Gap-aware panel lag (Stata's Ln.var, e.g. l3.employment)

Returns the value of x for the same panel unit (id) at n periods earlier in time — read from the record with that exact (id, time - n) key, not from n rows earlier. If a firm's panel has a gap (e.g. observed in 2010, 2011, 2014 but not 2012-2013), panel_lag(x, 1) evaluated on the 2014 row looks for a 2013 record — which does not exist — and returns NA, rather than incorrectly reaching back to the 2011 row. See Pseudocode/00_conventions.md (LAG) for the full specification this implements; verified empirically against collapse::flag()'s time-aware behaviour before use here.

Usage

panel_lag(x, n, id, time)

Arguments

x

Numeric vector to lag.

n

Number of periods to lag by.

id

Panel unit identifier vector (e.g. idf), same length as x.

time

Panel time vector (e.g. year), same length as x.

Value

A vector the same length as x.