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st: Generating lagged growth rate in panel data


From   "Springer, Jeffrey Arthur" <jeffrey.a.springer@Vanderbilt.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generating lagged growth rate in panel data
Date   Thu, 24 May 2007 01:31:44 -0500 (CDT)

Hi,

I would greatly appreciate any help on the following problem. The problem
is similar to one previously discussed, but I am struggling with an added
layer or two of complexity.

I have a time series of data that looks generally like the following, with
many more unitidís in actuality than those listed below:

unitid		year		approp
100		1985		127893
100		1986		134596
100		1987		147345
.		.		.
.		.		.
.		.		.
100		2004		189234

107		1985		192345
107		1986		200334
107		1987		234345
.		.		.
.		.		.
.		.		.
107		2004		257832

112		1985		192345
112		1986		213999
112		1987		223444
.		.		.
.		.		.
.		.		.
112		2004		287862

etc
.
.
.


I wish to compute a semi-log growth rate for the variable <approp> for
each <unitid>. More specifically, for each <unitid> and <year> combination
within the panel, I wish to compute a semi-log growth rate for the
variable <approp> for the trailing three year period beginning two years
in the past. As such, the first non-missing growth rate in the panel would
appear in 1990 for each <unitid>, and be computed by regressing the log of
<approp> for that <unitid> over the three year period between 1988 and
1985. The growth rate for <approp> in 1991 for each <unitid> would then be
computed by regressing the log of <approp> for that <unitid> over the
three year period between 1989 and 1986... and so forth and so on.

I have attempted a number of different approaches, but continue to hit a
wall. Any guidance would be greatly appreciated; many thanks in advance
for your consideration.

Cheers, jas


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