I would guess that you are using an earlier version of Stata that does
not support -l.- prefixes with -xt- routines, in which case you will
have to create a new lagged variable (e.g. -gen lag_tax = l1.tax-)
rather than lagging "on the fly".
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Xiaoheng
Zhang
Sent: Monday, November 27, 2006 8:42 AM
To: [email protected]
Subject: st: one year lag not allowed?
Dear all,
I have a balanced panel for 16 countries,10 years(1993 to 2002).I use
the
following command to estimate a linear panel date model
. tsset id year
panel variable: id, 1 to 15
time variable: year, 1993 to 2002
. xtreg output l.taxrate,fe i(id)
time-series operators not allowed
What might be the problem?I checked the data set it is good,no missing
value for
"output" and "taxrate" and they are balanced.Very odd.Thanks in advance.
Greetings,
Xiaoheng Zhang(Kevin)
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