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Re: st: RE: using lags within -xi-
On Aug 22, 2006, at 2:30 PM, Jason Yackee wrote:
Stata 8 does not support the l. command with xtreg, though it does
with xtpcse. In stata 8 to use a lagged dv with xtreg you have to
generate the lag as a separate variable, e.g. by gen lag2gdp =
l2.gdp. You can't do it on the fly. xtreg gdp l.gdp inflation
l.inflation will not work in xtreg. On the other hand, xtpcse gdp
l1.gdp inf l1.ing will work.
Stata 9 _does_ support the l. command with xtreg (a good reason to
upgrade). I just did it. Don't know why it is not working for you
unless your data isn't tsset and sorted correctly.
When generating your lagged variables, make sure you have tsset
your data first, & that it is sorted by unit then year. this may
be your problem
JY
By unit, then year. That appears to have been it. My unit is four
different identifiers, and I had -egen- a group variable, and then -
tsset- on that. I had forgotten this when I was sorting. Thanks for
reminding me. It's working now. -sc
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