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st: RE: RE: repeated time values problem -svar


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: repeated time values problem -svar
Date   Tue, 24 Aug 2010 22:07:16 +0100

I guess so, short of writing the code for a panel version yourself (has the theory even been written). You've passed the limits of my understanding, so look to others for better advice. 

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

Sinan Hastorun

Thank you for your response Nick. Does this mean that I will have to run the svar analysis seperately for each case (id) in my dataset? Are there any panel data commands that can be used for svar in STATA?

Nick Cox

I don't see any reason to suppose that -svar- or -var- supports panel data. Either command is expecting, in effect, a single panel or single time series. And Stata's not seeing that, hence the complaint. 

Typically time series commands don't support panels unless it's obvious that they do. 

Sinan Hastorun

I am trying to run svar on panel data, but I keep getting the r451 error once I run var or svar after setting the data tsset. I have 3 variables and the data is strongly balanced, except for missing year for a lag. As a remedy, I tried duplicates list id year, but I get Duplicates in terms of id year (0 observations are duplicates) message, so there doesn't seem to be a duplicates problem. I would appreciate any thoughts on what exactly the problem I am facing may be and how I may resolve it. Thank you. Sinan

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