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