557 8.915566 3 2007 11.033508 -3.001456 -4.854148 -4.2663617 1.528228 -.06665684 9.102644 3 2008 11.224381 -3.3871984 -5.503325 -5.449979 2.1234584 -.12589249 9.793784 3 2009 11.778563 -3.194117 -5.197103 -4.929899 2.1198635 -.1536192 9.906632 3 2010 11.80485 -3.451947 -5.230482 -4.631745 2.1529243 -.14516848 9.940012 3 2011 11.841537 -3.421317 -5.269543 -4.6745133 2.0869136 -.17007537 9.942371 3 2012 11.81761 -3.331901 -5.186319 -4.780854 1.894617 -.2100239 9.886799 3 2013 11.785814 -3.360389 -5.090207 -5.020613 2.1016922 -.22107954 9.799737 3 2014 11.725443 -3.329965 -5.02324 -6.113041 2.2170272 -.247767 9.750628 4 2012 . -3.763136 -5.173321 -5.79236 1.912501 -.11023907 8.431417 4 2013 9.366841 -4.1785207 -4.947873 -5.64102 2.0906289 -.12306535 8.413609 5 2005 . -3.913287 -5.654703 -5.442142 .751416 -3.661077 9.292289 5 2006 10.551073 -3.5629494 -5.836577 -5.627485 .6830968 -3.277009 9.597777 5 2007 11.19384 -3.512593 -6.19798 -5.919777 .5007753 -2.509101 10.168272 5 2008 11.972282 -2.937308 -6.099257 -5.811574 .53062826 -2.526024 10.142307 5 2009 11.35302 -2.887062 -5.288267 -5.087596 1.7191888 -2.206527 9.277251 5 2010 10.782118 -3.8829076 -5.23403 -5.215338 1.757858 -1.8844573 9.204322 5 2011 9.774672 -4.1868367 -5.534035 -5.455563 1.5644406 -2.168852 9.425855 5 2012 9.860596 -3.931265 -5.780675 -5.617045 1.5769148 -2.020509 9.587337 5 2013 10.148788 -3.935172 -5.55197 -4.504277 1.8293763 -1.89333 9.402117 5 2014 10.075677 -4.6758857 -5.866054 -5.667603 1.7544037 -3.7159944 9.579625 5 2015 10.102294 -5.129348 -5.776425 -5.776425 1.693779 -3.544181 9.746716 6 2005 . -3.525915 -4.468251 -3.67794 1.4655675 -1.736006 8.360071 6 2006 9.396995 -3.456478 -4.3112617 -3.7177446 1.541159 -1.981464 8.371705 6 2007 9.475355 -3.7411144 -4.5610094 -3.790901 1.5303947 -1.8731618 8.473032 6 2008 9.637098 -3.654276 -4.5321107 -3.8389635 1.6014057 -2.3124132 8.3163 6 2009 8.748976 -4.85852 -4.3769608 -3.7272985 1.667707 -2.553785 8.227108 6 2010 8.281567 -5.602119 -4.0976 -3.6635616 1.8961195 -2.46241 7.926241 6 2011 8.817624 -5.174736 -4.3233967 -3.971176 1.474763 -2.2807343 8.130059 6 2012 9.028998 -6.053853 -4.509638 -3.972495 1.5851452 -1.9847984 8.3163 6 2013 8.212058 -7.044905 -4.498359 -4.1526136 1.583094 -1.691054 8.327001 6 2014 8.274561 -6.729525 -4.4265914 -3.9803045 1.667707 -1.4745065 8.297792 7 2004 . . -2.6741486 -2.6741486 3.672242 . 4.060443 7 2005 4.1018167 . -2.415914 -2.2335923 4.198855 . 4.0253515 7 2006 4.6145263 . -2.2900064 -2.2900064 4.1538706 . 4.3694477 7 2007 3.682861 . -2.545531 -2.2270775 3.9130225 . 4.624973 7 2008 3.008155 . -1.704748 -1.5505974 4.0303392 -1.5505974 4.189655 7 2009 2.3035846 -4.0073333 -2.0177972 -2.0177972 3.962716 -1.346629 5.153292 7 2010 . . -2.0253744 -1.878771 3.930648 -1.7917595 4.969813 8 2003 . -5.267858 -3.170449 -2.6239054 3.0435696 . 5.568345 8 2004 7.414133 -5.036952 -2.9400434 -2.7169 3.267666 . 5.42495 8 2005 7.484543 -5.068904 -2.932219 -2.858111 3.343215 . 5.497168 9 2013 . -4.351872 -5.040017 -5.050721 2.741485 -.017694352 12.147442 9 2014 13.336335 -4.532281 -5.148026 -5.112075 2.7226105 -.01915705 12.23977 10 2008 . -2.467017 -6.378426 -6.378426 3.010128 -.07032777 7.071573 10 2009 8.588211 -2.6112 -6.244167 -5.838702 3.135494 -.12057817 6.937314 10 2010 8.213951 -2.804482 -6.049734 -5.644269 3.239071 -.1918003 6.742881 10 2011 8.000349 -2.666624 -4.980176 -4.980176 3.5490425 -.16596127 6.36647 11 2003 . -3.864232 -5.067855 -5.250177 1.0647107 -3.1707354 6.859615 11 2004 7.063596 -3.158933 -4.189655 -4.3719764 1.927164 -1.7473078 5.981414 12 1999 . -3.465736 -3.9186676 -4.3241324 4.323868 -1.8817856 5.01728 12 2000 6.769872 -3.555348 -4.356709 -4.356709 4.3046055 -5.049856 5.049856 12 2001 7.041044 -3.0910425 -4.2696977 -4.962845 4.357862 -4.962845 4.962845 12 2002 4.695742 . -4.0253515 -4.7184987 4.399007 -4.7184987 4.7184987 13 2011 . -6.464346 -1.9692392 -1.668598 4.1394773 -1.5470804 12.026563 13 2012 12.330278 -5.756114 -3.1639054 -2.2005951 3.9094195 -1.7207496 12.407293 13 2013 12.034214 -4.5251446 -2.953835 -2.387065 4.0210567 -1.783521 12.524992 13 2014 9.99297 -3.17009 -2.955658 -2.30237 4.1003265 -1.497763 12.603156 14 1998 . -4.4426513 -4.016383 -2.9177706 2.22029 -1.5314764 4.7095304 14 1999 6.548276 . -4.2243977 -2.838103 2.7363136 -1.4728624 5.32301 14 2000 7.132705 -5.087596 -3.705409 -2.361674 2.667228 -1.2630618 5.497168 14 2001 7.128159 -5.153292 -3.563478 -2.108191 2.689207 -1.1026691 5.509388 14 2002 6.805988 -5.099866 -3.7256935 -2.150157 2.944439 -.6891392 5.517453 15 2009 . -5.617901 -2.541714 -2.9962614 1.5390154 -8.844197 12.140035 15 2010 11.086693 -6.21006 -2.316232 -2.942934 1.7681496 -10.06311 11.85487 15 2011 11.242453 -5.81533 -2.220285 -2.8556316 1.7492 -8.835716 11.780155 15 2012 10.470854 -6.257257 -2.423266 -2.777811 1.735189 -1.1082493 11.703133 15 2013 10.260577 -5.955041 -2.3597496 -2.729535 2.107786 -1.4253113 11.59527 15 2014 10.043815 -6.130628 -2.3613153 -2.689455 2.2565413 -1.7590805 11.577936 16 1996 . . . -2.564949 4.425924 . 2.564949 16 1997 4.137404 . . -2.6390574 4.403666 . 2.6390574 16 1998 3.657389 . . -2.70805 4.415945 . 2.70805 16 1999 3.4108176 . . -2.6390574 4.4475803 . 2.6390574 16 2000 2.2905126 . . -2.70805 4.4418273 . 2.70805 16 2001 . . . -2.70805 4.103139 . 2.70805 16 2002 2.329227 . . -2.772589 4.0903363 . 2.772589 16 2003 . . -2.833213 -2.833213 4.0785537 . 2.833213 16 2004 . . -2.890372 -2.890372 4.0590625 . 2.890372 16 2005 2.985682 . -2.944439 -2.944439 4.048126 . 2.944439 16 2006 3.376905 . -2.995732 -2.995732 4.0418224 . 2.995732 16 2007 3.8910036 . -3.135494 -3.135494 3.999851 . 3.135494 17 2001 . -3.6357484 -4.295924 -4.3298254 2.607124 -.9228975 7.697121 17 2002 9.381776 -3.699617 -4.258113 -4.258113 2.5832424 -.9133819 7.784473 18 2004 . -2.1231165 -3.690349 -3.3455086 3.194173 . 6.523562 18 2005 4.481306 -2.75457 -4.122284 -3.429137 2.841998 . 7.118016 18 2006 5.621777 -1.9694406 -4.087176 -3.3763294 2.839663 . 7.419381 18 2007 6.242496 -1.4816045 -4.1854033 -2.8824906 2.98366 . 7.404279 18 2008 5.811021 -2.9177706 -3.877591 -2.0667832 2.861629 . 7.135687 18 2009 4.959061 -2.75457 -4.057565 -2.490687 3.185112 . 7.235619 18 2010 5.550048 -2.5839975 -4.0572453 -2.6526015 3.224858 . 7.353082 18 2011 6.138893 -2.852631 -4.100097 -2.743073 3.3054204 . 7.358194 18 2012 6.855409 -3.5115454 -4.2444053 -3.8485096 3.186766 -3.907933 7.799753 18 2013 6.811949 -3.564827 -4.601743 -4.0496745 2.903617 -4.0496745 8.239329 18 2014 6.485169 -2.0301704 -4.6736073 -4.1753607 2.528126 -4.3401155 8.544808 18 2015 5.127173 -2.1768157 -4.7187867 -4.1545734 2.348514 -4.6264133 8.8459215 19 2005 . -3.659892 -4.2282925 -4.5384474 2.5120354 -.2331546 6.936343 19 2006 8.612758 -3.446808 -4.3870144 -4.610158 2.435366 -.27069068 7.095064 19 2007 8.907484 -2.956747 -4.513055 -4.91852 2.412336 -.21531604 7.221105 19 2008 9.114793 -2.6993165 -4.5525603 -4.6860914 2.373975 -.19345044 7.325149 19 2009 8.87387 -3.178054 -4.5873656 -4.781522 2.3075726 -.2382268 7.420579 19 2010 8.748533 -3.4859626 -4.5826974 -4.90812 2.2407095 -.28844 7.473069 19 2011 8.767827 -3.314186 -4.5591264 -4.884549 2.1294215 -.2320546 7.449498 19 2012 8.818311 -3.517074 -4.564348 -4.889771 2.1882958 -.29077324 7.45472 19 2013 8.749935 -3.756538 -4.6671014 -5.072566 1.993339 -.49871475 7.557473 19 2014 8.612445 -3.8983586 -4.6826453 -5.08811 1.9444805 -.605108 7.573017 20 2005 8.656983 -2.0037298 -6.16804 -4.781746 1.4906543 -.04062559 7.554335 20 2006 9.258633 -1.5206816 -6.320408 -4.934114 1.4327008 -.02625013 7.929846 20 2007 9.891869 -1.94591 -6.343221 -5.164566 1.7281095 -.032394204 8.422663 20 2008 10.748727 -2.586268 -6.618842 -6.048297 1.0986123 -.11662847 9.183791 20 2009 10.888193 -3.093425 -6.91702 -5.89845 .9745597 -.18958816 9.481969 20 2010 10.895258 -3.14621 -6.904519 -5.805907 .9707789 -.14401548 9.469469 21 2007 . -3.005161 -4.6244826 -4.7580137 2.2772672 -.36568335 8.313362 21 2008 10.085193 -2.71294 -4.609628 -5.058578 2.1016922 -.4567472 8.459776 21 2009 9.653011 -3.451347 -4.5560675 -4.993281 2.1701958 -.4414438 8.427268 21 2012 9.296322 -5.202174 -5.944111 -6.300786 1.9558605 -.4075643 8.2466955 21 2013 9.236258 -4.1425467 -4.5839953 -5.186171 1.943049 -.4920344 8.321665 21 2014 9.1775675 -4.371915 -4.491628 -5.040194 1.9257075 -.497718 8.29829 21 2015 8.943213 -4.6608334 -4.373748 -4.928059 1.853168 -.4858431 8.223895 22 2005 . -3.871201 -3.650658 -4.3438053 2.2502387 -.7328875 4.3438053 22 2006 5.800546 -3.850148 -4.356709 -4.356709 2.2470725 -.6678293 4.356709 22 2007 5.888518 -3.8066626 -4.3694477 -4.3694477 2.298577 -.6558757 4.3694477 22 2008 6.178773 -3.713572 -3.7256935 -4.4188404 2.3311725 -.6576405 4.4188404 22 2009 5.99844 -3.8066626 -3.749504 -4.4426513 2.339881 -.6359887 4.4426513 22 2010 5.772935 -3.8286414 -3.701302 -4.394449 2.3145137 -.5877866 4.394449 22 2011 5.942484 -3.78419 -3.650658 -4.3438053 2.2925348 -.4317824 4.3438053 22 2012 5.966762 -3.970292 -3.701302 -4.394449 2.396986 -.3690975 4.394449 22 2013 5.962293 -4.204693 -3.7256935 -4.4188404 2.3702438 -.3757893 4.4188404 22 2014 5.964145 -4.0775375 -3.78419 -4.477337 2.270062 -.4342856 4.477337 23 2005 . -3.735115 -5.750984 -5.057837 1.449269 -.05725191 7.137279 23 2006 8.772294 -3.465736 -5.703115 -5.009968 1.2919837 -.07118721 7.312553 23 2008 . -2.891553 -5.892197 -6.403022 1.088562 -.04402518 7.501635 23 2009 8.945062 -3.589958 -5.814727 -6.037871 1.1631508 -.029672153 7.424165 23 2010 8.742545 -3.803695 -5.678123 -6.594413 1.211941 -.04547828 7.28756 23 2011 8.584475 -3.5653815 -5.566817 -6.483107 1.329724 -.06148507 7.176255 23 2012 8.423902 -3.787027 -5.445875 -5.9567 1.4374627 -.06967106 7.055313 24 2005 . -3.529031 -4.398146 -4.754821 1.8000582 -.035047386 6.700731 24 2006 8.433072 -3.555348 -4.36136 -4.2743487 1.667707 -.03062664 6.759255 24 2007 10.61696 -2.993062 -5.358 -4.867377 1.398717 -.05254189 8.759198 24 2008 10.697454 -2.716817 -5.199334 . 1.3962446 -.04271962 8.695842 24 2009 10.001897 -3.506489 -5.155601 . 1.6351057 -.022748124 8.556798 24 2010 9.805542 -4.0194435 -5.080541 . 1.543298 -.028373165 8.664061 24 2011 9.964502 -3.785091 -5.134116 . 1.6311995 -.07387489 8.689465 24 2012 9.741357 -3.890419 -5.178219 . 1.6311995 -.05564506 8.579416 24 2013 9.5749 -4.150401 -5.115996 -8.517193 1.6034198 -.05699374 8.517193 25 2005 . -3.8527496 -5.327472 -5.509793 1.7029282 -.09814704 7.812378 25 2006 9.471843 -3.587029 -5.363302 -5.363302 1.2178757 -.04904122 8.002359 25 2007 9.855424 -3.230625 -5.446737 -5.264416 1.141033 -.05462611 8.154788 26 2005 . -3.006056 -4.832479 -4.5022373 1.60543 -.331221 7.967973 26 2006 9.5268135 -2.6844404 -4.99132 -4.543295 1.6428727 -.2532159 8.126814 26 2007 9.899924 -2.397206 -4.978801 -4.618798 1.5062972 -.25377542 8.379998 26 2008 10.10425 -2.4577205 -4.973168 -4.880795 1.4678744 -.2299202 8.407155 26 2009 9.81773 -2.900009 -4.869117 -4.840129 1.4951488 -.2719196 8.395477 26 2010 9.857513 -3.199291 -4.572475 -4.539685 1.9473377 -.26011094 8.66682 26 2011 9.946911 -3.1951094 -4.5342665 -4.5171723 1.9329696 -.2197715 8.594709 26 2012 9.935578 -3.262893 -4.5970674 -4.708293 1.8718022 -.3356237 8.640119 26 2013 9.798433 -3.3732 -4.539107 -4.803258 1.930071 -.3047414 8.564459 26 2014 9.704051 -3.6004126 -4.641302 -4.850394 1.4793292 -.4039195 8.611594 27 1988 . -2.7751894 -3.87582 -3.9329784 1.3083328 -.9490806 6.766191 27 1989 9.38299 -2.7996805 -4.006542 -4.050994 1.713798 -.9808292 7.142036 27 1990 9.471232 -2.643073 -3.779972 -3.779972 1.7850705 -.7266698 7.075809 27 1991 9.534749 -2.672804 -3.745321 -3.745321 1.8515995 -.6780183 7.179308 27 1992 9.777981 -2.562728 -3.8086214 -3.8086214 1.7387103 -.8366998 7.334982 27 1993 9.933344 -2.455863 -3.8013854 -3.750092 1.6956155 -.7990957 7.438972 27 1994 9.736729 -2.816853 -3.674238 -3.721866 2.0541236 -.8034362 7.435438 27 1995 10.107428 -2.6911244 -3.876904 -3.980088 1.729884 -.8811714 7.808729 27 1996 10.364308 -2.667781 -3.8740904 -3.9918735 1.6752257 -.9699252 8.150757 27 1997 10.249393 -2.928305 -3.996854 -4.094835 1.5260563 -1.1206565 8.3143425 27 1998 10.068673 -2.763676 -3.8990824 -3.728737 1.7387103 -.9404589 8.147577 27 1999 9.886471 -3.791927 -4.0484514 -3.770072 1.7263316 -.6609274 8.442901 27 2000 10.175846 -3.184788 -3.953468 -3.745171 1.752672 -1.1947913 8.507345 27 2001 10.019074 -3.22142 -4.2784204 -3.707376 1.5195132 -1.329756 8.7443285 28 1993 . -2.571167 -3.741065 -3.6720724 2.2955606 -1.107123 6.380123 28 1994 8.54107 -2.795473 -3.55915 -3.702251 2.415914 -.4560596 6.2672 28 1995 8.838015 -2.597385 -3.791737 -3.86073 2.2115657 -1.0275164 6.499787 28 1996 9.005561 -2.502381 -3.8286414 -4.0362806 2.1162555 -.973609 6.60123 28 1997 8.727519 -3.013751 -3.87769 -4.0853295 2.0756845 -.8913773 6.650279 29 2008 . . -2.890372 -2.890372 3.683364 -.4924765 2.890372 29 2009 4.4958014 . -3.637586 -3.637586 3.388787 -.5930638 3.637586 29 2010 5.084381 -3.5263605 -3.9512436 -3.9512436 3.0051875 -.36772475 3.9512436 29 2011 5.441205 -3.8286414 -4.158883 -4.158883 2.754934 -.3302417 4.158883 29 2012 5.835892 -3.496508 -4.454347 -4.454347 2.749832 -.3112126 4.454347 29 2013 6.193405 -3.6720724 -4.919981 -4.226834 2.2955606 -.5761755 4.919981 29 2014 6.42959 -3.6699514 -4.5485997 -4.1431346 2.248129 -.667036 5.241747 30 2005 . -3.486355 -4.26268 -3.974998 2.2823825 -.3178671 5.361292 30 2006 7.030822 -3.323236 -4.0690265 -4.7621737 2.296567 -.2848371 5.455321 30 2007 7.270737 -3.036554 -4.1934357 -4.4811177 2.296567 -.27146214 5.57973 30 2008 7.46577 -2.74084 -4.046554 . 2.3075726 -.23545684 5.655992 30 2009 7.216239 -3.075775 -4.130355 -4.6411805 2.2554934 -.24673146 5.739793 30 2010 7.139811 -3.310543 -4.1526136 -4.6634393 2.1667652 -.19370686 5.762052 30 2011 7.271877 -3.6480575 -4.162003 -4.3851466 1.822935 -.2262637 5.771441 30 2012 7.230273 -3.2708356 -4.1206617 -4.3438053 .8329091 -.35482135 5.7301 31 2007 . -3.152736 -4.52396 -4.7471037 2.7625384 -.4163704 6.133398 31 2008 7.952977 -2.8247745 -4.4228487 -4.828314 2.709383 -.3974969 6.214608 31 2009 7.649793 -3.488903 -4.518159 -4.923624 2.6789646 -.3964153 6.309918 31 2010 7.478757 -3.6888795 -4.5626106 -4.968076 2.5997224 -.3933647 6.35437 31 2011 7.654661 -3.953645 -4.6459923 -5.051457 2.444085 -.4664898 6.437752 31 2012 7.887535 -3.886705 -4.829646 -4.829646 2.409644 -.6604003 6.621406 31 2013 8.254008 -3.874485 -4.703204 -5.059879 2.1114247 -.6583999 7.005789 31 2014 8.200859 -4.0543394 -4.786658 -5.009801 2.0967903 -.7902939 7.089243 32 1993 . -2.929287 -4.276666 -4.564348 1.508512 -1.152101 5.662961 32 1996 . -3.42589 -3.925268 -4.3307333 2.503074 -1.0726368 5.02388 32 1997 7.020155 -3.2027464 -3.6699514 -3.6699514 2.524127 -.866591 5.056246 32 1998 6.85294 -3.680511 -3.657131 -3.657131 2.6181254 -.7529657 5.043425 32 1999 6.698884 -3.745575 -3.7316995 -3.7316995 2.621039 -.7112746 5.117994 33 2005 . -3.745477 -4.1460247 -4.202858 2.0464017 -.20599943 9.3445215 33 2006 10.8698 -3.570812 -4.157587 -4.471517 1.9865035 -.17892267 9.420277 33 2007 11.176022 -3.1512556 -4.1765614 -4.609222 1.94591 -.15811493 9.499571 34 1993 . -2.638469 -4.0009375 -4.250398 2.4680996 -.55033153 8.344743 34 1994 10.742 -2.809493 -3.991599 -4.2172713 2.3194423 -.5833562 8.5867195 34 1995 10.929094 -2.782264 -4.0473485 -4.2704916 2.2082744 -.57736003 8.7478285 34 1996 11.264855 -2.6630955 -3.863716 -4.1821694 2.0781908 -.6069311 9.0342 34 1997 11.129635 -2.858389 -3.927282 -4.4345303 1.9558605 -.58780783 9.153029 34 1998 10.983998 -3.1090915 -3.982451 -4.3661757 2.1234584 -.5076558 9.186458 34 1999 10.724107 -3.625149 -4.0072384 -4.18956 1.918392 -.50146216 9.264734 34 2000 10.857387 -3.2526076 -4.019676 -4.225216 1.9878744 -.4084627 9.229162 34 2001 10.936323 -3.240719 -4.1462317 -4.32168 2.070653 -.4096572 9.305286 34 2002 10.881625 -3.277374 -4.119863 -4.3403363 2.0464017 -.3591603 9.350971 35 1987 . -3.014495 -3.853895 -4.5470424 2.320425 -1.0001333 7.380256 35 1988 9.548982 -3.0245974 -3.865397 -4.4043937 2.2905126 -.8978357 7.448916 35 1989 9.705086 -2.8990355 -3.819359 -4.330185 2.222459 -.7964984 7.508239 35 1990 9.805491 -2.7997696 -3.7682064 -4.27131 2.2544446 -.7006944 7.529407 35 1991 9.82747 -2.778431 -3.627536 -4.1383615 2.340844 -.6459025 7.539559 35 1992 9.973666 -2.6719716 -3.6160045 -4.1205606 2.3184583 -.6146277 7.586296 35 1993 9.943103 -2.6760626 -3.567225 -4.078051 2.3561258 -.56605333 7.574558 35 1994 9.819783 -2.884862 -3.5754054 -4.181541 2.3608541 -.5474699 7.582738 35 1995 9.973357 -2.847663 -3.608018 -4.1368623 2.399712 -.5177875 7.633369 35 1996 9.999545 -2.7744434 -3.552534 -4.0524898 2.3570733 -.5800198 7.663408 36 2005 . -4.342413 -4.171872 -4.537332 2.796061 -.5445427 8.063693 36 2006 9.636607 -4.1726274 -4.135759 -4.487157 2.83615 -.4533821 8.124743 36 2007 9.88096 -3.837975 -4.2052455 -4.4565597 2.829087 -.4068473 8.194229 36 2008 10.026784 -3.637199 -4.1291804 -4.905019 2.802754 -.3168901 8.272315 36 2009 9.720295 -4.286486 -4.198514 -5.009444 2.823163 -.29445907 8.341649 36 2010 9.677963 -4.6933846 -4.243494 -4.985431 2.841998 -.266635 8.386629 36 2011 9.804049 -4.487231 -4.232293 -4.989979 2.851862 -.21562873 8.391176 36 2012 9.786824 -4.1610117 -4.277327 -5.019265 2.841415 -.23539054 8.420462 36 2013 9.781035 -4.03356 -4.35307 -5.151577 2.77944 -.3179446 8.447414 36 2014 9.812491 -4.138162 -4.3313804 -5.041057 2.77944 -.3644966 8.442254 37 1988 . -2.552046 -4.2812853 -4.2812853 1.893112 -.679417 5.379897 37 1989 7.670671 -2.633548 -4.1972017 -4.4848843 1.879465 -.8128117 5.583496 37 1990 7.85475 -2.550421 -4.347047 -4.634729 2.0476928 -.7916989 5.733341 37 1991 8.077817 -2.4402745 -4.1053944 -4.5108595 2.008214 -.6660453 5.897154 37 1992 8.33547 -2.432987 -4.3351097 -4.5174313 1.8000582 -.5739096 6.126869 37 1993 8.391372 -2.507635 -4.117875 -4.2720256 2.3427668 -.330444 6.063785 37 1994 8.345589 -2.715713 -4.163337 -4.317488 2.1961129 -.316234 6.109248 37 1995 8.487658 -2.76587 -4.26469 -4.4188404 1.740466 -.3787176 6.2106 37 1996 8.602035 -2.626372 -4.208417 -4.496099 1.6956155 -.48876595 6.287858 37 1997 8.432156 -2.661757 -4.1858597 -4.4735417 1.7369512 -.4304905 6.265301 37 1998 8.163417 -2.8716795 -4.304065 -4.4582157 1.678964 -.4006505 6.249975 37 1999 7.839415 -3.314186 -4.3250785 -4.6615505 2.368373 -.3683551 6.270988 37 2000 7.947891 -3.426515 -4.49024 -5.049856 1.8870696 -.50125617 6.436151 37 2001 8.034139 -3.115223 -4.1839566 -4.4716387 2.2278614 -.2819841 6.263398 38 2005 . -3.678324 -4.4063497 -4.6839814 1.1085626 -3.123734 7.902857 38 2006 8.876158 -3.655323 -4.4090877 -4.814553 1.166271 -2.756165 7.992607 38 2007 9.976254 -3.381464 -4.6754217 -5.080887 1.211941 -2.525599 8.258941 38 2008 10.027878 -2.7979586 -4.4046264 -4.82448 1.6409365 -2.3578558 7.959975 38 2009 9.863009 -3.888792 -4.0398564 -4.4918413 1.9344158 -1.7790407 7.824046 38 2010 9.390782 -4.064184 -4.164448 -4.5348215 1.8656293 -2.0556788 7.902118 38 2011 8.666963 -3.570237 -4.6731405 -4.816241 1.60543 -2.51751 8.074338 38 2012 8.337999 -4.288265 -4.717711 -4.911867 1.5581446 -2.78875 8.244071 38 2013 8.3649435 -4.073764 -4.671216 -4.7426753 1.7900914 -2.2363937 8.038512 38 2014 8.250725 -4.392764 -4.868358 -4.981687 1.697449 -2.4353716 8.2005625 38 2015 8.408895 -4.572835 -4.921602 -4.959342 1.704748 -1.957857 8.217439 39 2005 . . -2.2437446 -2.8033605 3.0530574 . 4.189655 39 2006 5.436339 . -2.628801 -2.965273 2.775709 . 4.574711 39 2007 5.732661 . -1.99243 -2.8033605 3.188004 . 4.189655 39 2008 5.249127 . -2.9177706 -3.610918 2.0386195 . 5.220356 39 2009 5.249337 . -3.1696856 -4.085976 1.993339 -5.47227 5.47227 39 2010 4.795377 . -2.7135904 -3.589059 2.2955606 . 5.198497 39 2011 5.072671 . -2.4054425 -3.280911 2.5718486 . 4.890349 39 2012 4.0986686 . -2.70805 -3.719651 2.408745 . 5.105946 39 2013 5.191122 . -3.155064 -4.166665 2.0412202 -4.454347 5.552959 39 2014 4.791234 . -3.004031 -4.1026435 2.252344 -4.795791 5.488938 40 2005 . -3.388619 -4.1108737 -4.3621883 2.390596 -.470368 6.308098 40 2006 7.764984 -3.303217 -4.1554046 -3.713572 1.9837563 -.5148989 6.352629 40 2007 7.979284 -2.9813435 -4.158883 -4.276666 2.0307763 -.5242252 6.356108 40 2008 8.143474 -2.8576794 -4.348125 -4.75359 1.8325815 -.4294575 6.54535 40 2009 7.856014 -3.5101876 -4.479859 -4.885324 1.796747 -.3671652 6.677083 40 2010 7.897445 -4.0036902 -4.738146 -5.143611 1.5789787 -.3547313 6.93537 40 2011 8.301938 -3.888413 -4.83556 -5.154014 1.211941 -.4707259 7.233455 40 2012 8.723165 -3.913272 -5.174093 -5.626078 1.3376292 -.7585438 7.571989 40 2013 8.706962 -4.0357146 -5.294979 -5.4773 1.2919837 -.9808292 7.779885 40 2014 8.632395 -4.020379 -5.284472 -5.689937 1.449269 -.9309734 7.769379 end
Code:
xtreg lnint lndep lnlab lncap lnequity lnloans lnta i.year, fe r
dta file. In addition, I would like to adopt a rolling window, such that I estimate the model for each a 5-years period, s
pecifying that the window should advance by 1 year each time the estimation is done.I tried the following:
Code:
xtset id year
rolling _b, window(5) saving (betas, replace) stepsize (1) start (1987) end (2014): xtreg lnint lndep lnlab lncap lnequity lnloans lnta i.year, fe r
Stata saves the _b coefficients but it makes a rolling window over each id. So it seems that the estimation is carried out for each id over a period of 5 year with 1 year rolling window, i.e. the estimation is carried out over 5 observations only (is that possible?). Instead, I would like to save the _b, which are estimated for a 5-year panel data. In other words, I would need the _b for the panel 1987-1991, 1988-1992, 1989-1993 and so on.
I tried rangerun using the following code:
Code:
program mypanel xtset id year xtreg lnint lndep lnlab lncap lnequity lnloans lnta, fe r end cd "mydir" use mydata.dta, clear rangerun mypanel, interval (year -3 0) use (lnint lndep lnlab lncap lnequity lnloans lnta)
Dario
Comment