Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: Lagged dependent variable with fixed effects regression
From
"Popick, Stephen J." <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Lagged dependent variable with fixed effects regression
Date
Mon, 9 Jul 2012 12:43:00 +0000
Erhan,
That might depend on whether you have identification of the regression equation with the lagged dependent variables being included. If you have any endogeneity concerns, I hope you have some IV's.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Erhan Kilincarslan
Sent: Monday, July 09, 2012 8:36 AM
To: [email protected]
Subject: st: Lagged dependent variable with fixed effects regression
Would you please tell me that if I include lagged dependent variable in the model and use fixed effects panel regression, would it be working correctly?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/