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st: consecutive observation - incomplete panel data (help)

From   Alfred Blair <>
Subject   st: consecutive observation - incomplete panel data (help)
Date   Sat, 20 Oct 2007 16:51:28 +0000 (GMT)

I have an incomplete (/unbalanced) panel of 2078 units (individuals) and three variables, from 1980 to 1998. In order to retrieve asymptotically efficient tests for a GMM, my research requires to keep only individuals that have a minimum of 5 consecutive annual observations for all variables together. What's the Stata code necessary to identify and select units according to this criterion?    
Many thanks in advance for any help and examples you can offer. 


Alfred Blair  (quite a newbie in Stata)





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