Re: st: First Differencing in panel data?

["Daniel H. Simon" <dhs29@cornell.edu>]

xtivreg, fd does the first differencing for you. You do not need to first 
difference your variables. Daniel

At 12:35 AM 11/18/2005, you wrote:

> 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
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