Caglar Kamu wrote:
> I have a fairly long unbalanced panel which is set by tsset id year. I am
> trying to estimate a pooled linear model within the time period 1987-1997
> such as below.
>
> Y_i(t) = X_i(t) + X_i1987 + X_i1988+....+X_i1997
>
> i:1...N while t:1987..1997
>
> How should I manipulate the variables such that I can include all the past
> and future explanatory variables in the regression above?
Create dummy variables for your year terms if you haven't already.
For your explanatory variables, use the -l.- operator to create lagged terms
. gen lagvar=l.var
and the -f.- operator to create lead terms
. gen leadvar=f.var
I hope this helps.
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
*
* 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/
