Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: lag and average regression
From
Ozgur Ozdemir <[email protected]>
To
Stata <[email protected]>
Subject
st: lag and average regression
Date
Thu, 19 Jan 2012 08:01:44 +0000
Hi,
I have a pooled data set including the following variables
Year/CompanyCode/Tobin/MarketValue/ownership etc.
I would like to do a pooled regression with 1 year lag IVs using the Tobin as DV. The model is like
Tobin(t) = a * MV(t-1) + b * Ownership (t-1) etc
I am not sure how I can do a regression some values are coming from year eg Tobin in 2001 but IVs from the previous year ?
In addition, I also would like to the same thing with average of IVs. for example
Tobin q (t) = a * MV ( (t-1) + MV (t-2)) / 2 +..... etc however need to check that both previous values of MV should exist.
kind regards
Ozgur Ozdemir
T: +44 (0) 75 0332 9865
E: [email protected]
Skype : ozgurozdemir2005
*
* 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/