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st: RE: Panel data


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Panel data
Date   Wed, 1 Feb 2012 11:43:04 +0000

It seems that all you can reasonably do is -xtset firm_id- but you then still need to worry about what generating process assumptions match your situation and quite how your fixed and random effects arise. I have no advice on that. 

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

Alexander James

I am working on a database that has firm year observations. Each observation regards the degree of familiarity that a firm has with a new acquired technology. Accordingly the dependent variable measures the number of new products released in year t2. 

I am trying to run a FE or RE model capturing the effects of familiarity on the dependent variable (Probably a negative binomial). However, the problem is that I have multiple observations per year. In other words, the same firm may acquire more than one technology in the same year, that will have different degrees of familiarity. 

When I try to run the xtset firm_id year, I get the message repeated time values within panel. I read some topics explaining how to correct in case it is a mistake, but in my setting that is how the data really is. 

Would someone have any suggestion how to approach this issue?


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