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

From   Alfred Blair <>
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). 


----- Original Message ----

From: Maarten buis <>


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

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

--- 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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