[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Lagged dependent variables: L2.

From   Clive Nicholas <>
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 " of dependent variable" in Stata we also need to include " 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
<>. 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.

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index