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RE: RE: st: RE: tsset

From   "Charles Thibault" <>
To   <>
Subject   RE: RE: st: RE: tsset
Date   Thu, 12 Oct 2006 17:37:26 -0400

The reason mainly revolves around tsfill. When doing -

egen groupvar, group()

tsset groupvar timevar

tsfill, full

 - the information that identifies the panels, for example counties and
households jointly, is lost.

The information needs to be replaced manually according to the method you
described, namely:

replace county = county[_n-1] if mi(county)
replace household = household[_n-1] if mi(household)

Allowing multiple variables to identify the panel would avoid this step and
the first egen command, which not only saves time but also avoids potential
danger for a novice if the user first sorts on county and household and THEN
replaces the missing data.

Charles Thibault

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