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| From | Herman Haugland <herman.haugland@gmail.com> |
| To | Statalist - Send questions <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Use lag operators with interaction term, is it correct? |
| Date | Tue, 20 Aug 2013 11:20:26 +0200 |
Uff..Sorry, I didn't know about it. I just posted that there in order to increase my chances of getting an answer. Sorry about that. Med vennlig hilsen / Best regards, Herman Haugland ________________ Contact Information: Tel: +47 930 289 69 E-mail: herman.haugland@gmail.com LinkedIn: /in/hermanhaugland On Tue, Aug 20, 2013 at 11:18 AM, Nick Cox <njcoxstata@gmail.com> wrote: > This is a cross-posting of > > http://stats.stackexchange.com/questions/67839/use-lag-operators-with-interaction-term-is-it-correct > > The FAQ is quite explicit that you are asked to declare cross-postings. > > Nick > njcoxstata@gmail.com > > > On 20 August 2013 09:57, Herman Haugland <herman.haugland@gmail.com> wrote: >> Hi, a newbie question here: >> >> I have a linear model that I am estimating using FE and RE, in which >> my explanatory (continuous) variable is lagged, something like this: >> >> >> y = a + bx(t-1) + e >> >> Stata: xtregar y L.variable, fe/re >> >> >> For my analysis, I need to include a categorical interaction term. >> Stata, by using the graphical interface, does not allow me to use lags >> with my continuous variable, but it does give me results if I add 'L' >> manually, and these are very different to those without the L. >> >> What Stata graphical interface allows me to do is: >> >> xtregar y L.variable dummy#c.variable i.dummy, fe >> >> >> And what I need is: >> >> xtregar y L.variable dummy#Lc.variable i.dummy, fe >> >> >> I am confused since I imagine that if adding lags was OK, Stata would >> allow me to add them, wouldn't it? >> >> 1) Is it correct to add lags to an interaction term? >> >> 2) In case of that the answer to (1) is NO: If I remove the variable >> (L.variable), is it OK to add lags to the interaction term? >> >> >> I am using Stata 12. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/