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st: RE: Drop observations


From   "Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Drop observations
Date   Mon, 10 Nov 2003 17:06:33 +0000

Thanks Nick. I will follow your instructions. However, when I try,
 ssc inst tsspell ,
the following error occurs -
checking tsspell consistency and verifying not already installed...
cannot write in directory c:\ado\plus\t

Any solution?

vidya


>>> n.j.cox@durham.ac.uk 11/10/03 04:56pm >>>
I assume identifier variable -id-, time variable -t- 
and that you have -tsset- the data. 

For regression it's problematic if either the response
or any of the covariates is missing. Compute 

. egen nmiss = rmiss(y x1 x2 x3) 

One way of doing it then is to use -tsspell- from 
SSC. 

. ssc inst tsspell 
. tsspell, cond(nmiss == 0) 

defines spells for which all variables are present, 
and does so automatically within panels. 

The longest spell in each panel is then 

. egen longest = max(_seq), by(id) 

and you can 

. drop if longest < 4 


Nick 
n.j.cox@durham.ac.uk 

Vidya Mahambare

> For panel data regression, I want to include only those 
> firms which have
> observations for at least for four consecutive years out of 
> ten. I suppose I
> have to use drop or keep command, but can't figure out how.

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