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RE: st: Bootstrapping panel data


From   "jyotsna puri" <pjyotsna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Bootstrapping panel data
Date   Mon, 16 May 2005 21:40:22 +0000

Niko,
Are your panel unequally spaced or are there gaps in years?
If so see the (copied and pasted) exchange I had
a while ago.
Hth.
-Jo




-------------------------------------------------------------------------------------
Hi Jo,
I had that problem once.  What you have to do is generate a new time
variable to avoid r(2000) (no observations error) and tsset using this new
one.
For example: (notice that d73 to d98 are time dummies)

gen time2 =. ;

replace time2 = 1 if d73 == 1 ;
replace time2 = 2 if d78 == 1 ;
replace time2 = 3 if d83 == 1 ;
replace time2 = 4 if d88 == 1 ;
replace time2 = 5 if d93 == 1 ;
replace time2 = 6 if d98 == 1 ;

tsset panchayat time2 ;

Hope it works for you.

Best,


Monica L.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of jyotsna puri
Sent: Monday, December 06, 2004 7:32 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: xtabond and 'no observations'

Hi all,

I am obviously not seeing something.

I have a dataset for a land variable (sr1tara), water(agwsc2), credit
(crbadu1).
There are 'id' variables for villages and unbalanced data is present for
6 years (maximum). I have tried to use the xtabond command and I get
'no observations'. There is some thing that I am obviously carelessly
missing. Can someone help me out?

At the minimum I do the following (output below).
My questions:
1. Why am I getting 'no observations'?

2. Is this anything to do with the fact that my data is not balanced?
(Shouldnt be. The abdata.dta - the example dataset provided by stata
for xtabond is also unbalanced). I have obviously used other variables
in other commands but it dosent work for even this minimal list...

3. This may have something to do with the note after 'tsset' which
says I have data from 86 to 96, but with gaps.

I have two types of 'missingness'. This is an unbalanced
data - so all villages are not present for
all years. I have tried xtabond for villages that are only present
for all 6 years. No avail.

There is also 'item non-response' i.e the village may be
present but data for sr1tara is missing. I have tried
two options. In the first, filling up with tsfill, full.
In the second throwing out these observations
completely, and then filling up with tsfill, full.

I have also tried replacing 'missing' values
of sr1tara with zeros and then using the command.
No avail.

-Jo




Jyotsna (Jo) Puri
pjyotsna@hotmail.com




----Original Message Follows----
From: "Wrede" <wrede@wiso.uni-koeln.de>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: Bootstrapping panel data
Date: Sat, 21 May 2005 23:26:07 +0200

Hi statalisters,
I am using panel data, which are tsset. I am using some xt commands like
xtabond etc.
Now I want to bootstrap the sample and re-run the tests.

My problem:
STATA complains that my data are not tsset.

My code is:
bootstrap "xtabond vardep varexp, robust" _b[ld.vardep] _b[d.varexp]
_b[_cons], trace reps(100) cluster(id)

The trace gives back:
...
local tmax = r(tmax)
capture local id "`r(panelvar)'"
=capture local id ""
if "`id'"=="" {
= if ""=="" {
di as err "must tsset data and specify panelvar"
must tsset data and specify panelvar

However, I did tsset my data again and again. Any suggestions?

Thanks in advance
Niko

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