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st: RE: tsset in xtabond2


From   "Salvati, Jean" <JSalvati@imf.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: tsset in xtabond2
Date   Tue, 15 Aug 2006 16:34:58 -0400

<tsset region-id year> would be correct if these two variables uniquely
identified all observations in your sample--that is, if each (region-id,
year) combination appeared only once in your sample. 

The error message that you got ("repeated time values within panel")
indicates that this is not the case: for at least one value of
region-id, the same year appears at least twice. This can be the result
of a data input error, or it can indicate a more fundamental
organization problem in your panel.

Jean Salvati

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> suryadipta.roy@lawrence.edu
> Sent: Tuesday, August 15, 2006 11:44 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: tsset in xtabond2 
> 
> 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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