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st: bysort group: gen time = _n
Unfortunately, -bysort group: gen time = _n- didn't do the trick, as I
suspected it mightn't. That's the variable that, when generated, produces
the "repeated time values within panel r(451);" error. :( I should have
been a bit clearer on that earlier!
> ----- Original Message -----
> From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
> To: <firstname.lastname@example.org>
> Sent: Thursday, November 20, 2003 9:05 PM
> Subject: st: -tsset- and -xtpcse-
>> I wondered if any -xtperts- could help with this. :-) My cross-sectional
>> dataset has n=3452, with n=6 per group (except for one group where n=7).
>> After successfully fitting several cross-sectional FGLS regressions
>> for fixed and random effects), I thought I'd try and run an -xtpcse-
>> regression, since even the most controlled FGLS model tested 'positive'
>> for serial correlation.
>> Unfortunately, Stata refused, because:
>> no time periods are common to all panels, cannot estimate disturbance
>> covariance matrix using casewise inclusion
>> Indeed it wasn't (as it was generated by [g time = _n], but that's
>> I can't use a time variable for -tsset- because Stata says:
>> repeated time values within panel
>> Naturally, a panel variable has also been included in my -tsset-. Since
>> it's necessary for Stata to recognise that my dataset is a time-series
>> dataset before running -xtpcse-(otherwise: "time variable not set, use
>> -tsset varname ...- r(111);"), what's the solution? (I didn't pick up
>> anything in -help- that answers my question!)
>> CLIVE NICHOLAS,
> bysort group: gen time = _n
> This will generate a time variable for each group. -xtreg, fe or re- do
> explicitly use the time variable so your incorrectly created time variable
> show up before.
> Hope this helps,
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School of Geography, Politics and Sociology,
University of Newcastle-upon-Tyne,
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