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st: autocorrelation and unbalanced panels


From   "Doug Mahony" <dmahony@moore.sc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: autocorrelation and unbalanced panels
Date   Sat, 1 Nov 2003 12:57:34 -0500

I am having trouble correcting for autocorrelation.  My data are repeated cross-sectional surveys (5 years) across seven locations effectively giving me a cross-section of time series data.  I would like to use tsset but the panel is unbalanced and I receive the error message “repeated time values within panel.”  

I have two separate models, one with a continuous D.V. and the other with a binary D.V.  I have been using the iis and tis commands prior to running both xtgls and xtlogit models, but am stuck as to best correct for autocorrelation.  Even with xtgls with the corr(ar1) or panels(correlated) options I receive the same error message as with tsset or “panels must be balanced.” 

Any help would be greatly appreciated


D. Mahony
Moore School of Business
Univesrity of South Carolina

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