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RE: st: lagged dependent variable


From   Humaira Asad <humairaasad@hotmail.com>
To   STATA HELP <statalist@hsphsun2.harvard.edu>
Subject   RE: st: lagged dependent variable
Date   Sun, 3 Apr 2011 19:00:30 +0000

 
 
Thank you Clive!



Humaira Asad
PhD Research Scholar

UoE Business School

University of Exeter, England



----------------------------------------
> Date: Sun, 3 Apr 2011 19:11:09 +0100
> Subject: Re: st: lagged dependent variable
> From: clivelists@googlemail.com
> To: statalist@hsphsun2.harvard.edu
>
> Humaira Asad wrote:
>
> > I have seen some papers where people have used xtfevd or xtpcse with lagged dependent variables. Is it legitimate to use LDV's in these estimators.
>
> You've already asked a version of this question before. I was one of
> those who answered it, posting a link to a 2004 paper by Beck and Katz
> saying that it was okay for -xtpcse-. See
> http://www.stata.com/statalist/archive/2011-03/msg00365.html
>
> Please do yourself (and everybody else) a favour by checking the
> Statalist archives before posting.
>
> > Plus, is it alright to use xtfevd?
>
> That probably doesn't matter if you can get your model to work
> satisfactorily in -xtpcse-.
>
> --
> 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
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