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Re: st: Difference operator will not calculate the correct difference
From
Dani Tilley <[email protected]>
To
[email protected]
Subject
Re: st: Difference operator will not calculate the correct difference
Date
Sun, 8 Aug 2010 23:04:13 -0700 (PDT)
The problem is with what you expect it to be. The second difference is not the
difference between x and L2.x; it's the difference in the first difference of x.
So, d2.age=(age - l1.age) - (l1.age - l2.age).
----- Original Message ----
From: Duha Altindag <[email protected]>
To: [email protected]
Sent: Mon, August 9, 2010 12:48:52 AM
Subject: st: Difference operator will not calculate the correct difference
Greetings,
I thought the difference operator, D, worked like the following:
dn.x = x(t)-x(t-n)
n is an integer.
However, Stata is getting me something different, I couldn't figure out what.
Please, run the following to replicate the problem:
********begin*********
clear
use http://www.stata-press.com/data/r11/nlswork.dta
xtset idcode year
g d2_age=age-l2.age
list idcode year age l2.age d2_age d2.age ,noobs
*********end***********
And compare d2_age and D2.age columns.
------------------------------------------+
| L2. D2.|
| idcode year age age d2_age age |
|------------------------------------------|
| 1 70 18 . . . |
| 1 71 19 . . . |
| 1 72 20 18 2 0 |
| 1 73 21 19 2 0 |
| 1 75 23 21 2 . |
|------------------------------------------|
| 1 77 25 23 2 . |
| 1 78 26 . . . |
| 1 80 28 26 2 . |
| 1 83 31 . . . |
| 1 85 33 31 2 . |
|------------------------------------------|
| 1 87 35 33 2 . |
| 1 88 37 . . . |
| 2 71 19 . . . |
| 2 72 20 . . . |
| 2 73 21 19 2 0 |
|------------------------------------------|
Am I missing something?
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