Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: panstats pantimes

Quantlet: panlag
Description: Computes the lag of the variable

Usage: {zlag}=panlag(z,a, {T})
Input:
z NT x {2+} + k Matrix
T Number of time periods for a BALANCED Dataset. Optional, only for a Dataset with the same T for all Individuals = BALANCED PANEL
a parameter used to compute y(i,t)=(1-a)*z(i,t)+a*z(i,t-1). a=0: No lag but truncation of the first observation a=1; Lag with truncation of the last observation
Output:
zlag output matrix with lagged (truncated) observations. For unbalanced data: First two columns are the adapted indices for the individuals and time periods.

Note:

Example:

z=read("dynpanel.dat")   ; read data set

it=z[,1:2]               ; Matrix of indices

z0=panlag(it~z[,4],0)    ; truncate first observation

z1=panlag(it~z[,4],1)    ; lag of second variable 

itlag=z0[,1:2]           ; new indices

dz2=z0[,3]-z1[,3]        ; differences of the second var.

itlag~dz2

Result:



[  1,]        1        2   1.2226 

[  2,]        1        3  0.22922 

[  3,]        1        4 -0.29302 

[  4,]        1        5  -1.1603 

[  5,]        1        6 -0.53256 

[  6,]        1        7  0.34027 

[  7,]        1        8   -1.296 

[  8,]        1        9  0.45796 

[  9,]        1       10    1.868 

[ 10,]        1       11   -1.763 

[ 11,]        1       12  0.66435 

[ 12,]        1       13  -1.1309 

[ 13,]        1       14 -0.87567 

[ 14,]        1       15 -0.39465 

[ 15,]        2        2   -2.634 

[ 16,]        2        3  0.78664   


Library: metrics
See also: panstats pantimes

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 21.9.2000