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Re: st: RE: stata generated wrong lagged values for mi data


From   [email protected]
To   [email protected]
Subject   Re: st: RE: stata generated wrong lagged values for mi data
Date   Thu, 3 Jun 2010 13:16:38 -0400 (EDT)

The one-time lagged x is not picking up the values of x at time-1. As
showed below.
ID _mi_m time x lagx
 1   0     0  0  .
 1   0     1  0  0
 1   0     2  2  1
 1   0     3  1  1
 1   0     4  0  0
 1   1     0  0  .
 1   1     1  0  0
 1   1     2  0  1
 1   1     3  0  1
 1   1     4  1  0

I have five multiple imputed datasets. Could the multiple imputed data
cause the problem? I used colon after by id and it gives the same wrong
lagged values. Martin's syntex is quite differnt from mine. What is the
purpose of mi set wide? As my syntax shows, i did not do gen time=_n
either. Which part of your syntex is the core piece that i should follow
exactlly? Thanks.

 BTW, Junqing, listers would certainly like to hear from you how the lagged
> values are "wrong". It could mean different things to different people, so
> you should give an example of what it is that bothers you about them. In
> my
> example, everything seems normal:
>
> ***
> clear*
> set obs 100
> //id
> gen id=_n
> //expand to # of time periods
> expand 10
> bys id: gen time=_n
> gen x=rnormal()
> compress
> mi set wide
> mi tsset id time
> by id: gen lagx=l.x
> l in 1/50, sepby(id)
> ***
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: Mittwoch, 2. Juni 2010 23:43
> To: [email protected]
> Subject: st: stata generated wrong lagged values for mi data
>
> My data is panel data in mi format. I used the following syntax to
> generate several lagged varaibles(one time point lag) one by one:
>
> mi tsset ID time
> sort ID time
> by ID, gen lagx=l.x
>
> But i found that the generaged lagged values of panels were wrong. How i
> may fix it? Thanks a lot.
>
> Junqing
>
>
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