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Re: st: sspace with panel data

From   Maarten buis <>
Subject   Re: st: sspace with panel data
Date   Thu, 28 Oct 2010 10:25:39 +0100 (BST)

--- On Thu, 28/10/10, sergio sola wrote:
> I would like estimate a state space model using the command
> sspace; Do you know if it can be used with panel data?
> As far as I know it should but when I try I get the error
> message "sample may not include multiple panels"

The fact that it is documented in time series manual [TS] rather 
than the panel data manual [XT] is a clear indication that it
does not apply to panel data.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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