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st: tsset in xtabond2


From   <suryadipta.roy@lawrence.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: tsset in xtabond2
Date   Tue, 15 Aug 2006 10:44:20 -0500

Hi,

I am trying to do a panel GMM estimation (using xtabond2 in Stata) using regional grouping dummies instead of country dummies and the xtabond2 command needs the data to be tsset. Thus, tsset (country-id year) is not what I want and tsset (region-id year) is not working. Obviously, it says "repeated time values within panel".

Can someone kindly help me with the right command for tsset? Is tsset (year region-id) correct for my purpose?

Thanks!
Suryadipta.


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