I am not clear what level of support you seek and whether Statalist is
the best medium to provide it. But in a word, seasonality is likely to
be part of what you see in monthly data. Seasonality is either a
distraction or a matter of great interest, depending on the researcher
and the problem. If it was a matter of great interest to you, you
probably wouldn't be asking this. But it will be there nevertheless. If
it really isn't, you can collapse to yearly data without much loss.
A -search- on season will point to some Stata material.
More obviously, you have more data which is usually good....
Nick
[email protected]
Pavlos C. Symeou
I need to do some regression analysis using monthly panel data for a
number of years. For my previous research I have only used yearly data
and I am wondering whether monthly data require different approaches of
analysis, for instance in the use of the -xtreg- command. I have
formatted my monthly data in a mode that STATA understands and organised
my data with -tsset-. I was wondering whether you could enlighten me and
possibly suggest any resources that I can use to familiarise myself with
monthly data analysis, if it actually differs from yearly analysis.
*
* 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/
