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Re: st: Inexplicably missing values for lagged variables

From   Maarten Buis <>
Subject   Re: st: Inexplicably missing values for lagged variables
Date   Mon, 9 Jul 2012 16:43:59 +0200

On Mon, Jul 9, 2012 at 4:22 PM, Clive Gilbert wrote:
> I am working with panel data and have a number of lagged variables. I
> have noticed that some individuals have missing values for certain
> years whereas others do not .

The first observation for each unit will be missing for lagged
variables, as you would need the preceding value and the preceding
value by definition is not present in the data for the first
observation. If a preceding year is not present in your dataset, then
that would also result in missing values.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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