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AW: st: program for dynamic panel estimator
From
"Klepsch, Catharina" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
AW: st: program for dynamic panel estimator
Date
Wed, 18 Sep 2013 14:13:06 +0200
Dear Kit,
Thank you very much for the quick response. I was just wondering whether it is also possible to get in the regression output not the generated tempvar name (any numerical code, e.g. _00002) but
just the variable name "l.y" , as it is the case in xtabond or xtdpf. You see what I mean? I already checked the xtdpf.ado, but I could not find the command where I can change the name of the tempvar without making it a permanent variable.
Thank you so much for any help!
Best
Catharina
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Christopher Baum
Gesendet: Mittwoch, 18. September 2013 12:46
An: [email protected]
Betreff: Re: st: program for dynamic panel estimator
<>
On Sep 18, 2013, at 2:33 AM, Catharina wrote:
> I'm trying to program a command which automatically includes the lagged dependent variable as additional regressor in my regression equation.
> The variable should be temporary. Something similar as in xtabond, xtdpf.
>
> Any suggestions how one can do this?
After checking that the data are properly tsset,
loc depvar: word 1 of `varlist'
tempvar ldv
g double `ldv' = L.`depvar'
should do it. You can then just include `ldv' in the regressor list.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
| http://www.crup.com.cn/Item/111779.aspx
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