Lagged Dependent Variables
B. Jones, Jihong Wang
Abstract
B. Jones, Jihong Wang
Abstract
Abstract A regression model for longitudinal data may include the dependent variable, lagged by one or more time units, as an explanatory variable or variables, as in serial correlation, and may also involve covariates measured at one or more previous times. There may also be random subject effects. Methods of estimation are described.
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Abstract A regression model for longitudinal data may include the dependent variable, lagged by one or more time units, as an explanatory variable or variables, as in serial correlation, and may also involve covariates measured at one or more previous times. There may also be random subject effects. Methods of estimation are described.
Key concepts: Covariate, Statistics, Variables, Econometrics, Regression analysis, Mathematics, Variable (mathematics), Random effects model