What is L VAR in Stata?
In general, l. var or l1. var means the second lag of var; and in general, l#. var means the #th lag of var. There are also difference operators (using d.
What does Tsset do in Stata?
tsset manages the time-series settings of a dataset. tsset timevar declares the data in memory to be a time series. This allows you to use Stata’s time-series operators and to analyze your data with the ts commands.
What does Varlist mean in Stata?
The by varlist: prefix causes Stata to repeat a command for each subset of the data for which the values of the variables in varlist are equal.
What is the difference between Tsset and Xtset?
xtset and tsset are different, however, when you set just a panelvar—you type xtset panelvar— or when you set just a timevar—you type tsset timevar. If you save your data after xtset, the data will be remembered to be a panel and you will not have to xtset again.
What is a lead variable?
A lead–lag effect, especially in economics, describes the situation where one (leading) variable is cross-correlated with the values of another (lagging) variable at later times. In nature and climate, bigger systems often display more pronounced lag effects.
What does XT mean in Stata?
The xtset command sets the panel variable and the time variable; see [XT] xtset. Most xt commands require that the panel variable be specified, and some require that the time variable also be specified. Once you xtset your data, you need not do it again. The xtset information is stored with your data.
Is Panel data a time series?
The key difference between time series and panel data is that time series focuses on a single individual at multiple time intervals while panel data (or longitudinal data) focuses on multiple individuals at multiple time intervals.
What does F mean in Stata?
F and Prob > F – The F-value is the Mean Square Model (2385.93019) divided by the Mean Square Residual (51.0963039), yielding F=46.69. The p-value associated with this F value is very small (0.0000).
What is codebook Stata?
codebook, compact summarizes the variables in your dataset, including variable labels. It is an alternative to the summarize command.
What is Xtsum?
Description. xtsum, a generalization of summarize (see [R] summarize), reports means and standard deviations for panel data; it differs from summarize in that it decomposes the standard deviation into between and within components.
What is Stata command syntax?
Stata command syntax refers to the rules that need to be followed when we want to interact with a software, just like we follow grammar rules when speaking in a language. Stata has a remarkably comprehensive documentation and guide that users can refer to anytime they need help with a command.
What are the different types of operators in Stata?
Stata has four different classes of operators: arithmetic, string, relational, and logical. Each type is discussed below. 13.2.1 Arithmetic operators The arithmetic operators in Stata are + (addition), – (subtraction), * (multiplication), / (division), ^ (raise to a power), and the prefix – (negation).
What does tsset do in Stata?
tsset declares the data in memory to be a time series. tssetting the data is what makes Stata’s time-series operators such as L. and F. (lag and lead) work; the operators are discussed under Remarks and examples below. Also, before using the other ts commands, you must tsset the data first.
How do I change the name of a Stata variable?
Changes variable names in Stata is something of a mystery when using the Menu. But using the command window is easy enough. rename oldname newname will do the trick. Try it. NOTE Case matters: if you use an uppercase letter where a lowercase letter belongs, or vice versa, an error message will display.