The syntax appears to match your word description. Perhaps the answer
lies within "what [you] expected", not clarified here.
Nick
[email protected]
[email protected]
I would like to run a regression on residual_income. I have yearly
observations of residual income for firms. The year is given in variable
"year", the identifier for firm is "name".
I'd like to run the regression residual_income(year) = b0 + b1 *
residual_income(year-1) + e The regression should run on
"residual_income" over every two consecutive years ("year") within each
identifier "name" (whenever there are values for at least two
consecutive years for a given name).
I used the following, but my results are not what I expected:
tsset name year
reg residual_income l.residual_income
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
