Dear Statalist Members
I have a question and I hope you will be able to help me.
I want to run a rolling regression on a panel data set and get the estimations of firm- and year-specific residuals for each regression.I was planning to use rollreg but it seems that it does not support a residual as an option (or at least I could not find it). Could you suggest me another way how I can get these residuals?
Thank you in advance!
I have a question and I hope you will be able to help me.
I want to run a rolling regression on a panel data set and get the estimations of firm- and year-specific residuals for each regression.I was planning to use rollreg but it seems that it does not support a residual as an option (or at least I could not find it). Could you suggest me another way how I can get these residuals?
Thank you in advance!
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