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Re: st: consecutive observation - incomplete panel data (help)

From   Maarten buis <>
Subject   Re: st: consecutive observation - incomplete panel data (help)
Date   Sat, 20 Oct 2007 19:52:37 +0100 (BST)

--- Alfred Blair <> wrote:
> 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?  

You can find a lot of useful tricks in:

and in the Stata Journal article it refers to.

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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