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Re: st: xtreg with lag


From   Andrea Molinari <am30@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg with lag
Date   Tue, 18 Oct 2005 09:44:52 +0100

Dirk,

Try first to -tsset-

tsset indiv time

indiv will be your cross-section dimension (although it has to be a 
number, not a string!)

and time is your time dimension

Hope that helps,
Andrea


Quoting Dirk Nachbar <Dirk.Nachbar@dwp.gsi.gov.uk>:

> Dear all
> 
> I want to do a panel regression where I have also a lag on the rhs of
> the 
> equation, but trying 
> 
> xtreg y l.y 
> 
> doesn't work. also i cannot generate a lag variable. how should i do
> it?
> 
> thanks
> 
> Dirk Nachbar
> Assistant Economist
> Pensim2
> Department for Work and Pensions
> Level 4, The Adelphi
> 1-11 John Adam St
> WC2N 6HT London
> 020 796 22705
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Andrea Molinari
PhD in Economics student
University of Sussex
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