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RE: st: panel data

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: panel data
Date   Fri, 20 Feb 2004 18:11:22 -0000

That is mostly for StataCorp, but in terms of 


The Stata Journal would be delighted to receive
submissions of expository papers under this heading. 

Users' meetings

I imagine that all organisers of users' meetings 
-- not just NASUG -- would be very interested in 
offers of such talks. That certainly applies to 
London and Boston, and presumably also to Berlin 
(if the programme is not yet full) and Adelaide. 

Notwithstanding that, as was underlined in some 
answers, the particular question had already been answered 
by an FAQ. Talks reach an audience, the SJ 
reaches its subscribers (and every serious Stata
user should naturally subscribe), but a FAQ is 
there on the net for everyone with a browser. 

[email protected] 

Buzz Burhans
> A thought for Stata Corp:
> Judging by the frequency a similar question is asked, and 
> having been there 
> myself, Devendra's question is a very common one when one 
> first begins 
> working with panel data in Stata. It would be a useful, and 
> probably also a 
> worthwhile investment of resources  if the introduction 
> section of the 
> "Cross Sectional Time Series" volume of the Stata manual was 
> expanded to 
> include a discussion of management of time series data, with some 
> examples.  In addition, some of the common questions about examining 
> various issues related to ts data would benefit from a 
> greater exposition 
> there..for instance, examining panel level 
> heteroskedasticity, or within 
> panel autocorrelation of errors.  These are common issues, 
> they come up 
> frequently on the list, and I would guess that they consume a 
> fair amount 
> of tech support time as well.
> Additionally, perhaps an exposition of  such points would be worth 
> considering for a NASUG presentation, or an SJ article.
> Just a thought about a seemingly common area of questions

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