Hello all!
I've got a panel data with variables: firmid, year, and rdexpenditure.
I want to get the standard deviation of the residuals from the R&D expenditure trend of the firm over the past 5 years. I was considering using asreg. The command is:
asreg rdexpenditure year, window(year 5) by(firmid) fitted
But only 3 residuals returned for each firm over 5 years. Is it oorrect to compute the standard deviation with only 3 residuals? If not, is there any comand I can use to get all the 5 residuals properly?
Thank you for your help!
Related Posts with How to get residuals returned after a rolling window by groups regression?
custom maximum likelihood estimators - best way to check for convergence?I've made a package to estimate a model by maximum likelihood. I'd like to store a result as e(conve…
Dropped year-dummies in panel regressionDear Statalisters, I have some issues understanding year-dummies being dropped in a fixed effects …
estimation sample variesGood day, I get following error message Code: bys id: gen treatment=0 if (expectation==2 & f.…
How to test if the mean of a sample is significantly different from zeroHi everyone, I have a sample of 166 bonds (i.e. n=166). I have broken these down into subsamples ba…
Using semipar together with margins and marginsplotHi, I am trying to make a margin plot after running a semipar command. Specifically, for npreg comma…
Subscribe to:
Post Comments (Atom)
0 Response to How to get residuals returned after a rolling window by groups regression?
Post a Comment