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st: RE: sspace with panel data


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: sspace with panel data
Date   Thu, 28 Oct 2010 10:31:11 +0100

Sorry, but the message means what it says. In general, Stata time series commands don't extend to panel data support unless it's obvious that they do. 

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

sergio sola

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"


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