Help Needed: Propensity score matching doesnot allow time seriese operator

[Badar Khalid]

Hello Dear Statalist:

I am running propensity score matching and applying the following command, where I need to lag the explanatory variables:

psmatch2 IO_Total_Dummy  L.(firmsize salesgrowth leverage) , out(GOV_14) n(4)

Stata gives me the following error

time-series operators not allowed

Is there way to get rid of this error by incorporating lagged explanatory variables. Thank you so much.

[Phil Bromiley]

If you've xtset your data, you can always just create the lags in a loop.