Dear all,

I intend to use rangestat command to do a regression by industry, using recursive 3-year windows. For rolling 3-year windows, I have:

rangestat (reg) y x1 x2, interval(year -3 0) by(setor)

It is a panel data, with multiple ids, years and industries. How can I do use rangestat for recursive windows, setting the 3-year interval?

Thank you all.