Re: st: First Differencing in panel data?

[Gregor Franz <gfranz@uci.edu>]

I would like to append a question to the already asked one.

For the first difference command in xtivreg y z x (z = a b c), fd 
i(panelid) do I have to difference all variables, does the comand 
automatically do this, or is this not the first differencing I am 
thinking of?

Sorry for all those xt questions. I just ordered the xt manual, but 
can't wait till it gets here.

Thank you.


Gregor Franz wrote:


> Hi again,
>
> First, thank you to the people who reponded to my last question about 
> the ,beta.
>
> When using panel data with a first differencing approach as described 
> in Wooldridge (2002) can I use the xt command? It looks like I can't 
> from the help files. So I just difference all my variables and run a 
> normal reg delta_y delta_x?
>
> Thank you again,
>
> Gregor
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/