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Re: st: First Differencing in panel data?


From   Gregor Franz <gfranz@uci.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: First Differencing in panel data?
Date   Thu, 17 Nov 2005 21:35:51 -0800

I would like to append a question to the already asked one.

For the first difference command in xtivreg y z x (z = a b c), fd i(panelid) do I have to difference all variables, does the comand automatically do this, or is this not the first differencing I am thinking of?

Sorry for all those xt questions. I just ordered the xt manual, but can't wait till it gets here.

Thank you.


Gregor Franz wrote:


Hi again,

First, thank you to the people who reponded to my last question about the ,beta.

When using panel data with a first differencing approach as described in Wooldridge (2002) can I use the xt command? It looks like I can't from the help files. So I just difference all my variables and run a normal reg delta_y delta_x?

Thank you again,

Gregor
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