Maureen Paul
>
> Hi, I would like to regard the years as the time variable,
> I think. It is a panel, so I have tsset as follows (wave is
> the year variable): tsset pid wave.
> I have a variable called, say, VAR and I would like to
> create a new variable LAGVAR, which contains its lags
> taking into consideration that there is a gap of 2 years
> between each waves and in one case the gap is 3 years.
> Could you suggest how I could change what I have done to
> achieve this purpose? Would numbering the waves 1 to 5
> still be appropriate? Thanks. I include what I did before again.
>
> tsset pid wave
> ge LAGVAR1=VAR-L2.VAR
> foreach i of numlist 2000 { replace LAGVAR1=. if
> wave==`i' }
> ge LAGVAR2=LAGVAR-L3.LAGVAR
> foreach i of numlist 1991 1993 1995 1997 { replace
> LAGVAR2=. if wave==`i' }
> ge LAGVAR=LAGVAR1 if LAGVAR1~=.
> replace LAGVAR=LAGVAR2 if LAGVAR2~=.
>
Whether numbering the waves 1 to 5
is sensible is a substantive or perhaps
even a scientific question: absent
any information on what these data are,
that is a judgement for you.
The consequence of choosing years
as the time variable is universal missings.
Consider these fabricated data:
. l
id year whatever
1. 1 1991 2
2. 1 1993 7
3. 1 1995 6
4. 1 1997 7
5. 1 2000 7
6. 2 1991 2
7. 2 1993 7
8. 2 1995 1
9. 2 1997 6
10. 2 2000 9
. tsset id year
panel variable: id, 1 to 2
time variable: year, 1991 to 2000, but with gaps
. gen lagwhatever = L.whatever
(10 missing values generated)
. l
id year whatever lagwhat~r
1. 1 1991 2 .
2. 1 1993 7 .
3. 1 1995 6 .
4. 1 1997 7 .
5. 1 2000 7 .
6. 2 1991 2 .
7. 2 1993 7 .
8. 2 1995 1 .
9. 2 1997 6 .
10. 2 2000 9 .
This is an ineluctable consequence of
the gaps.
However, should you
. egen pseudotime = group(wave)
. tsset id pseudotime
then lagged variables should be mostly non-missing.
That amounts to ignoring the difference
between gaps of 2 and gaps of 3 years.
Nick
[email protected]
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