Closed

SAS code for running regressions within a loop-2

CRSP monthly returns are sorted by firm-month. Within each firm, we need to run a regression using the previous 60 observations (if available), and produce the residual of the regression as the observation variable of interest for the 61st observation. In other words, obs 1-60 are used to generate a res_value for the 61st observation. Similarly, obs 2-61 are used to generate a res_value for the 62nd observation, etc.

Skills: Data Processing

See more: regression loop sas, sas stata, sas code loop, fun sas code, sas loop2, running regressions loop sas, in sas, sas, regression, OBS, sorted, loop regression sas code, regression run, code variable, regression returns, run regression, monthly interest, regression data, data sas, generate code

About the Employer:
( 0 reviews ) Gorham, United States

Project ID: #60686

1 freelancer is bidding on average $100 for this job

mohanganeesh

Trust us. We will give you a wonderful solution you will never believe.

$100 USD in 15 days
(0 Reviews)
0.0