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


From   "Jason Yackee" <jyackee@law.usc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: one year lag not allowed?
Date   Mon, 27 Nov 2006 12:02:09 -0800

Kevin, 

If you upgrade to Stata 9 you will be able to run models of the type -xtreg depvar l1.tax l1.ivar2- and so on.  Stata 9 supports "time series operators" for most if not all -xt- routines.

Jason

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xiaoheng Zhang
Sent: Monday, November 27, 2006 11:48 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: one year lag not allowed?

Dear Jason,

Thank you very much.It is the right way to do.


Greetings,

Xiaoheng Zhang(Kevin)


引用 Jason Yackee <jyackee@law.usc.edu>:

> 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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