Hello everyone! I would greatly appreciate your insights on the following matter. I'm interested in implementing a loop that encompasses various countries within the code. Specifically, I aim to execute the following regression:
reg y x1 x2 x3 x4 av_y av_x1 av_x2 av_x3 av_x4 if country == "Australia"
My original dataset is a 30 years panel dataset so all the averages in the code are cross-sectional averages. I am trying to break down the steps of the Common Correlated Mean Group Estimation and examine the estimates in detail.
I would like to repeat this regression for 36 countries in total. Additionally, I would like to save all the beta coefficients for each variable (not the cross-sectional averages) within each country's equation so that I can plot it later on.
Could you kindly guide me on how to approach this loop? Thank you in advance for your help!
reg y x1 x2 x3 x4 av_y av_x1 av_x2 av_x3 av_x4 if country == "Australia"
My original dataset is a 30 years panel dataset so all the averages in the code are cross-sectional averages. I am trying to break down the steps of the Common Correlated Mean Group Estimation and examine the estimates in detail.
I would like to repeat this regression for 36 countries in total. Additionally, I would like to save all the beta coefficients for each variable (not the cross-sectional averages) within each country's equation so that I can plot it later on.
Could you kindly guide me on how to approach this loop? Thank you in advance for your help!
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