Dear Cheng,
Thanks for the suggestions.I generated the lagged variable sperately and it
works well.
Greetings,
Xiaoheng Zhang(Kevin)
���� "Cheng, Xiaoqiang" <[email protected]>:
> It might because some of the "commands" such as xtreg and areg do not support
> the time operator. However, even with a lower vision of Stata, i.e. 8.2, some
> "commands" such as xtabond2 supports time operator.
>
> So to be sure you can use the lags, better to generate new variables before
> you include them into the regressions.
>
> For instance, in your case, the lag of "taxation" can be generated as,
>
> Gen ltax=l.taxation
>
> Then include ltax into your regression.
>
> Xiaoqiang Cheng
>
> University of Leuven
> Tel +32 16 326853
> Fax +32 16 326796
> Mail Xiaoqiang Cheng
> Center for Economic Studies
> University of Leuven
> Naamsestraat 69
> Leuven, Belgium
> B3000
> Url www.econ.kuleuven.be/xiaoqiang.cheng
>
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Jason Yackee
> Sent: 2006�?1�?7�?17:44
> To: [email protected]
> Subject: st: RE: one year lag not allowed?
>
> 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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