Regression with dependent variable in t-1

[yael]

Hello Forum,

After long time I here again to ask for your help, which is great always...

I want to run regression that the dependent variable is ROA4 while the Lnsalesgro, lnsales, RDAssets, LTSTassets are the independent variables. The procedure is as follow:

proc reg data=sasuser.sasfile010916;

model roa4 = Lnsalesgro lnsales RDAssets LTSTassets;

run;

How should I write it if I want that ROA4 will be always from t-1 (the year before). It means, for example, that the ROA4 will be taken from 2003 while the Lnsalesgro lnsales RDAssets LTSTassets from 2004?

Thanks for any help,

Yael

[PaigeMiller · Accepted solution]

The easiest thing to do is to perform this alignment of years that you describe in a SAS data set prior to the PROC REG call.