Edward Crenshaw wrote:
> Does the xtpcse command in Stata automatically eliminate the need to
> introduce lagged dependent variables in pooled time-series? I realize there
> may be theoretical reasons for including lagged DV's, but does xtpcse
> eliminate the statistical need for such lags? I've had reviewers tell me
> yes AND no, so I'm a little confused on this point.
Briefly, it doesn't. If your theory calls for the use of LDVs in PCSE
models, there's nothing wrong with using them. Who says so? None other
than Neal Beck and Jon Katz themselves:
http://polmeth.wustl.edu/workingpapers.php?text=Time-series--cross-section&searchkeywords=T&order=dateposted
(Click on the bottom link for their 2004 paper.)
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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