st: Spooky: Different Results with Repeated FE Estimation

[Miyu Lee <miyu.lee1@googlemail.com>]

I apologise for this general inquiry. The do file is just very long so
I did not think that replicating it might make sense. I was also
hoping that people would recognise this problem on a rather general
level.

Since I work with panel data, I first use xtset and then use the l.
operation to work with lags.

Apart from that as I said, I only use summation, multiplication, log
transformations throughout the do file.

But Dave mentioned that the lagging might be problematic. I lag
variables which I newly construct in my do file and I also lag
variables which are given in my dataset. Do you think that might be a
problem?

Thanks for your feedback so far :-)
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