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st: Using lagged variables in panel data analysis
From
Edward James <[email protected]>
To
[email protected]
Subject
st: Using lagged variables in panel data analysis
Date
Tue, 17 Jan 2012 22:36:33 +0900
Dear Statalist.
Hi, I have a question for conducting a panel data analysis.
I make some lagged variables using "x[_n-1]" commands from 1980 to
2007 and want to conduct GLS.
When I make lagged variables, is the case of the first period supposed
to be "."? But it has a unknown value as you can see below.
+----------------------------------------+
country year cpiannual lcpiann~l
----------------------------------------
197. Germany 1980 5.441055 1.488074
198. Germany 1981 6.344242 5.441055
199. Germany 1982 5.241046 6.344242
200. Germany 1983 3.293413 5.241046
201. Germany 1984 2.405797 3.293413
----------------------------------------
In this case, should I drop the case of 1980?
Thanks.
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