Abstract:
_gslope is an extension to generate (egen) function. egen result = slope(y1 x2 y2 x2 ... yk xk) [if expr] [in range] [, coo min(#) ] returns the slopes of a row-wise ols-regression of y on x (with at most k observations). min(#) specifies that only cases with at least # non-missing (y,x) pairs should be included, 2<=#<=k. coo is short for min(k). For accuracy in computations, the method of "provisional means" is used in double precision.
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().