Antwort: re: Antwort: RE: st: why reg3 dropped constant term ?

[Justina Fischer <JFischer@diw.de>]

Kit,

my second e-mail has already clarified this issue.

Cheers
Justina


-----owner-statalist@hsphsun2.harvard.edu schrieb: -----

An: <statalist@hsphsun2.harvard.edu>
Von: Christopher Baum <kit.baum@bc.edu>
Gesendet von: owner-statalist@hsphsun2.harvard.edu
Datum: 02.01.2011 09:43PM
Thema: re: Antwort: RE: st: why reg3 dropped constant term ?

<>
Justina said

estimating for a subsample for which the succedding year is availabe,
e.g. for 2001- 2005, with data for 2006 available, so that the first
difference 2005-2006 can be caculated.

This is not how first differences (D. in Stata) work. The first difference in 2005 is defined if you have data for 2004 and 2005. You are never concerned about the succeeding year's data. However, with data for 2001-2005, you can only calculate D. for 2002-2005.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html

An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html

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