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st: first-difference regression


From   donsaane dontsi <donsaane@yahoo.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: first-difference regression
Date   Tue, 27 Sep 2011 18:38:51 +0100 (BST)

Hi statalist,
 
When you run a first- difference method, do you always
put : noconstant ?  For example : reg dx dy, noconstant, or
you just run it like OLS . eg : reg dx dy
Because I read an article and they put «noconstant» , so I
want to know if when we run a first difference, we always put «noconstant»
 
thanks
 
donsaane

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