On Jun 19, 2004, at 2:33 AM, Clive wrote:
The second problem is that I wish to include a lagged term on the
depvar.
I know how to do this correctly (gen lag = l.edconch), but there are
two
problems here. First, there are gaps in the time series. Now I could
use
- -tsfill-, but I want the lag to latch on the correct EDYEAR, rather
than
incorrectly onto a year for which there no elections. The second
problem
is that adding the lagged term knocks out a lot of the time dummies. Is
there a way round this?
Adding a lagged dep var casts this into the dynamic panel data
framework, best handled by David Roodman's xtabond2. One cannot just
toss a LDV into an xtreg, fe and expect that the results will make
sense (or even be consistent).
Kit
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