Hello,
I have a short question. If I apply a fixed effect regression with either first difference (d.) or lag of first difference (l.d.) my regression results are exactly the same?
Shouldn’t the lagged first difference approach provide different results? I am confused and hope to get an answer?
* I have found the answer, sorry for the post. If someone could delete this post, it would be very kind *
Best Regards
John Marburg
Related Posts with First Diffrence and Lag of First Difference Regression
Test for heteroskedasticity after spxtregressThe spatial Stata manual (https://www.stata.com/manuals/sp.pdf) makes clear that heteroskedasticity …
How To Count Identical Values As One Without DroppingDear Stata Community, I'm trying to 'count the number of years each person attended the conference …
Error message "Maximum numbers of iterations exceeded"Hello, I am in the process of building a regression model with a DV (q_tot), an IV (rdalliances), a…
ignore insufficient observations and run the loop without breakingHi, I would like to calculate cumulative security residual return, which is residual in a regression…
How to replace value of a variable in one round with its value in a previous round ?Hi all, Please consider the following sample data Code: * Example generated by -dataex-. To insta…
Subscribe to:
Post Comments (Atom)
0 Response to First Diffrence and Lag of First Difference Regression
Post a Comment