Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Generate artificial variable for panel data


From   Patrice Yee Chong San <patrice.yee@adelaide.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generate artificial variable for panel data
Date   Thu, 17 Oct 2002 23:13:29 +0900

Dear Listers,

Does anyone have any idea on how to do the following in Stata?

I wish to generate a series of NT observations for variable X for an 
artificial panel data generating process where
i = 1,...,N = 50
t =1,..., T = 10

X_i,t = 0.1*t + 0.5*X_i,t-1

The initial values are X_i,0 = 5 + 10w_i,0 

where w_i,t ~N(0,1)
       _it denote subscript of the individual i at time t. 

The above was taken from Baltagi(1981)

Pat

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index