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st: RE: Drop observations

From   "Nick Cox" <>
To   <>
Subject   st: RE: Drop observations
Date   Mon, 10 Nov 2003 16:56:41 -0000

I assume identifier variable -id-, time variable -t- 
and that you have -tsset- the data. 

For regression it's problematic if either the response
or any of the covariates is missing. Compute 

. egen nmiss = rmiss(y x1 x2 x3) 

One way of doing it then is to use -tsspell- from 

. ssc inst tsspell 
. tsspell, cond(nmiss == 0) 

defines spells for which all variables are present, 
and does so automatically within panels. 

The longest spell in each panel is then 

. egen longest = max(_seq), by(id) 

and you can 

. drop if longest < 4 


Vidya Mahambare

> For panel data regression, I want to include only those 
> firms which have
> observations for at least for four consecutive years out of 
> ten. I suppose I
> have to use drop or keep command, but can't figure out how.

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