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st: gllamm_"insufficient information"?


From   "Svetlana Mira " <[email protected]>
To   [email protected]
Subject   st: gllamm_"insufficient information"?
Date   Fri, 30 Jul 2004 19:31:48 GMT0BST

Dear All,

I am trying to estimate a three-nested error component model using -
gllamm- (thanks to Stas for pointing it out!).  I have got an 
unbalanced panel data for 800 firms, 1000 analysts during 6 years. 
Every single firm is followed at least by 2 analysts per year, but 
there is only one observation per analyst per year per firm.

Firm Analyst    Year
1              1       2000
1              1       2001
1              2       2000
1              4       2001  
2              5       2000
2              6       2000

When I run the model: Gllamm depvar indepvar, i(idfirm, idanalyst, 
idyear) trace

a message saying that there are "insufficient observations". Does 
this mean that -gllamm- requires at least 2 observations per group 
(in my case per analyst in the same year for a specific firm) to be 
able to run or my data are inappropriately arranged? I could not find 
anything about this on FAQ or in the book.

Any suggestions are more than welcome.

Many thanks,
Svetlana

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