st: differencing

[Kit Baum <baum@bc.edu>]

When you have panel data, you should take advantage of the fact. The  
solution proposed below can get into trouble with unbalanced panels  
if that should ever arise. Once the data have been tsset, you can use  
Stata's time series operators, which are easier to use than explicit  
subscripting.

sort state county
egen stcounty = group(state county)
sort stcounty year
tsset stcounty year
gen employdiff = D.employment


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


Begin forwarded message:


> You were close but your generate (gen) statement wasn't quite right.
>
>
> . bysort year state county: gen employdiff = employment - employment 
> [_n - 1]
> (2 missing values generated)
>
> . l, noobs
>
>   +---------------------------------------------+
>   | year   state   county   employ~    employ~f |
>   |---------------------------------------------|
>   |    1       1        1         10          . |
>   |    1       1        1         15          5 |
>   |    2       2        1         20          . |
>   |    2       2        1         30         10 |
>   +---------------------------------------------+
>
>
> Eric
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