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st: Re: statalist-digest V4 #1159


From   baum <[email protected]>
To   [email protected]
Subject   st: Re: statalist-digest V4 #1159
Date   Sat, 15 Feb 2003 12:31:16 -0500

--On Saturday, February 15, 2003 2:33 -0500 Vincent wrote:

I have a new question.
In Panel data, sometimes we want to estimate a shorter
time period than the time spans in the data set. It
seems to me that the "in" option does not work. What
can I do if I want to estimate say 1977:1 to 1998:10
with same number of groups while the time span is
1972:1 to 2002:12 in the data set.
It surely will if you issue the tsset command, and specify a time variable that can be interpreted in that date format. Stata's panel commands, going back to pre-time series days, often allow you to specify only the i variable with i() where knowledge of the t() is not needed. You have always been able to define those two with iis and tis, or now together in tsset. But if the time variable is not defined, various panel data estimators will work, but will not be able to refer to the time index in calendar time in an if tin.. clause.

Kit

________________________________________________________________________
Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
[email protected] http://fmwww.bc.edu/ec/baum.php
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