Mina,
The only way the initial year won't get dropped is if you have actual data for that
year. For example if you restrict your original sample to the years 2002-2008 (which is
what gretl does when you estimate that model). I'd suggest checking the EViews
examples you mention more closely - I bet that the "whole range of data" that
they report is actually the range over which they have data on all the variables,
including lags.
I hope this helps,
PS
________________________________
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Mina Shariq
Sent: Friday, April 22, 2011 9:22 AM
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] Panel Data Help
Hi,
I emailed a few days ago with my original email:
"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."
I was told that it is inevitable that gretl would drop my 1st year values when it lags,
however, I have seen a few panel regressions done by people who also lagged variables on
Eviews and their whole range of data has remained intact. Is there any code or option on
gretl to ensure that it keeps my whole data range?
Thanks