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 <[email protected]>
To: [email protected]
Sent: Saturday, 20 October, 2007 8:52:37 PM
Subject: Re: st: consecutive observation - incomplete panel data (help)
--- Alfred Blair <[email protected]> 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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