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st: AW: Regressions with constant independent variable


From   "Dithmer, Jan" <jdithme@food-econ.uni-kiel.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Regressions with constant independent variable
Date   Wed, 11 Apr 2012 10:48:56 +0200

If you want to create a new variable, s.th like the following may work (if I understand you correctly):

by cusip: gen salesinitial = sales if fyear=="first observation of fyear"
by cusip: replace salesinitial = salesinitial[_n-1] if salesinitial==.

It may be possible to do it in one step, but unfortunately I don't know how and would also be interested in a shorter solution.

Best, Jan

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Fabian Schönenberger
Gesendet: Wednesday, April 11, 2012 8:55 AM
An: statalist@hsphsun2.harvard.edu
Betreff: st: Regressions with constant independent variable

Dear Statalist
I would like to run a regression like Y=a + b*x + c*z + e for panel data. ID is cusip, and t is fyear, x is sales and z is growth of sales. 
I would like to keep x fixed for each cusip at the level of the first observation of fyear. 
Do I need to create a new variable or can I adjust my regression formula?
Many thanks in advance.

FS

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