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Re: st: RE: -tsset- difficulties (was Re: dwstat v dwstat2)


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: -tsset- difficulties (was Re: dwstat v dwstat2)
Date   Mon, 7 Jun 2004 11:00:05 +0100 (BST)

Nick Cox replied:

> You've lost me here. I've looked through my
> posts of 2 June and I can't see any posting of
> mine on this topic. Also, I have no idea what
> -paneldate- is: -search- and -findit-
> yield nothing.

I've found the post. It was posted by you on May 13 in reply to Justin
Dubas: http://www.stata.com/statalist/archive/2004-05/msg00413.html.
Essentially, it involved using - gen x = ym(year,month)-, where x was
'paneldate'. I tried that just with -year-, but it wouldn't work. I hope
that clears up the confusion!

> There's perhaps some very simple underlying
> all this, or something rather odd, or both.
>
> As others are interested in similar issues,
> I'll underline a fundamental.
>
> If you have panel data, say
>
> . tsset id year
>
> and also therefore (usually) repeated times,
> Stata cannot make head or tail of
>
> . tsset year
>
> One reason enough for that is that
> with ties on year there is no
> unique sort order on -year- and
> no way to interpret time series
> operators such as L. without
> fatal ambiguity.

So essentially, there's no way out of my problem if I multiple years for
cross-sections? OK, I'll have to use some creative statistical accounting
to get round it. Thanks.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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