Re: st: lags with multiply imputed panel data

[Daniel Miller <danielpmiller@gmail.com>]

Hi Nick, thank you for replying.

As I noted in the original email, I am not sure the issue is that the time
variable is not appropriately set, but rather that the data are not sorted
properly.
I am able to set lags using L. or L2. just fine in any of the individual
imputed datasets. It is only when I try a combining algorithm using
micombine or mim:
that I get an error message like:

e.g.
mim: xtreg fwork l.ratecata1, fe
-> _mj==1
-> xtreg fwork l.ratecata1, fe
not sorted
r(5);

Thanks,
Dan


On Mon, Mar 1, 2010 at 9:57 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:

> If L. "does not work", whatever that means precisely, then what this
> yields is a beast of unpredictable shape.
>
> Better to set the time variable to something appropriate, and let any
> missings in those terms be explicit.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Johan Hellstrom
>
> If the L. prefix does not work, you can see if creating your lagged
> treatment variable manually will help:
>
> bysort idnum (wave): gen lag_ratecata1=ratecata1[_n-1]
>
>
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