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st: RE: Spooky: Different Results with Repeated FE Estimation


From   "Jacobs, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Spooky: Different Results with Repeated FE Estimation
Date   Wed, 25 Apr 2012 16:43:59 +0000

How exactly did you lag?  If you use the Stata -L.- convention, Stata won't construct lags by using data from a prior case.

D.J.

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Miyu Lee
Sent: Wednesday, April 25, 2012 12:41 PM
To: [email protected]
Subject: st: Spooky: Different Results with Repeated FE Estimation

I (only) calculate averages, sum up variables and multiply.

Not sure if the log operation is the problem because the variables which I want to log do not contain negative values and I add 1 to each value before I log them.

Some of the variables I add or multiply are lagged, but do not think this could cause the different results..
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