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st: Lag Variable in Panel Data


From   Abhijit Sen Gupta <[email protected]>
To   [email protected]
Subject   st: Lag Variable in Panel Data
Date   Wed, 15 Feb 2006 10:35:26 -0800 (PST)

Hi!
  Could anybody please tell me how to generate lagged
values of a variable in panel data. My panel id is cid
and time id is tid.
Thanks
Cheers
Abhijit

--- Richard Williams <[email protected]>
wrote:

> Thanks to Kit Baum, yet another update to -gologit2-
> is now available 
> from SSC - and unlike most previous updates, this
> one actually offers 
> some added functionality and not just bug fixes!
> 
> * While gologit2 continues to work in Stata 8.2, if
> you are using 
> Stata 9, the by, nestreg, stepwise, xi, and possibly
> other prefix 
> commands are allowed.  That is, Stata 9 users get
> added functionality 
> but everything else still works ok if you have 8.2. 
> (I'm not sure 
> how much longer I will try to keep new versions
> running under 8.2 but 
> for now at least it was surprisingly easy to do.)
> 
> * If the user considers them more appropriate for
> their data, probit, 
> complementary log-log, and log-log links can be used
> instead of 
> logit. The link() function specifies the link
> function to be 
> used.  The legal values are link(logit),
> link(probit), link(cloglog) 
> and link(loglog) which can abbreviated as link(l),
> link(p), link(c) 
> and link(ll). link(logit) is the default if the
> option is omitted.
> 
> * The ancillary file gologit2.pdf contains many
> examples and has been 
> updated to document the new features.  However,
> ancillary files do 
> not automatically get updated when you update the
> program.  Therefore 
> you may wish to download it directly from
> 
> http://www.nd.edu/~rwilliam/gologit2/gologit2.pdf
> 
> * For more info, there is a gologit2 general info
> page at
> 
> http://www.nd.edu/~rwilliam/gologit2/index.html
> 
> and a troubleshooting FAQ at
> 
> http://www.nd.edu/~rwilliam/gologit2/tsfaq.html
> 
> Here is the overall description of the program:
> 
> gologit2 estimates generalized ordered logit models
> for ordinal 
> dependent variables. A major strength of gologit2 is
> that it can also 
> estimate three special cases of the generalized
> model: the 
> proportional odds/parallel lines model, the partial
> proportional odds 
> model, and the logistic regression model. Hence,
> gologit2 can 
> estimate models that are less restrictive than the
> proportional odds 
> /parallel lines models estimated by ologit (whose
> assumptions are 
> often violated) but more parsimonious and
> interpretable than those 
> estimated by a non-ordinal method, such as
> multinomial logistic 
> regression (i.e. mlogit). Other key
> strengths of gologit2 include options for linear
> constraints, 
> alternative model parameterizations, automated model
> fitting, survey 
> data (svy) estimation, alternative link functions
> (logit, probit, 
> complementary log-log and log-log), and the
> computation of estimated 
> probabilities via the predict command. gologit2
> works under both 
> Stata 8.2 and Stata 9 or higher. Syntax is the same
> for both 
> versions; but if you are using Stata 9 or higher,
> gologit2 supports 
> several prefix commands, including by, nestreg,
> xi and sw. gologit2 is inspired by Vincent Fu's
> gologit program and 
> is backward compatible with it but offers several
> additional powerful options.
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  [email protected]
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc  
> 
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 



"Some people see things as they are and say why.
 I dream things that never were and say why not?" 

Abhijit Sen Gupta
Graduate Student 
University of California at Santa Cruz
Visit me : - http://econ.ucsc.edu/grads/abhijit 



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