Re: [Gretl-users] Panel Data Help
On Sun, 17 Apr 2011, Mina Shariq wrote:
I was wondering if you could kindly help me out. I am using Gretl to
regress
panel data for my dissertation. My panel data consists of data on 13
villages over the span of 8 years: 2001 - 2008 (a total of 104
observations). The problem is whenever I lag any of my variables (such as
government spending) Gretl drops my first year of observations and leaves me
with only 91 over a span of 7 years instead.
Is there any way to fix this problem or will this always happen regardless?
I tried readjusting my data set to include a year 2000 with only zero values
in it, but the same thing happened again.
It's a fact of life that in taking lags (or differences) you lose
at least one initial observation.
If you really managed to pad the dataset with zeros for year 2000,
for all variables, then you ought to be able to get gretl to use
104 observations, but is that what you want, statistically? If
zero were the expected value of all your series that might be
acceptable, otherwise it will bias your estimates and make them
less efficient. In general you can't just invent data to give
yourself a bigger sample.
Allin Cottrell