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Re: st: RE: How do I properly tell Stata this data is Panel Data?


From   Andrew Nicholson <andrew5@k-state.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: How do I properly tell Stata this data is Panel Data?
Date   Fri, 12 Oct 2012 21:19:15 -0400 (EDT)

Thank you for your response.  I went into the original data set and created a new quarter variable that ranges from 2001q1 - 2008q4 for all counties.

xtset CountryNum quarter
This command now gives me this response "varlist:  quarter:  string variable not allowed."  Is there an easy solution to this?

Andrew Nicholson

----- Original Message -----
From: "Nick Cox" <njcoxstata@gmail.com>
To: statalist@hsphsun2.harvard.edu
Sent: Friday, October 12, 2012 6:12:38 PM
Subject: Re: st: RE: How do I properly tell Stata this data is Panel Data?

This advice is quite incorrect: -xtset- or -tsset- will not accept
-quarter- as a time variable, because there are repeated values within
each panel.

You are best advised to calculate a quarterly date that combines the
two time variables.

gen qdate = yq(year, quarter)
format qdate %tq
xtset countynumber qdate

Nick

On Fri, Oct 12, 2012 at 11:08 PM, Sun Yutao <yutao.sun@hotmail.com> wrote:

> I think you should set the quarter as your time axis. And when you need to estimate something that is year-wide, you take sum or average depending on what you want exactly.

Andrew Nicholson

> Essentially my data looks as follows:
>
> County   CountyNumber     Year    Quarter     ......................
> Allen     1                2001    1
> Allen     1                2001    2
> Allen     1                2001    3
> Allen     1                2001    4
> Allen     1                2002    1
> ...       ...              ...     ...
> Allen     1                2008    4
> Anderson  2                2001    1
> ...       ...              ...     ...
> Anderson  2                2008    4
>
> It continues this way for 105 counties.  My question is how do I use the xtset command when I have both Year and Quarter as time variables.  County and CountyNumber are both classifying the same thing in the dataset.
>
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