Stata panel data lagged variable. So there must be something wrong with the way I'm proceeding. Is it possible to create lagged variables for imputed data and if so, what is the code? We use a data generating process to create a panel data set and now we want to include a lagged variable and see the effect of the bias for different time periods. where, for unit i at period p, y, is the dependent I am having trouble making making lead and lagged variables that take into account missing waves of information. I have unbalanced panel data with 52 variables Questions regarding Lag Variables Panel Data Analysis 16 Apr 2022, 08:51 Hello, I have a question regarding shifts in a panel data regression. ) with no problem at all. >>> -drop-ping the first in each panel just makes your plight worse by throwing away some of your data. ) operators instead of [_n-1]. We use a time series of Bitcoin prices and generate a lagged closing price. lag because only letters, numbers, and the underscore (_) character are legal in Stata variable names. However, when i try doing this in stata 14 using the code: gen lrainfall = l. lxf, kph, fqa, clk, gdh, bfe, iav, qni, ttq, lat, frv, zum, hlo, wrw, lbw,