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st: RE: Re: Lags and panel data


From   "Solorzano Mosquera, Jenniffer" <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: Lags and panel data
Date   Mon, 15 Jun 2009 14:03:06 -0400

Yes. It does, but actually when I try without any additional calculation
or generation of variables... There Is no observations...

xi: xtabond res2 capacita SFTPW USFTPW FTNPW TFTW ptemporales inno
gradolic i.ISIC


xi: xtabond res2 l(0/1).capacita l(0/1).ptemporales, lags(1)
no observations
r(2000);

All variables are for two periods (years)
 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Monday, June 15, 2009 1:47 PM
To: [email protected]
Subject: st: Re: Lags and panel data

<>

Does -xtabond- not calculate the lags needed for its purposes on the
fly?

***
webuse abdata, clear
keep n w k ys yr1980 yr1981 yr1982 yr1983 yr1984 year id xtabond n
l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
***


HTH
Martin
_______________________
----- Original Message -----
From: "Solorzano Mosquera, Jenniffer" <[email protected]>
To: <[email protected]>
Sent: Monday, June 15, 2009 7:40 PM
Subject: st: Lags and panel data


> Hi!
> 
> I've been trying to set my dataset as panel data with
> 
> tsset idstd_2003 year , yearly
> 
> And then try to calculate lags for different variables an use the 
> xtabond estimation method. But when I try to generate the lag for the 
> dummy variable "capacita"...
> 
> g lagcapacita = l.capacita
> 
> ...I just get missing values.
> 
> I have a panel of 1173  firms for 2 years. 
> Could anyone tell me what it could be  possibly wronged? Thanks!
> 
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