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Re: st: lagged dependent variable

From   Clive Nicholas <>
Subject   Re: st: lagged dependent variable
Date   Sun, 3 Apr 2011 19:11:09 +0100

Humaira Asad wrote:

> I have seen some papers where people have used xtfevd or xtpcse with lagged dependent variables. Is it legitimate to use LDV's in these estimators.

You've already asked a version of this question before. I was one of
those who answered it, posting a link to a 2004 paper by Beck and Katz
saying that it was okay for -xtpcse-. See

Please do yourself (and everybody else) a favour by checking the
Statalist archives before posting.

> Plus, is it alright to use xtfevd?

That probably doesn't matter if you can get your model to work
satisfactorily in -xtpcse-.

Clive Nicholas

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