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From | Richard Herron <richard.c.herron@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Lag operators on panel data inside -bysort- |
Date | Mon, 29 Oct 2012 11:02:49 -0400 |
I would like to use lag operators on panel data inside a -bysort- command, but I get the -not sorted- error. For example, using the following data, * webuse grunfeld, clear xtset company year * generate quantiles with -xtile- from -egenmore- (SSC) egen invest_q = xtile(invest), by(year) * neither of the following two lines work. * bysort invest_q: regress mvalue l.invest bysort invest_q (company year): regress mvalue invest[_n-1] * I thought -xtset-'s effects were persistent, but the error makes sense. Is there an elegant solution? (It would be nice to be able to use lag operators on the fly.) Or is the best option to generate lagged variables as follows. * generate linvest = l.invest * Thanks! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/