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st: Re: creating a lag variable


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: creating a lag variable
Date   Wed, 9 Jun 2004 10:28:19 +0100

On Jun 9, 2004, at 7:33 AM, Richard wrote:

gen y = x[_n-1]
Bad idea; that says that y is the previous value of x, which may or may not be associated with the previous time unit. Better to tsset the data (establish a time series calendar) and then

gen y = L.x

which will ensure that if there are gaps in the time series they are respected. This can save you a LOT of time in debugging situations where there may be a discontinuity on the time axis.

Kit

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