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


From   Alfred Blair <alfred.blair@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: consecutive observation - incomplete panel data (help)
Date   Sat, 20 Oct 2007 21:26:07 +0200 (CEST)

Dear Marteen, thank you for your suggestion, but it seems it doesn't help me. The link provides useful tricks, but my problem is quite different. I mean: starting from a large but incomplete database (three variables, from 1980 to 1998), I simply need to restrict my analysis to individuals (my units) that have 
no missing data (on my three variables) for at least five 
consecutive years. Until now I haven't found how to get this selection in Stata, and I still hope that you or someone else will help me (an example with a basic dataset would be a big hand). 
Thanks.

Alfred
 



----- Original Message ----

From: Maarten buis <maartenbuis@yahoo.co.uk>

To: statalist@hsphsun2.harvard.edu

Sent: Saturday, 20 October, 2007 8:52:37 PM

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



--- Alfred Blair <alfred.blair@yahoo.co.uk> 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:

http://www.stata.com/statalist/archive/2007-07/msg00602.html



and in the Stata Journal article it refers to.



Hope this helps,

Maarten



-----------------------------------------

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



http://home.fsw.vu.nl/m.buis/

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