Hi i met some issues on asreg.
My data is institution-quarter level, each institution has one record each quarter,
What i'm going to do is using last four trailing quarter data to run the regression. I regard this as a panel data regression. So the rolling window contains 4 quarter data and every time forward one quarter.
The issue is when I use asreg, there are no coefficients results for some quarters. For instance there are no coefs results at 2018q2, but I can observe that there are 5000 available samples in 2018q2 and it can work if i use reg command to regress the same variables if time == 2018q2.
So I'm really confused and do not know what to do.
Here is the screenshot of my code.
the gamma is calculated by the coefs, so if there are no obs for gamma means no regression
My data is institution-quarter level, each institution has one record each quarter,
What i'm going to do is using last four trailing quarter data to run the regression. I regard this as a panel data regression. So the rolling window contains 4 quarter data and every time forward one quarter.
The issue is when I use asreg, there are no coefficients results for some quarters. For instance there are no coefs results at 2018q2, but I can observe that there are 5000 available samples in 2018q2 and it can work if i use reg command to regress the same variables if time == 2018q2.
So I'm really confused and do not know what to do.
Here is the screenshot of my code.
the gamma is calculated by the coefs, so if there are no obs for gamma means no regression
