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


From   Xiaoheng Zhang <zhangx@tcd.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: one year lag not allowed?
Date   Mon, 27 Nov 2006 19:44:33 +0000

Dear Cheng,

Thanks for the suggestions.I generated the lagged variable sperately and it
works well.


Greetings,

Xiaoheng Zhang(Kevin)


 "Cheng, Xiaoqiang" <Xiaoqiang.Cheng@econ.kuleuven.be>:

> 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?1?7?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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