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Re: st: Lag variables - generate missing values


From   TA Stat <tastat@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Lag variables - generate missing values
Date   Fri, 13 Jul 2012 10:20:49 +0700

http://www.stata.com/statalist/archive/2006-02/msg00573.html

HTH
Pete

On Wed, Jul 11, 2012 at 6:41 PM, David Ashcraft
<ashcraftd@rocketmail.com> wrote:
> 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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