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st: RE: creating lags


From   "Rodolfo Martell" <martell_11@cob.osu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: creating lags
Date   Sat, 29 Mar 2003 23:37:18 -0500

Have you tried to tsset your panel (by time and country) and then use
the L.var times series function?

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maria Popova
Sent: Saturday, March 29, 2003 19:04
To: statalist@hsphsun2.harvard.edu
Subject: st: creating lags


Hi all,

I have a time series/cross section data set and I'm trying to create
5-year lags for several variables.  I have data on 158 countries between
1966 and 1997, but of course since not all countries existed for the
entire period, different countries have data for different sets of
years.  I've sorted the data by time and within the time groups by
country and then I tried creating the lags with:

gen lag5_var=var[_n-790] (because 158*5=790)

However, the resulting lag is incorrect... What am I doing wrong?  Do I
have to generate missing values for the country-years that are not in
the data set?  I thought Stata is supposed to do that for me...

Thanks!

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