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  • Panel Data Analysis (Run desired regression)

    Dear Specialist

    First Thanks for your reading.

    I have a Panel Data set. I treated Region as id variable and Year as time variable. I would like to run a regression in the below format.

    GVArt = β01 * WageGaprt + β2 * WageGapr(t-1) + Region + ε

    Which code should i use in order to get the above formula.

    Thanks for you reading again.
    Have a good day.

    Best Regards
    Kangchen Sun



  • #2
    Kangchen:
    assuming that your regressand is continuous, you may want to take a look at -help xtreg-.
    Kind regards,
    Carlo
    (Stata 15.1 SE)

    Comment


    • #3
      Kangchen:
      the final part of your reply seems to be missing.
      As an aside, please call me Carlo, just like all on (and many more off) this list do. Thanks.
      Kind regards,
      Carlo
      (Stata 15.1 SE)

      Comment


      • #4
        Carlo
        Thanks for your reply. Sorry for the miss punching I know about xtreg. However, I do not know how to include a independent variable and the same independent variable but with one time lag.

        Best Regard
        Kangchen Sun
        Last edited by Kangchen Sun; 16 Jul 2019, 13:13.

        Comment


        • #5
          Carlo

          Do you think if it is correct the run the code below. Since Region is gonna be my independent variable. I generate pidp variable that equals Region.

          xtset pidp Year
          xtreg GVA WageGap L.WageGap Region

          Does L. means WageGap on t-1 time ?

          Best Regard
          Kangchen Sun

          Comment


          • #6
            Kangchen:
            your interpretation of L. is correct.
            Conversely, Region- should be -i.Region- (see -help fvvarlist-).
            However, if you -xtset- your dataset with a clone of -Region- and add it as a predictor, too, you may have a collinearity problem.
            Last edited by Carlo Lazzaro; 16 Jul 2019, 15:03.
            Kind regards,
            Carlo
            (Stata 15.1 SE)

            Comment

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