How do I write log(First Diff(Variable) in STATA.
-
Login or Register
- Log in with
- You are not logged in. You can browse but not post. Login or Register by clicking 'Login or Register' at the top-right of this page. For more information on Statalist, see the FAQ.
-
-
Assuming that your data set is properly tsset or xtset:
Code:gen newvar = log(D.oldvar)
-
Sebastian is right, but I can't see that this construct is of any use unless your variable is always increasing, as with just one interval in which the difference was zero or negative there would be a missing value returned. Perhaps you know that condition is satisfied for the data.Comment
-
Nick makes a very good point. It is indeed often desired to compute so-called "log-differences". This is not the same as the log of the differences but would rather be the difference of the logs, which approximately equals the growth rate of a variable:
Code:gen newvar1 = log(oldvar) gen newvar2 = D.newvar1
Comment
Comment