Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: areg vs xtreg, fe


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: areg vs xtreg, fe
Date   Thu, 7 Feb 2008 22:14:37 +0100

Jenny Montaldo wrote

> Thank you clive for your answer
> However, i did not explain me well, because when i was talikng about lagged variables, it was lagged explanatory variables (not lagged dependent variables). Therefore i do not think that is the reason why. I have still to think about it.

Sorry for not responding earlier (away on business).

I suspect that you may have the same problem either way, as it's still
lagged. But I'm merely an amateur number-cruncher. Try reading the
reference I gave you, but also taking a pop at the latest (fifth?)
edition of Bill Greene's XXX-certificate "Econometric Analysis" might
have the answer, if you can find it in amongst the matrix algebra.

Econometricans, flame away...

-- 
Clive Nicholas (recorded live in Brussels)
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index