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Re: st: regression: fade rate residual income
What is the resulting text that Stata displays after you -tsset- your
data? Based on the minimal amount of information provided, I would
guess that Stata thinks you have annual data (as that appears to be
what you told it), but you want a bi-annual difference (as you state:
"over every two consecutive years"). As Nick pointed out, what you
want and what you told Stata to do may not coincide; hence your
"unexpected" results. But you are going to need to at least show the
results of your commands, and explain why they are "not expected",
before you are likely to get any better suggestions from the list.
See also sections 3.1 to 3.3 of <http://www.stata.com/support/faqs/
res/statalist.html>.
HTH,
Mike
On Oct 13, 2008, at 1:02 PM, [email protected] wrote:
Dear all:
I would like to run a regression on residual_income. I have yearly
observations of residual income for firms. The year is given in
variable "year", the identifier for firm is "name".
I'd like to run the regression residual_income(year) = b0 + b1 *
residual_income(year-1) + e The regression should run on
"residual_income" over every two consecutive years ("year") within
each identifier "name" (whenever there are values for at least two
consecutive years for a given name).
I used the following, but my results are not what I expected:
tsset name year
reg residual_income l.residual_income
Hope someone can help me. Thanks for your consideration.
Greg B.
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