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Re: st: xtset and xtreg for panel data


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtset and xtreg for panel data
Date   Sun, 27 Nov 2011 20:21:10 -0500

Sounds like you want to use -xtmixed- so you can model the variance appropriately.
Something like

 xtmixed depvar indvars || country: || station:

would account for multiple obs at both station and country level.

hope this helps,
Jeph


On 11/27/2011 3:08 PM, Andrew Wong Yoon Loong wrote:
Hi Statalisters,

I am working with panel data that is similar to the following:

Station   Country        Year    Var1   Var2
1              US            1990    25      25
1              US            1991    15      18
2              US            1990    60      12
2              US            1991    300     50
3              BR            1990    25      25
3              BR            1991    300     50
4              BR            1990    25      25
4              BR            1991    300     50

I'm trying to use the xtreg command to perform both fe and re models.
However, I can't perform the initial xtset country year because of
duplicates. Is there a way around this problem? I know one option is
simply to employ LSDV and create a dummy for each country but I'm
hoping to still be able to use xtreg. Thanks in advance for your help.

Regards,
Andrew

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