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st: RE: tsset in xtabond2
<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.
> -----Original Message-----
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> Sent: Tuesday, August 15, 2006 11:44 AM
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> Subject: st: tsset in xtabond2
> 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?
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