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st: inclusion of a lag and lead of a predictor in the same regression


From   Nahla Betelmal <nahlaib@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: inclusion of a lag and lead of a predictor in the same regression
Date   Sun, 6 Apr 2014 12:14:27 +0100

Dear Statalist,

I wonder if including the lag and lead variable in the same regression
would violate any assumption and if it is OK to do so..

For example, at time (t), can we have X(t-1) and X(t+1) in the same
regression equation

DV (t)= intercept + Ind.V(t-1) + Ind.V (t+1) + other control variables


I checked the mean VIF and it was below 10. so no multicollinearity
between the lead and the lag of variable X. However, I wonder if

1- it is conceptually right to include both , and if I should perform
other statistical checks for this matter.
2- would it make a difference if the regression was OLS or Logit ( I
mean in terms of having lag and lead X)

Thank you

Nahla Betelmal
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