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st: RE: RE: one year lag not allowed?


From   "Cheng, Xiaoqiang" <Xiaoqiang.Cheng@econ.kuleuven.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: one year lag not allowed?
Date   Mon, 27 Nov 2006 17:58:10 +0100

It might because some of the "commands" such as xtreg and areg do not support the time operator. However, even with a lower vision of Stata, i.e. 8.2, some "commands" such as xtabond2 supports time operator.

So to be sure you can use the lags, better to generate new variables before you include them into the regressions. 

For instance, in your case, the lag of  "taxation" can be generated as,

Gen ltax=l.taxation
 
Then include ltax into your regression.

Xiaoqiang Cheng

University of Leuven
Tel  +32 16 326853
Fax  +32 16 326796
Mail  Xiaoqiang Cheng
      Center for Economic Studies
      University of Leuven
      Naamsestraat 69
      Leuven,  Belgium
      B3000
Url www.econ.kuleuven.be/xiaoqiang.cheng




-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Yackee
Sent: 2006年11月27日 17:44
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: one year lag not allowed?

I would guess that you are using an earlier version of Stata that does
not support -l.- prefixes with -xt- routines, in which case you will
have to create a new lagged variable (e.g. -gen lag_tax = l1.tax-)
rather than lagging "on the fly".



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xiaoheng
Zhang
Sent: Monday, November 27, 2006 8:42 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: one year lag not allowed?

Dear all,

I have a balanced panel for 16 countries,10 years(1993 to 2002).I use
the
following command to estimate a linear panel date model

. tsset id year
       panel variable:  id, 1 to 15
        time variable:  year, 1993 to 2002

. xtreg output l.taxrate,fe i(id)
time-series operators not allowed

What might be the problem?I checked the data set it is good,no missing
value for
"output" and "taxrate" and they are balanced.Very odd.Thanks in advance.

Greetings,

Xiaoheng Zhang(Kevin)




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