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Re: st: RE: tsset in xtabond2


From   <suryadipta.roy@lawrence.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: tsset in xtabond2
Date   Tue, 15 Aug 2006 16:11:30 -0500

Jean,

Thanks for your response! Since there is more than one country in a region, they get repeated for different years of data. I understand (region-ID year) doest not identify the countries. Any suggestion as to how to run regional fixed effects instead of individual country fixed effects?

Thanks,
Suryadipta.



On Tue, 15 Aug 2006 16:34:58 -0400
"Salvati, Jean" <JSalvati@imf.org> wrote:

<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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Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
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