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

st: general panel data/time-series operators question


From   "Terra Curtis" <terra.curtis@cambridgefinance.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: general panel data/time-series operators question
Date   Thu, 11 Aug 2005 13:53:47 -0400

Dear Statalisters,

I am working with unbalanced panel data for several hundred companies over a
period of years.  I am inclined to use the time series operators L.varname,
L2.varname,..., L9.varname, but am not sure how to make them work within the
construct of my problem.  I have used tsset to tell Stata I am working with
panel data.  What I need is for L.varname to refer to varname_t-1 (which it
does), but I want to be able to change the value of 't' for each company.
For example, say I have a company with 14 years of data.  I am running a
nonlinear regression and the equation specifies a 10 period model -- in my
example I want the equation to incorporate data for the company in years
5-14, 4-13, 3-12, 2-11, and 1-10 so that all possible 10-year periods for
that company are included in the regression.  Is there a way to program
Stata for changing the value of t (in this case t=14, 13, 12, 11, 10) so
that I can utilize the time series operators?

Thanks for any help.
Terra  

*
*   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