Ok, I'm trying to run a fixed-effects panel in stata.
My regression: (where var1 is the depend. variable)

(PLEASE SEE DATA AT END) - Data pasted from excel into stata via editor
Stata commands were as follows:

"tsset id year"
"gen var1 = ln(x3)"
"gen var2 = ln(var 1[_n-1])"   ie. require ln(x3 i,t-1)
"gen var3 = ln(x2)"
"gen var4 = ln(5 +x1)"

xtreg var1 var2 var3 var4, i(id), fe

Now for the coefficient on var2 I get 0.177, and I'm looking for
something around the 0.5 region. I've gone wrong somewhere -  can
someone please help???
It's pretty urgent as I need this by Thursday morning at latest. If it
helps, I'm trying to estiamte the model on page 1146 for OECD
countries, (but with my own data) in Islam's paper: "Growth Empirics:
A Panel Data Approach" (1995)
I'm online all the time, so if necessarty, I can clarify things  beforehand.

Thanks for your help,

Martin
id Year     x1               x2            x3
69 1980 1.662461763 14.98616639 17366.351
69 1985 1.751607907 11.13300528 16621.06196
69 1990 1.687373049 9.304076135 27174.53416
69 1995 1.145010297 11.69968344 30926.21307
69 2000 1.287333281 13.37070116 30192.66929
70 1980 0.822325571 19.58621955 16393.97505
70 1985 0.810340975 15.2813291 13144.98494
70 1990 0.524329844 13.18757172 30948.48975
70 1995 0.535188192 16.75931281 43827.01387
70 2000 0.210425117 15.7938949 35069.97475
71 1980 0.602471123 21.51876931 18890.07907
71 1985 0.450791288 18.81103302 12464.20844
71 1990 0.109973609 17.44272923 29622.43449
71 1995 0.188184945 16.84773807 41116.6454
71 2000 0.143463565 16.66518245 33698.04446
72 1980 1.793759025 13.47103394 15883.10011
72 1985 1.13896003 10.38388336 19731.97361
72 1990 1.329878954 10.02094259 30365.61038
72 1995 1.011132436 10.51075658 29259.80686
72 2000 1.090468632 12.83921854 33940.05624
73 1980 0.477478563 15.80453557 20635.75266
73 1985 0.474309767 14.65851051 17595.00342
73 1990 0.33966525 10.00934545 38504.07008
73 1995 0.395259882 11.23964728 51179.45169
73 2000 0.16514965 7.732210879 44379.18977
74 1980 0.423406049 20.10184597 16151.36943
74 1985 0.533425877 17.03576594 16286.31437
74 1990 0.17987329 15.98985483 40788.69617
74 1995 0.318379132 14.12707098 38004.6729
74 2000 0.300608318 13.51151556 34586.6218
75 1980 0.893883928 22.8138795 19857.92277
75 1985 0.961587541 19.68265195 14615.15092
75 1990 0.522867504 19.65530273 32582.27016
75 1995 0.285397244 15.93692676 41063.60444
75 2000 0.236410263 16.32833599 34134.14132
76 1980 1.32316342 20.73041017 7904.237485
76 1985 0.922498984 19.56876374 6319.746039
76 1990 0.995140916 21.41446384 12340.93113
76 1995 0.903410832 16.741426 16436.26653
76 2000 0.442745708 17.34889112 15296.49573
77 1980 1.6190352 14.66842754 10467.50384
77 1985 0.984051537 13.11345854 9644.005897
77 1990 0.52640211 13.47451789 22004.14509
77 1995 1.573243946 15.01458907 28639.96061
77 2000 2.010459298 16.43950604 37062.08373
78 1980 0.68755784 18.83731856 12316.87681
78 1985 0.85343638 17.14138777 11127.02382
78 1990 0.326057221 19.51414315 28247.96617
78 1995 0.200326573 21.82167717 27807.58652
78 2000 -0.29931545 17.18042319 27566.33909
79 1980 0.801608658 22.79975178 13501.75246
79 1985 0.915264718 18.50416861 16474.29537
79 1990 0.723636851 19.17730187 35344.51147
79 1995 0.19249092 22.90417495 60613.2475
79 2000 -0.145385709 19.08132976 54827.36543
80 1980 1.387616421 14.94607015 19026.16294
80 1985 1.025591315 11.06662356 13313.43306
80 1990 0.75005838 9.991219054 28602.29705
80 1995 0.432385881 15.01848763 39256.06623
80 2000 0.500530203 16.40487928 34288.62992
81 1980 0.828691467 20.71323278 11601.11144
81 1985 1.311964138 20.45743036 10716.73514
81 1990 1.3691672 18.28935167 19337.00316
81 1995 1.352106185 19.59779156 25288.2837
81 2000 0.900292987 20.21200377 20582.89207
82 1980 0.587584723 15.61925349 24668.24692
82 1985 0.682825353 11.2998007 23825.56852
82 1990 0.543734919 9.963804811 42244.72488
82 1995 0.525269517 11.79609955 52537.70169
82 2000 0.674729984 16.59774348 57349.30306
83 1980 1.462021324 19.39049446 4808.80038
83 1985 0.692344139 10.83176142 3804.655031
83 1990 0.24932822 14.84951396 10872.80679
83 1995 0.165472127 18.03693854 16241.68266
83 2000 1.032193538 18.57355586 15384.17332
84 1980 1.224982892 17.50583952 9429.244045
84 1985 1.067391322 14.1583388 6892.579016
84 1990 0.755676566 12.92168201 19659.18951
84 1995 0.591949849 11.73567215 21807.56001
84 2000 0.647429503 10.58827526 20354.88874
85 1980 0.255875886 18.00839687 24331.0159
85 1985 0.220629595 16.16479109 19377.70035
85 1990 0.47660532 15.96377273 43624.07581
85 1995 0.412345421 15.32120281 44019.86808
85 2000 0.273147601 14.41038065 41946.34968
86 1980 0.496489298 15.48425823 26419.38091
86 1985 0.941437445 13.88066924 22534.61193
86 1990 0.952530759 14.10603859 51114.72784
86 1995 0.641787638 14.00834142 65537.35073
86 2000 0.224554799 17.41319943 50647.46892
87 1980 2.612506141 17.82209964 2843.972229
87 1985 3.50641537 15.35851228 2251.386322
87 1990 2.741307328 16.79774136 4417.057814
87 1995 2.819981075 18.63495028 4297.528683
87 2000 2.376735812 13.4780134 4493.247857
88 1980 0.484872291 23.73434618 14863.17762
88 1985 0.544248613 21.78829843 12241.47715
88 1990 0.171420325 23.40476948 26392.5887
88 1995 0.177399289 17.48076441 30017.22473
88 2000 0.2890547 19.05241986 37523.02325
89 1980 1.510727766 16.39963029 18387.85317
89 1985 0.907081959 12.01908341 26494.88105
89 1990 0.845319833 12.206305 35104.42998
89 1995 1.224515978 14.20890757 42224.98562
89 2000 1.382534638 12.96683686 52391.32554
 
 
 
Answer    
 
There is no answer at this time. 

 
Comments    
 
Subject: Re: STATA - Simple panel data
From: freecomments-ga on 22 Mar 2006 08:05 PST    
I think I can help you.  But on the chance that I fail, you should
post the response to the STATA list.
http://www.stata.co.uk/statalist/archive/2004-03/msg00913.html

They give the best + quickest stata answers.  In any case, I will post
the answer for you + let you know if anyone responds.  In the mean
time, I ran the reg.... it gives:

What makes you think that the coefficient should be different.  And
are you sure (A) it is sorted correctly, for the comparison or (B)
that the alpha in the comparison should not be suppressed?

Fixed-effects (within) regression               Number of obs      =       104
Group variable (i): id                          Number of groups   =        21

R-sq:  within  = 0.2922                         Obs per group: min =         4
       between = 0.6355                                        avg =       5.0
       overall = 0.5128                                        max =         5

                                                F(3,80)            =     11.01
corr(u_i, Xb)  = 0.1241                         Prob > F           =    0.0000

------------------------------------------------------------------------------
        var1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        var2 |   1.695956   .7435802     2.28   0.025     .2161844    3.175728
        var3 |  -.3347539   .3055378    -1.10   0.277    -.9427935    .2732857
        var4 |  -3.846108   .8204631    -4.69   0.000    -5.478882   -2.213335
       _cons |   13.74449   2.186936     6.28   0.000     9.392346    18.09663
-------------+----------------------------------------------------------------
     sigma_u |  .34304677
     sigma_e |  .40467815
         rho |  .41813102   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:     F(20, 80) =     2.44              Prob > F = 0.0027