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st: lag and average regression


From   Ozgur Ozdemir <ozdemirozgur@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: lag and average regression
Date   Thu, 19 Jan 2012 08:01:44 +0000

Hi,

I have a pooled data set including the following variables
Year/CompanyCode/Tobin/MarketValue/ownership etc.
I would like to do a pooled regression with 1 year lag IVs using the Tobin as DV. The model is like

Tobin(t) = a * MV(t-1) + b * Ownership (t-1) etc
 


I am not sure how I can do a regression some values are coming from year eg Tobin in 2001 but IVs from the previous year ?


In addition, I also would like to the same thing with average of IVs. for example
Tobin q (t) = a * MV ( (t-1) + MV (t-2)) / 2 +..... etc however need to check that both previous values of MV should exist.
 

 
kind regards
Ozgur Ozdemir
T: +44 (0) 75 0332 9865
E: ozdemirozgur@hotmail.com
Skype : ozgurozdemir2005
 		 	   		  
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