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Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
Date   Mon, 29 Apr 2013 22:05:17 +0100

Treating each school separately is just a twist on this:

gen cohort = year - grade
egen id = group(school cohort), label
tsset id year


Nick
njcoxstata@gmail.com


On 29 April 2013 20:32, Nick Cox <njcoxstata@gmail.com> wrote:
> Focus on any cohort, say the cohort that was grade 8 in 2011, grade 7
> in 2010 and so forth. Evidently, the difference (year - grade) is
> constant, and therefore an identifier, for that cohort. Thus after
>
> gen id = year - grade
>
> either
>
> tsset id year
>
> or
>
> tsset id grade
>
> defines a panel dataset with an identifier and a time variable and
> time series operators can then be applied.
>
> Nick
> njcoxstata@gmail.com
>
> On 29 April 2013 19:46, Stuart Buck <stuartbuck@gmail.com> wrote:
>
>> Passage rates for all Texas schools for 2008, 2009, 2010, and 2011 --
>> this is important -- by grade. So each row in the dataset is School,
>> Year, Grade, and then scores (plus other demographic variables, etc.).
>>
>> In other words, the dataset looks like this:
>>
>> Year     SchoolID     Grade     TestScore
>> 2011    1                  6               ***
>> 2011     1                 7               ***
>> 2011     1                 8               ***
>>
>> And so on and so forth -- multiple grades in each school in each year.
>>
>> Here's what I want:
>>
>> To be able to regress any given school's performance in Grade X in
>> Year T on, among other things, how that same school did with the same
>> cohort of kids in the previous grade (Grade X-1) in the previous year
>> (Year T-1). I.e., if a middle school's Grade 8 passage rate in 2011 is
>> the outcome, I'd like to be able to control for that same school's
>> Grade 7 passage rate in 2010, thus giving a somewhat crude measure of
>> how much that group of kids progressed since the previous year.
>>
>> How would I generate an all-purpose lagged TestScore variable for all
>> the schools in the dataset, lagging by both year and grade at once?
>> All the Stata instructional material I see on lagged variables just
>> lags based on time, not on both time and some other variable too
>> (grade).
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