Is it appropriate to include the dependent variable as a control in an FE panel regression. Previous papers exploring the same question have used this to account for previous firm performance. However, I have also read that this could lead to Nickell Bias, especially if t is small. My dataset is over 19 years and there are 320 firms, would this make is appropriate for lagging the dependent variable.
Related Posts with Lagged Dependent Variable (Panel)
MatchingDear all, I am getting new with matching firms. The objective of my analysis is to perform a Diffin…
I don't understand why the results show different significance?Hi, Statalisters: I am not so much good in posting on the forum, please excuse me for not adhering t…
Omitted Interactions in Negative Binomial Panel RegressionHello, I ran into some trouble when introducing interaction effects in my model. To quickly explain…
Combine two variables into a dummy variableHey dear STATA Users, I am meant to create a dummy variable. That's literally a set of dummy variab…
Trajectory analysis - keep registry_HbA1c if date_of_HbA1c_test > 1 year after baseline_HbA1c for each ID_numberDear Stata experts, I am really stuck. In my data set, I have variables for the participant's ID nu…
Subscribe to:
Post Comments (Atom)
0 Response to Lagged Dependent Variable (Panel)
Post a Comment