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| Title | Stata 5: Creating lagged variables | |
| Author | James Hardin, StataCorp |
Create lag (or lead) variables using subscripts.
. gen lag1 = x[_n-1]
. gen lag2 = x[_n-2]
. gen lead1 = x[_n+1]
You can create lag (or lead) variables for different subgroups using the by prefix. For example,
. sort state year
. by state: gen lag1 = x[_n-1]
If there are gaps in your records and you only want to lag successive years, you can specify
. sort state year
. by state: gen lag1 = x[_n-1] if year==year[_n-1]+1
See [D] egen for details on creating variables of moving averages.
