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st: RE: Panel data regression


From   DE SOUZA Eric <edesouza@coleurop.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Panel data regression
Date   Thu, 6 Aug 2009 19:37:43 +0200

Define k = {i,j}. That is, every {i, j} pair wil give a different value
of k.
Thus, if i = 1, ..., n and j = 1, ..., n, then k = 1, ... n-squared
Then set up the panel with k and t.

Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Andreas
Hatzigeorgiou
Sent: 06 August 2009 19:29
To: statalist@hsphsun2.harvard.edu
Subject: st: Panel data regression

Hi,

Insights on the the following problem would be greatly appreciated.
The goal is to run a pooled panel data regression using xtreg. The data
contains reporters (i), partners (j), years (y) and bilateral flows
(f_i), where i is number of categories of different types of goods.
There is not a problem running xtreg on the aggregate flow level (sum of
flows by years). But on the disaggregate level it is not possible to use
xtsset (partner year) due to "repeated time values within panel". I know
that identifier and time variables need to uniquely identify the data,
but in this case I can't see how this is possible since the identifier
(j) and the time variable (y) will be constant over the different
categories of goods traded. Is there a way around this problem so I
still can use xtreg on disaggregate data?

Many thanks in advance,

Andreas
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