Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: -tsset- difficulties (was Re: dwstat v dwstat2)
Date   Mon, 7 Jun 2004 11:21:31 +0100

Clive Nicholas
> 
> 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!

-ym(,)- needs two arguments, as exemplified. 

> > 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.

As before, I am not clear precisely what the problem 
is. However, even treating individual panels as 
defining single series through 

tsset year if id == 1 

won't work, as it is illegal. Others more 
experienced in time series work may be able to 
add comments. 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index