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st: Lag variables - generate missing values


From   David Ashcraft <ashcraftd@rocketmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Lag variables - generate missing values
Date   Wed, 11 Jul 2012 04:41:35 -0700 (PDT)

I am trying to generate a new variable by using the lag operator L. on a panel data set. When I use the lag operator, the generated variable return as ALL MISSING values. I am lost here. I have tried with old operator i.e. (_n-1) and the outcome is same. In my data set, id is the identifier and date1 is the date. Data is monthly from Jan2000 to may2010. 

I am using the following set of commands to generate the lag variable


. sort id date1

. tsset  id date1, monthly
panel variable:  id (unbalanced)
time variable:  date1, 3180m1 to 3555m5, but with gaps
delta:  1 month

. su rtn

Variable        Obs        Mean    Std. Dev.       Min        Max

rtn       2814    1624.403     1884.28      71.81   14132.85

. describe rtn date1 id

storage  display     value
variable name   type   format      label      variable label
rtn             float  %9.0g                  
date1           float  %tm                    
id              float  %9.0g                  

. gen return= ln(rtn/L.rtn)
(2814 missing values generated)

Any help will be highly appreciated.

David

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