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st: re: first difference in multidimensional panel

From   Kit Baum <>
Subject   st: re: first difference in multidimensional panel
Date   Fri, 24 Apr 2009 13:35:44 -0400

Martin said
" when using tsset how do I create unique id for each
industry-country pair"

I cannot see how this is related to -tsset-ing. -egen, group()- does the job
with or w/o it...

It is common to have a 'multidimensional panel', i.e. one in which there is no unique 'i'. For instance my data are indexed by 'i' (exporter), 'j' (importer) and 't' (time). How do I create an 'i' variable for use in -tsset- or -xtset-? egen group(exporter importer) creates a new variable for each distinct country-pair, and that variable can be used in -tsset-.

Kit Baum   |   Boston College Economics & DIW Berlin   |
An Introduction to Stata Programming |
   An Introduction to Modern Econometrics Using Stata  |

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