How to create an index with weights as Regression coefficients TIME Series
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Dear All, help me out as 1) I need to develop a program for making an index of dummies with weights as estimated regression coefficients.
Suppose I run a Regression y=a+b1x1+b2x2+b3x3+r1D1+r2D2+r3D3+e..... 1 Now I want to create an index of these dummies as: I= r1D1+r2D2+r3D3, where r1, r2 and r3 are estimated regression coefficients in (1).
2) secondly, another index as I=w1D1+w2D2+w3D3; where w1, w2 and w3 are values of dependent variable in eq.(i) corresponding to the break year.
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