Scott,
Unfortunately, -bysort group: gen time = _n- didn't do the trick, as I
suspected it mightn't. That's the variable that, when generated, produces
the "repeated time values within panel r(451);" error. :( I should have
been a bit clearer on that earlier!
C.
> ----- Original Message -----
> From: "Clive Nicholas" <[email protected]>
> To: <[email protected]>
> Sent: Thursday, November 20, 2003 9:05 PM
> Subject: st: -tsset- and -xtpcse-
>
>
>> Statapeeps,
>>
>> I wondered if any -xtperts- could help with this. :-) My cross-sectional
>> dataset has n=3452, with n=6 per group (except for one group where n=7).
>>
>> After successfully fitting several cross-sectional FGLS regressions
>> (both
>> for fixed and random effects), I thought I'd try and run an -xtpcse-
>> regression, since even the most controlled FGLS model tested 'positive'
>> for serial correlation.
>>
>> Unfortunately, Stata refused, because:
>>
>> no time periods are common to all panels, cannot estimate disturbance
>> covariance matrix using casewise inclusion
>> r(459);
>>
>> Indeed it wasn't (as it was generated by [g time = _n], but that's
>> because
>> I can't use a time variable for -tsset- because Stata says:
>>
>> repeated time values within panel
>> r(451);
>>
>> Naturally, a panel variable has also been included in my -tsset-. Since
>> it's necessary for Stata to recognise that my dataset is a time-series
>> dataset before running -xtpcse-(otherwise: "time variable not set, use
>> -tsset varname ...- r(111);"), what's the solution? (I didn't pick up
>> anything in -help- that answers my question!)
>>
>> Yours,
>> CLIVE NICHOLAS,
>
>
> try:
> bysort group: gen time = _n
> This will generate a time variable for each group. -xtreg, fe or re- do
> not
> explicitly use the time variable so your incorrectly created time variable
> to
> show up before.
>
> Hope this helps,
> Scott
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Yours,
CLIVE NICHOLAS,
Politics Building,
School of Geography, Politics and Sociology,
University of Newcastle-upon-Tyne,
Newcastle-upon-Tyne,
NE1 7RU,
United Kingdom.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
