asreg with single variable | Stata

[Paul]

#4772

Hi Attaullah

Attached is a (slightly) modified version of asreg.ado which now allows for a regression on a single variable.
Example:

by permno: asreg ret, newey(6) se

The example above allows one to calculate standard errors of the mean return for each stock – something that might be useful from time to time.

Excellent software, btw, thanks for sharing.

• This topic was modified 3 years, 7 months ago by Attaullah Shah.

[Attaullah Shah]

#4829

Hello Paul
Thanks for the suggestion and contributing to asreg. I hope it will be useful for many other members of the asreg community. I shall implement these changes in the coming version 5.0 of asreg, which has a significant speed advantage and has a new flexible window.

[Author]

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