Good evening,
Could anyone please tell me what's the best way to get lagged variables with MI
AmeliaII?
should I do the multiple imputation and then get STATA to generate the lagged variables in
each of the imputed datasets?
should I first generate the lagged variables (even if data are missing) and then do the
imputation?
should I get AmeliaII to create the lagged variables at the same time it imputes the
missing values for the variables? I have tried using the "lag" option in TSCS
in AmeliaII but no lagged variables were created so I'm no sure how it works.
thanks for your help and sorry about two postings tonight.
best regards,
carola
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