Hi all.
Thanks to Scott's helping hand, I now have a data set in long format,
structured as below.
However, I would now like to run a xtgls for each id, and I'm not sure how
to get around the problem with tsset.
The data is structured as:
id    year    eqno
1    1975    1
1    1976    1
1    1975    2
1    1976    2
2    1975    1
2    1976    1
2    1975    2
2    1976    2
and I would like to perform one regression per id in which eqno is the panel
variable and year is the time variable.
forvalues i = 1/2 {
xtgls varlist if id == `i', nocons  p(c)
}
I realize that it is not possible to make any "local tsset", and running
forvalues i = 1/2 {
xtgls varlist if id == `i', i(eqno) t(year) nocons  p(c)
}
(clearly) does not do it either.
If this is just a stupid RTFM-question, could someone then please give a
suggestion of where to find it? Any help appreciated.
All best,
Jan
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