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From | Christopher Baum <kit.baum@bc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: program for dynamic panel estimator |
Date | Wed, 18 Sep 2013 10:45:46 +0000 |
<> On Sep 18, 2013, at 2:33 AM, Catharina wrote: > I'm trying to program a command which automatically includes the lagged dependent variable as additional regressor in my regression equation. > The variable should be temporary. Something similar as in xtabond, xtdpf. > > Any suggestions how one can do this? After checking that the data are properly tsset, loc depvar: word 1 of `varlist' tempvar ldv g double `ldv' = L.`depvar' should do it. You can then just include `ldv' in the regressor list. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html | http://www.crup.com.cn/Item/111779.aspx * * 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/