Dear all:
I would like to run a regression on residual_income. I have yearly observations of residual income for firms. The year is given in variable "year", the identifier for firm is "name".
I'd like to run the regression residual_income(year) = b0 + b1 * residual_income(year-1) + e The regression should run on "residual_income" over every two consecutive years ("year") within each identifier "name" (whenever there are values for at least two consecutive years for a given name).
I used the following:
drop if missing(residual_income)
tsset name year
rollreg residual_income l.residual_income, move(2) stub(a)
I hope this command will do what I want but unfortunately Stata always says:
sample may not contain gaps
r(198);
What might be the problem?
Thanks for your consideration.
Greg B.
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