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st: differencing


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: differencing
Date   Mon, 14 Nov 2005 08:30:51 -0500

When you have panel data, you should take advantage of the fact. The solution proposed below can get into trouble with unbalanced panels if that should ever arise. Once the data have been tsset, you can use Stata's time series operators, which are easier to use than explicit subscripting.

sort state county
egen stcounty = group(state county)
sort stcounty year
tsset stcounty year
gen employdiff = D.employment


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


Begin forwarded message:


You were close but your generate (gen) statement wasn't quite right.


. bysort year state county: gen employdiff = employment - employment [_n - 1]
(2 missing values generated)

. l, noobs

+---------------------------------------------+
| year state county employ~ employ~f |
|---------------------------------------------|
| 1 1 1 10 . |
| 1 1 1 15 5 |
| 2 2 1 20 . |
| 2 2 1 30 10 |
+---------------------------------------------+


Eric
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