I plan on using the xtewreg package so I have to use demeaned data. My actual data is an unbalanced panel. In order to make sure my estimates were correct I compared the results of the regress and xtreg packages. There is hardly any difference between the coefficients of regress and xtreg when I don't included a lagged covariate. However, I noticed discrepancies across results when I lagged a covariate. I have included a reproducible example below to illustrate my observations.
Questions:
- If the researcher plans on using a lagged covariate and needs to demean the data, is the process to lag by unit first then demean or demean first then lag by unit?
- Why are my coefficients different when I use l1.mvalue versus when I used a manually created lag variable l_mvalue with xtreg? I'm not sure which method is best or correct.
Code:
clear all webuse grunfeld, clear ******************************************* * using balanced panel xtset company year * demean the data * 1st way foreach var of varlist invest mvalue kstock { bysort company : egen mean_`var'_comp = mean(`var') gen dm_`var' = `var' - mean_`var'_comp } bysort company : generate dm_l_mvalue = l1.dm_mvalue * 2nd way bysort company : generate l_mvalue = l1.mvalue bysort company : egen mean_l_mvalue_comp = mean(l_mvalue) gen dm2_l_mvalue = l_mvalue - mean_l_mvalue_comp * Fixed Effects (Company) without lags regress dm_invest dm_mvalue xtreg invest mvalue, fe * Fixed Effects (Company) with lags regress dm_invest dm_l_mvalue regress dm_invest dm2_l_mvalue xtreg invest l_mvalue, fe xtreg invest l1.mvalue, fe * Fixed Effects (Company) with lags regress dm_invest dm_l_mvalue dm_kstock regress dm_invest dm2_l_mvalue dm_kstock xtreg invest l_mvalue kstock, fe xtreg invest l1.mvalue kstock, fe ******************************************* * using unbalanced panel drop in 5 drop in 32 drop in 33 drop in 34 drop in 62 drop in 63 drop in 64 drop in 65 drop in 152 drop in 189 xtset company year * Fixed Effects (Company) without lags regress dm_invest dm_mvalue xtreg invest mvalue, fe * Fixed Effects (Company) with lags regress dm_invest dm_l_mvalue regress dm_invest dm2_l_mvalue xtreg invest l_mvalue, fe xtreg invest l1.mvalue, fe * Fixed Effects (Company) with lags regress dm_invest dm_l_mvalue dm_kstock regress dm_invest dm2_l_mvalue dm_kstock xtreg invest l_mvalue kstock, fe xtreg invest l1.mvalue kstock, fe
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