The first part needs a fix, say
1. Use -tsset- and exploit Stata's time-series operators.
tsset group time
gen x = y if group[_n-1] != group
replace x = constant * L.x if mi(x)
Nick
[email protected]
Bjorn Persson
> Thanks very much, Nick!
> Re: Two answers:
>
> 1. Use -tsset- and exploit Stata's time-series operators.
>
> tsset group time
> gen x = y
> replace x = constant * L.x
>
> 2. Use -if- not -in-.
>
> gen x = y
> bysort group (time): replace x = constant * x[_n-1] if _n > 2
>
> Nick
> [email protected]
>
> Bjorn Persson <[email protected]>
>
> I am trying to create a variable that depends on its lagged
> values, and
> I received this very helpful tip from Statalist:
>
> gen x = y in 1
>
> replace x = constant*x[_n-1] in 2/l(ast)
>
> I am now wondering how to to this for different groups. That is,
>
> gen x(i) = y(i) in 1(i)
>
> replace x(i) = constant*x(i)[_n-1] in 2(i)/l(i)
>
> for groups i=1,2,3...
>
> I have tried to sort the data using "by", but the "by"
> command does not
> allow the "in" specification.
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