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st: RE: What to do about multiple observations for one individual in one same period in a panel


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: What to do about multiple observations for one individual in one same period in a panel
Date   Sun, 19 Jul 2009 17:36:20 +0100

I think you need to think about what you want here from an economics
point of view. 

You could aggregate or average multiple bonds in some way. 

You could create some pseudo-time variable such that Stata will still
treat these data as panel data. 

You could decide that you don't have panel data after all. 

I doubt that exhausts the possibilities. 

Nick 
n.j.cox@durham.ac.uk 

kokootchke

Do you guys know what one can do about multiple observations for one
individual in one same period in a panel? 

A standard panel would be like this (with a bunch of other variables
that are unique for that individual country and time period):

Argentina   1990:1
Argentina   1990:2
Argentina   1990:3
Argentina   1990:4
Argentina   1991:1
...
Argentina   2008:3
Argentina   2008:4
Brazil      1990:1
Brazil      1990:2
Brazil      1990:3
...
Brazil      2008:3

Brazil      2008:4
Colombia    1990:1
Colombia    1990:2
Colombia    1990:3
...
...

Now, imagine I have the following:


Argentina   1990:1
Argentina   1990:1
Argentina   1990:1
Argentina   1990:2
Argentina   1990:3

Argentina   1990:4
Argentina   1990:4
Argentina   1990:4
Argentina   1990:4

Argentina   1991:1
Argentina   1991:1

...

Argentina   2008:3

Argentina   2008:4
Argentina   2008:4

Brazil      1990:1

Brazil      1990:2
Brazil      1990:2

Brazil      1990:3
Brazil      1990:3
Brazil      1990:3
Brazil      1990:3

...

...

You see the difference? Suppose that for each repeated individual
(country) and time period, I have different measurings of some variable.


More specifically, my problem is one of selection in which countries
don't issue debt bonds in some periods, but when they do issue, they may
issue MULTIPLE bonds, each with a different price, etc.

What can I do about this?


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