I am just curious -- why would you need to take lags of anything
produced by -xi-? I usually think of the categorical variables as
something fixed, like one's race or gender.
> >>I have created a set of vars using xi command that has resulted in
> >>_IstXab_1 _IstXab_2, etc.
> >>
> >>The following reference to the varlist works:
> >>
> >>regress y _IstXab*
> >>
> >>However, I cannot use lag or difference operators:
> >>
> >>regress y l._IstXab*
> >>
> >>results in error of:
> >>
> >>_IstXab* ambiguous abbreviation
--
Stas Kolenikov
http://stas.kolenikov.name
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