st: selecting the lag structure of independent variables

[Johannes Schoder <johannes.schoder@soi.uzh.ch>]

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: johannes.schoder@soi.uzh.ch

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