. gen lag1 = x[_n-1] . gen lag2 = x[_n-2] . gen lead1 = x[_n+1] 

You can create lag (or lead) variables for different subgroups using the by prefix. For example,

 . sort state year . by state: gen lag1 = x[_n-1] 

 . sort state year . by state: gen lag1 = x[_n-1] if year==year[_n-1]+1 

See [R] egen for details on creating variables of moving averages.

I am trying to create a lag variable

y(t) = x(t-1)
I searched for a lag function but could not find. Any suggestions?

In addition to other suggestions, this
raises the question of how you are
searching.

A literal

. search lag function

does point to several sources on information.
However, as Kit Baum pointed out if your
data are time series then using -tsset- is
preferable to subscripting (e.g. using [_n-1]).

Nick
n.j.cox@durham.ac.uk

好帖子，俺也在愁这个问题，现在终于解决啦

感谢楼上的兄弟！