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RE: st: Lag variables - generate missing values
From
"Lachenbruch, Peter" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Lag variables - generate missing values
Date
Fri, 13 Jul 2012 08:01:59 -0700
Please use your real name. The list has been very forceful on this.
________________________________________
From: [email protected] [[email protected]] On Behalf Of TA Stat [[email protected]]
Sent: Thursday, July 12, 2012 8:20 PM
To: [email protected]
Subject: Re: st: Lag variables - generate missing values
http://www.stata.com/statalist/archive/2006-02/msg00573.html
HTH
Pete
On Wed, Jul 11, 2012 at 6:41 PM, David Ashcraft
<[email protected]> wrote:
> I am trying to generate a new variable by using the lag operator L. on a panel data set. When I use the lag operator, the generated variable return as ALL MISSING values. I am lost here. I have tried with old operator i.e. (_n-1) and the outcome is same. In my data set, id is the identifier and date1 is the date. Data is monthly from Jan2000 to may2010.
>
> I am using the following set of commands to generate the lag variable
>
>
> . sort id date1
>
> . tsset id date1, monthly
> panel variable: id (unbalanced)
> time variable: date1, 3180m1 to 3555m5, but with gaps
> delta: 1 month
>
> . su rtn
>
> Variable Obs Mean Std. Dev. Min Max
>
> rtn 2814 1624.403 1884.28 71.81 14132.85
>
> . describe rtn date1 id
>
> storage display value
> variable name type format label variable label
> rtn float %9.0g
> date1 float %tm
> id float %9.0g
>
> . gen return= ln(rtn/L.rtn)
> (2814 missing values generated)
>
> Any help will be highly appreciated.
>
> David
>
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