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st: xtpcse - "no time periods are common to all panels"

From   Wayne Sandholtz <>
Subject   st: xtpcse - "no time periods are common to all panels"
Date   Tue, 15 Nov 2011 11:00:44 -0800

I have panel data for about 120 countries, unbalanced (the number of years ranges from 3 to 20). I set it up with "xtset panel year." But when I try to run -xtpcse- I get this error message: "no time periods are common to all panels, cannot estimate disturbance covariance matrix using casewise inclusion." But I know that that the panels do include common years. Most of the panels include the same 15 - 16 years. Does anyone have experience with this problem?


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