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st: selecting the lag structure of independent variables
From
Johannes Schoder <[email protected]>
To
[email protected]
Subject
st: selecting the lag structure of independent variables
Date
Tue, 09 Mar 2010 20:22:17 +0100
Dear Statalist users:
I am trying to find the optimal lag structure of my health production
function (lags are usually included because e.g. lifestyle effects do
not immediately translate into longer life expectancy) which looks like
that:
LIFE EXPECTANCY_ct=b_o+b_1 HEALTH CARE EXPENDITURE_ct + b_2 GDP_ct + b_3
ALCOHOL CONSUMPTION_ct
where c=COUNTRY and t=YEAR
Is there a test implemented in Stata which tells me e.g. whether to
include GDP lagged 5 years, 10 years or 0 years?
Is it maybe possible to use the Hausman Test to choose between two
models with different lag structures?
Thanks a lot for any hint!
Regards,
Johannes
--
Johannes Schoder
Socioeconomic Institute
University of Zurich
Hottingerstr. 10
8032 Zurich
Phone: +41 44 634 0612
Fax: +41 44 634 4987
E-mail: [email protected]
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