Say that choice_data contains the column column. Then, the
function call
create_lagged_cov(choice_data, column, k, id)
returns the input choice_data which includes a new column named
column.k. This column contains for each decider (based on id)
and each choice occasion the covariate faced before k choice
occasions. If this data point is not available, it is set to
NA. In particular, the first k values of column.k will
be NA (initial condition problem).