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From |
Alexander James <alexandre_lille-paris@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: Panel data |

Date |
Wed, 1 Feb 2012 10:31:13 -0200 |

Thanks a lot Nick and Klaus, You gave me a very detailed explanation and I understood it. Considering my model I think it is not a problem to use xtset only for firmid, so I will be controling for firm heterogeneity (which conceptually is my main issue). Thanks a lot, Alexander ----------------------------------------> Date: Wed, 1 Feb 2012 13:13:58 +0100> From: kpforr@googlemail.com> To: statalist@hsphsun2.harvard.edu> Subject: Re: st: RE: Panel data>> <>>> Dear James,>> you can aggregate the duplicates by adding them up to one observation> per year within firm. Alternatively, you can assume an order in time> more fine grained than years (or find data supporting this assumption),> to have e.g. firm X quarter data.>> There is also statistical detail connected to this:> If you don't use lagged or lead variables and you don't specify a> correlation in the error structure and you don't use> first-difference-models (or similar models), you can ignore the time> completely. For many nondynamic panel models you basically only compare> coincidences of the dependent variable and the independent variables,> regardless of the time order. You indicate with the id which> observation belongs to the same panel/cluster with the same heterogeneity.> In practical te! rms this means that you only specify id with xtset:> xtset firmid>> I guess if you stick to the utility functions provided by Stata, you> will either be able to compute the model you want as you apparently do> not need the time order or you will run in an error, as you will have to> specify a time order with xtset (e.g. tsfill)>> best>> Klaus>> Am 01.02.2012 12:43, schrieb Nick Cox:>> 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 binomia l). 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?>>>>>> *>> * For searches and help try:>> * http://www.stata.com/help.cgi?search>> * http://www.stata.com/support/statalist/faq>> * http://www.ats.ucla.edu/stat/stata/>>> --> __________________________________>> Klaus Pforr> MZES AB - A> Universität Mannheim> D - 68131 Mannheim> Tel: +49-621-181 2797> fax: +49-621-181 2803> URL: http://www.mzes.uni-mannheim.de>> Besucheranschrift: A5, Raum A309> __________________________________>> *> * For searches and help try:> * http://www.stata.com/help.cg! i?search> * http://www.stata.com/support/statalist/faq> * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Panel data***From:*Alexander James <alexandre_lille-paris@hotmail.com>

**st: RE: Panel data***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: RE: Panel data***From:*Klaus Pforr <kpforr@googlemail.com>

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