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st: RE: lag and average regression


From   "Jacobs, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: lag and average regression
Date   Thu, 19 Jan 2012 18:50:19 +0000

Just type L. before any explanatory variable you want to lag after you've "-xtset-" your panel data.  That way the lags won't reach down to another case.  L2. Works to get two period lags.

D. Jacobs

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ozgur Ozdemir
Sent: Thursday, January 19, 2012 3:04 AM
To: Stata
Subject: st: lag and average regression


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: [email protected]
Skype : ozgurozdemir2005
 		 	   		  
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