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| From | "Martin Weiss" <martin.weiss1@gmx.de> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: AW: Panel data and lagged dep variable |
| Date | Fri, 24 Sep 2010 12:20:08 +0200 |
<> The entire [XT] manual is your reference of choice, I would say, particularly since you have it in pdf form on your machine. Look at the examples in -help xtreg-, where you won`t see lagged values... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Fabio Zona Gesendet: Freitag, 24. September 2010 12:04 An: statalist@hsphsun2.harvard.edu Betreff: st: Panel data and lagged dep variable Dear Statalist in a panel test, to what extent is it acceptable a model with no lagged dep variable among the indep variables? Is it always necessary to include a lag dep variable? Moreover: what do you think about a model that has all variables (both y and x) at the same year? Please: is there a reference that clarify these issues? Thank you. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/