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


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtpcse - "no time periods are common to all panels"
Date   Tue, 15 Nov 2011 19:16:27 +0000

Not personally, but if you are right there is a bug in -xtpcse-. 

Thus you should give evidence, so that the bug can be identified and fixed. 

Note that 

1. Crucially, "most" is not "all"; "all" really does mean "all". 

2. The -xtpcse- calculation will also exclude observations that are missing on any of your variables, so the question is not just a matter of overlap based on -panel- and -year- in your case. 

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

Wayne Sandholtz

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?

Thanks,

Wayne
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