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RE: st: Problem creating lag variable in panel data


From   Michael Riechert <Michael.Riechert@the-klu.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Problem creating lag variable in panel data
Date   Tue, 17 Dec 2013 19:14:10 +0000

Fernando, 
Many thanks! This is actually a quite simple solution and I already asking myself how stupid I´ve been overlooking that. Thanks for your fast response.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fernando Rios Avila
Sent: Dienstag, 17. Dezember 2013 20:10
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Problem creating lag variable in panel data

Hi Michael,
That is a miss understanding.
The right way to get the 1 year lag is:
gen lroi=l.roi
(lower case L)
what you are doing is a handy way to create dummies.
HTH
Fernando

On Tue, Dec 17, 2013 at 2:02 PM, Michael Riechert <Michael.Riechert@the-klu.org> wrote:
> Dear all,
>
> I still facing problem while creating a lag variable within my panel 
> data. I have multiple cross sectional units (companies) and years. I 
> used xtset to define panel structure and then  gen roi1=1.roi to 
> create a 1-year lag variable of the original variable roi. But the new 
> variable only contains zeros. The same is true for other variables. I 
> am sure I did something wrong but have no clue so far what it is. I appreciate every hint you will give me. Thank you!
>
> Best regards,
> Michael
>
>
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