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Re: st: Lagged dependent variables: L2.


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Lagged dependent variables: L2.
Date   Sat, 30 May 2009 20:00:23 +0100

Carola Herrera wrote:

> I'm running  OLS  and including a 2nd-order lagged dependent variable as a regressor.  I would like to know if when we use "L2.name of dependent variable" in Stata we also need to include "L1.name of dependent variable".  I am not sure if "L2." in Stata automatically includes the latter as well.

Depends on the theory, doesn't it?

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. 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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