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RE: st: Lag Variable in Panel Data


From   Abhijit Sen Gupta <[email protected]>
To   [email protected]
Subject   RE: st: Lag Variable in Panel Data
Date   Thu, 16 Feb 2006 06:50:24 -0800 (PST)

Dear Jean and Reka
   Thanks a lot for your inputs.
Regards
Abhijit

--- "Salvati, Jean" <[email protected]> wrote:

> tsset cid tid 
> gen l1var = l.var
> 
> The variable cid must be numerical. If it is not:
> 
> egen cid_num = group(cid)
> 
> Jean Salvati
> 
> > -----Original Message-----
> > From: [email protected] 
> > [mailto:[email protected]] On
> Behalf Of 
> > Reka Sundaram-Stukel
> > Sent: Wednesday, February 15, 2006 3:04 PM
> > To: [email protected]
> > Subject: Re: st: Lag Variable in Panel Data
> > 
> > Dear Abhijit,
> > 
> > bysort cid (tid): g variablet_1=variable[_n-1]
> > 
> > hope this helps.
> > 
> > Reka
> > 
> > 
> > 
> > On Feb 15, 2006, at 12:35 PM, Abhijit Sen Gupta
> wrote:
> > 
> > > Hi!
> > >   Could anybody please tell me how to generate
> lagged values of a 
> > > variable in panel data. My panel id is cid and
> time id is tid.
> > > Thanks
> > > Cheers
> > > Abhijit
> > >
> > > --- Richard Williams
> <[email protected]>
> > > wrote:
> > >
> > >> Thanks to Kit Baum, yet another update to
> -gologit2- is 
> > now available 
> > >> from SSC - and unlike most previous updates,
> this one 
> > actually offers 
> > >> some added functionality and not just bug
> fixes!
> > >>
> > >> * While gologit2 continues to work in Stata
> 8.2, if you are using 
> > >> Stata 9, the by, nestreg, stepwise, xi, and
> possibly other prefix 
> > >> commands are allowed.  That is, Stata 9 users
> get added 
> > functionality 
> > >> but everything else still works ok if you have
> 8.2.
> > >> (I'm not sure
> > >> how much longer I will try to keep new versions
> running 
> > under 8.2 but 
> > >> for now at least it was surprisingly easy to
> do.)
> > >>
> > >> * If the user considers them more appropriate
> for their 
> > data, probit, 
> > >> complementary log-log, and log-log links can be
> used instead of 
> > >> logit. The link() function specifies the link
> function to 
> > be used.  
> > >> The legal values are link(logit), link(probit),
> link(cloglog) and 
> > >> link(loglog) which can abbreviated as link(l),
> link(p), 
> > link(c) and 
> > >> link(ll). link(logit) is the default if the
> option is omitted.
> > >>
> > >> * The ancillary file gologit2.pdf contains many
> examples 
> > and has been 
> > >> updated to document the new features.  However,
> ancillary files do 
> > >> not automatically get updated when you update
> the program. 
> >  Therefore 
> > >> you may wish to download it directly from
> > >>
> > >>
> http://www.nd.edu/~rwilliam/gologit2/gologit2.pdf
> > >>
> > >> * For more info, there is a gologit2 general
> info page at
> > >>
> > >> http://www.nd.edu/~rwilliam/gologit2/index.html
> > >>
> > >> and a troubleshooting FAQ at
> > >>
> > >> http://www.nd.edu/~rwilliam/gologit2/tsfaq.html
> > >>
> > >> Here is the overall description of the program:
> > >>
> > >> gologit2 estimates generalized ordered logit
> models for ordinal 
> > >> dependent variables. A major strength of
> gologit2 is that 
> > it can also 
> > >> estimate three special cases of the generalized
> > >> model: the
> > >> proportional odds/parallel lines model, the
> partial 
> > proportional odds 
> > >> model, and the logistic regression model.
> Hence,
> > >> gologit2 can
> > >> estimate models that are less restrictive than
> the 
> > proportional odds 
> > >> /parallel lines models estimated by ologit
> (whose assumptions are 
> > >> often violated) but more parsimonious and
> interpretable than those 
> > >> estimated by a non-ordinal method, such as
> multinomial logistic 
> > >> regression (i.e. mlogit). Other key strengths
> of gologit2 include 
> > >> options for linear constraints, alternative
> model 
> > parameterizations, 
> > >> automated model fitting, survey data (svy)
> estimation, alternative 
> > >> link functions (logit, probit, complementary
> log-log and log-log), 
> > >> and the computation of estimated probabilities
> via the predict 
> > >> command. gologit2 works under both Stata 8.2
> and Stata 9 
> > or higher. 
> > >> Syntax is the same for both versions; but if
> you are using 
> > Stata 9 or 
> > >> higher,
> > >> gologit2 supports
> > >> several prefix commands, including by, nestreg,
> xi and sw. 
> > gologit2 
> > >> is inspired by Vincent Fu's gologit program and
> is backward 
> > >> compatible with it but offers several
> additional powerful options.
> > >>
> > >> -------------------------------------------
> > >> Richard Williams, Notre Dame Dept of Sociology
> > >> OFFICE: (574)631-6668, (574)631-6463
> > >> FAX:    (574)288-4373
> > >> HOME:   (574)289-5227
> > >> EMAIL:  [email protected]
> > >> WWW (personal):    http://www.nd.edu/~rwilliam
> > >> WWW (department):    http://www.nd.edu/~soc
> > >>
> > >> *
> > >> *   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/
> > >>
> > >
> > >
> > >
> > > "Some people see things as they are and say why.
> > >  I dream things that never were and say why
> not?"
> > >
> > > Abhijit Sen Gupta
> > > Graduate Student
> > > University of California at Santa Cruz Visit me
> : - 
> > > http://econ.ucsc.edu/grads/abhijit
> > >
> > >
> > >
> > >
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> > > *  
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> > > *   http://www.stata.com/support/statalist/faq
> 
=== message truncated ===



"Some people see things as they are and say why.
 I dream things that never were and say why not?" 

Abhijit Sen Gupta
Graduate Student 
University of California at Santa Cruz
Visit me : - http://econ.ucsc.edu/grads/abhijit 



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