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Re: st: lagged dependent variable
From
Clive Nicholas <[email protected]>
To
[email protected]
Subject
Re: st: lagged dependent variable
Date
Sun, 3 Apr 2011 19:11:09 +0100
Humaira Asad wrote:
> I have seen some papers where people have used xtfevd or xtpcse with lagged dependent variables. Is it legitimate to use LDV's in these estimators.
You've already asked a version of this question before. I was one of
those who answered it, posting a link to a 2004 paper by Beck and Katz
saying that it was okay for -xtpcse-. See
http://www.stata.com/statalist/archive/2011-03/msg00365.html
Please do yourself (and everybody else) a favour by checking the
Statalist archives before posting.
> Plus, is it alright to use xtfevd?
That probably doesn't matter if you can get your model to work
satisfactorily in -xtpcse-.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson
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