Clive wrote that he had substantial difficulty getting the date
variable right in tsset'ing a panel. The routine tsmktim of Baum and
Wiggins (STB-57) was designed to ease that task in a pure timeseries
environment (where it is often difficult to decode the date formats
imported from, e.g., a spreadsheet, but you know what the first
observation should be labelled).
With minor modifications, tsmktim can handle this task in a panel,
where you specify an additional i(panelvar) option, similar to the way
in which you would specify that variable for -iis-. The revised version
of tsmktim is now available from SSC.
As a nonsensical example:
tsmktim counter,start(1970) i(rep78)
will create a panel from auto.dta in which the first observation of
every group of 'rep78' is labelled 1970, the second 1971, etc. Like the
original tsmktim, all date formats defined in Stata are supported (that
is, one could say start(1970q2), start(1970m9), or even