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Re: st: AW: xtpcse regression


From   Bin Dong <dongbin66@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: xtpcse regression
Date   Sun, 18 Jul 2010 20:49:04 +1000

Dear Martin,

Thank you for your king help. I have typed: "table year firm,
contents(freq) col", and the Stata results look as follows. So it
seems there are  least four years with  information on all panels
members. Is my understanding right? Thanks																								firm
year	600687	600690	600691	600696	600706	600711	600715	600732	600738	600743	600770	600771	600777	600790	600803	600804	600811
																	
1	1	1	1	1	1	1	1	1		1	1	1	1	1		1	1
2	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1
3	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1
4	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1
5	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1
6	1	1	1	1	1	1	1	1	1		1	1	1		1	1	1
			
Cheers,
Bin

2010/7/18 Martin Weiss <martin.weiss1@gmx.de>:
>
> <>
>
> You can check whether there is still a time period which has information on
> all panels members like this:
>
>
> *************
> webuse grunfeld, clear
> set seed 34205
> drop if runiform()<.2
>
> //still a year there with 10 obs?
> table year company, contents(freq) col
> //so -xtpcse- still works
> xtpcse invest mvalue kstock
>
> drop if inlist(year,1942,1949,1951) & c==3
> //still a year there with 10 obs?
> table year company, contents(freq) col
>
> //answer: "no"
> cap xtpcse invest mvalue kstock
> di in r "Error code: " _rc
> //so -xtpcse- fails
> //but works with the -pairwise- option:
> xtpcse invest mvalue kstock, pairwise
> *************
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Bin Dong
> Gesendet: Sonntag, 18. Juli 2010 11:27
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: xtpcse regression
>
> Dear all,
>
> Stata tell me "no common time periods between panels" when I run
> xtpcse with my firm-year panel. Actually I have three kinds of firms
> in my data set. For the first kind, I have 2003-2008 data, For the
> second kind, I have 2003-2007 data. And for the third kind of firms, I
> have 2004-2008 data. I am wondering why Stata thinks there are no
> common time periods between panels even if I cut all 2003 and 2008
> data. Is there anyone who has an idea about it? Thank you very much in
> advance.
>
> Cheers,
> Bin
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-- 
Bin Dong | Doctoral Student
School of Economics and Finance | Queensland University of Technology
Phone: +61 7 3138 6659 | Email: b.dong@student.qut.edu.au | Location:
Z857-06(Gardens Point)

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