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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: calculating standard deviation of age at death from period life tables |

Date |
Tue, 9 Mar 2010 10:57:31 -0500 |

Johannes Schoder <johannes.schoder@soi.uzh.ch>: I would bet that investments in health or technology changes do immediately translate into longer life expectancy, but that life expectancy is not measured for the affected cohorts but for a mix of cohorts, only some of which enjoy the full effect of the investment/change (life expectancy for a given cohort cannot actually be measured until everyone in the cohort is dead). But assuming you want to assess the short-run effect of changes in X and the long-run effect of changes in X, you might consider including the first difference divided by two and the two-period moving average, i.e. y_it = b ( X_it - X_it-1 )/2 + c ( X_it + X_it-1 )/2 +e where if b=c the model is identical to one with only contemporaneous regressors. The MA term captures long-run effects and the FD term captures short-run effects. For finer structure, you can apply some kind of filtering; see e.g. http://www.jstor.org/stable/2660649 on MA and FD and an extension to multiple terms and see http://www.stata-journal.com/sjpdf.html?articlenum=st0116 on those multiple terms, and http://www.stata.com/meeting/5nasug/TSFiltering_beamer.pdf on further methods. On Tue, Mar 9, 2010 at 9:46 AM, Johannes Schoder <johannes.schoder@soi.uzh.ch> wrote: > Dear Statalist users: > > I am trying to find the optimal lag structure of my health production > function (lags are usually included because e.g. lifestyle effects do not > immediately translate into longer life expectancy) which looks like that: > LIFE EXPECTANCY_ct=b_o+b_1 HEALTH CARE EXPENDITURE_ct + b_2 GDP_ct + b_3 > ALCOHOL CONSUMPTION_ct > > where c=COUNTRY and t=YEAR > Is there a test implemented in Stata which tells me e.g. whether to include > GDP lagged 5 years, 10 years or 0 years? > > Thanks a lot for any hint! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: calculating standard deviation of age at death from period life tables***From:*Johannes Schoder <johannes.schoder@soi.uzh.ch>

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