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Re: st: Setting panel data when you have more than two id variables
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Setting panel data when you have more than two id variables
Date
Tue, 19 Nov 2013 17:20:07 +0000
The key is what do you consider to be a panel. You could, for example, go
egen panelid = group(country industry), label
xtset panelid year
but that should match your research questions.
It seems unlikely that you would want -year- to be part of a panel identifier.
Naturally -xtset- just defines panels to Stata and has no implications
otherwise.
Nick
[email protected]
On 19 November 2013 17:11, Stefan Nikolic <[email protected]> wrote:
> I am new to Statalist and would like to know if I can use xtset
> with my data.
> I am using Stata 12.0 for Windows.
>
> To run wanted estimations I first need to set my data to panel data.
> If my data set would contain only the country(i) and year(t) dimension
> (i.e. two id variables), I would use the command xtset country year.
> But, since I have the industry(j) dimension as well, I am puzzled as
> to how to get Stata to recognise this in my data set, and set it is as
> panel.
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