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st: Data manipulation: how to keep only consecutive obs in an unbalanced panel


From   Roberto <terrymondo@onetel.net.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Data manipulation: how to keep only consecutive obs in an unbalanced panel
Date   Mon, 11 Oct 2004 13:35:16 +0100

Dear Statalist friends
I am currently trying to run a GMM estimation using the xtabond2 command.

I have an unbalanced panel so I would want to manipulate my dataset in a way that Stata only keeps the continuous observations for each firm
For example consider these 3 firms

code name year run maxrun _spell _seq _end n N
135540 A 1995 1 5 1 1 1 1 6
135540 A 1997 1 5 2 1 0 2 6
135540 A 1998 2 5 2 2 0 3 6
135540 A 1999 3 5 2 3 0 4 6
135540 A 2000 4 5 2 4 0 5 6
135540 A 2001 5 5 2 5 1 6 6
900327 B 1991 1 7 1 1 0 1 10
900327 B 1992 2 7 1 2 0 2 10
900327 B 1993 3 7 1 3 1 3 10
900327 B 1995 1 7 2 1 0 4 10
900327 B 1996 2 7 2 2 0 5 10
900327 B 1997 3 7 2 3 0 6 10
900327 B 1998 4 7 2 4 0 7 10
900327 B 1999 5 7 2 5 0 8 10
900327 B 2000 6 7 2 6 0 9 10
900327 B 2001 7 7 2 7 1 10 10
134982 C 1997 1 1 1 1 1 1 3
134982 C 1999 1 1 2 1 1 2 3
134982 C 2001 1 1 3 1 1 3 3


with the tsspell command I have been able to identify the maximum number of consecutive observations per firms.
The problem is that if I write
keep if maxrun>=5
stata only drops firm "C" whereas I would want it to drop all the non-consecutive observations in all panels so that the database would look like:

code name year
135540 A 1997
135540 A 1998
135540 A 1999
135540 A 2000
135540 A 2001
900327 B 1995
900327 B 1996
900327 B 1997
900327 B 1998
900327 B 1999
900327 B 2000
900327 B 2001

Can anyone help?
Thank you all for the kind attention.
Best Regards
Roberto Mura
PhD candidate
University of York
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