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: [email protected] [mailto:[email protected]] On Behalf Of Xiaoheng Zhang
Sent: Monday, November 27, 2006 11:48 AM
To: [email protected]
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 <[email protected]>:
> 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: [email protected]
> [mailto:[email protected]] On Behalf Of Xiaoheng
> Zhang
> Sent: Monday, November 27, 2006 8:42 AM
> To: [email protected]
> 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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