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


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What to do about multiple observations for one individual in one same period in a panel
Date   Sun, 19 Jul 2009 18:07:06 -0400

You don't say what kind of analysis you have in mind, so it's very
hard to know how to handle it. However, if you are thinking of models,
I would treat this as nested panels, which -xtmixed- and -xtmelogit-,
among others, can handle.

eg, if you have -country-, -quarter-, a continuous outcome -depvar-,
and some independent variables <indvars>

 xtmixed depvar <indvars> || country: || quarter:

would account for multiple obs per quarter, and multiple quarters per
country. Though maybe I'm missing something.

hth,
Jeph



kokootchke wrote:
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?

Thank you very much in advance!

Regards,
Adrian

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