Dirk,
Try first to -tsset-
tsset indiv time
indiv will be your cross-section dimension (although it has to be a
number, not a string!)
and time is your time dimension
Hope that helps,
Andrea
Quoting Dirk Nachbar <[email protected]>:
> Dear all
>
> I want to do a panel regression where I have also a lag on the rhs of
> the
> equation, but trying
>
> xtreg y l.y
>
> doesn't work. also i cannot generate a lag variable. how should i do
> it?
>
> thanks
>
> Dirk Nachbar
> Assistant Economist
> Pensim2
> Department for Work and Pensions
> Level 4, The Adelphi
> 1-11 John Adam St
> WC2N 6HT London
> 020 796 22705
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PhD in Economics student
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