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Re: st: Re: Lag variables
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Re: Lag variables
Date
Wed, 6 Mar 2013 10:28:37 +0000
Your variable -SIZE- is necessarily missing whenever -year- is not
1991. It may be that you want instead something more like
egen SIZE1991 = total(employment / (year == 1991)), by(firmid)
See
SJ-11-2 dm0055 . . . . . . . . . . . . . . Speaking Stata: Compared with ...
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
Q2/11 SJ 11(2):305--314 (no commands)
reviews techniques for relating values to values in other
observations
for a review of related technique.
Nick
On Wed, Mar 6, 2013 at 4:32 AM, Alice Jones <[email protected]> wrote:
> I am analysing firm performance on a balanced panel over a period of 9
> years. I create a variable SIZE which measures firm size in the first
> year of the sample period and regress this against firm performance
> over the 9 year period.
>
> I run the following command to create the size variable:
>
> gen SIZE = employment if year==1991
>
> However, when I run the regression:
>
> reg GROWTH SIZE
>
> I get the error message, No observations.
>
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