Thank you Nick!
In fact I want to try a partition cluster analysis (kmeans). I agree that the time series in the panel will be collapsed as well but after the cluster results I will paste the resulting cluster as a new variable in the original panel and split the sample base in this results. I hope this will work!
Thanks!
Claudio
----- Mensaje original -----
De: Nick Cox <[email protected]>
Fecha: Lunes, Mayo 18, 2009 7:17 pm
Asunto: st: RE: cluster analysis for panel data
> What kind of clustering would you like? That depends on your
> definition of the individuals to be clustered. You could summarize
> panels in whatever way you like and cluster those summaries also
> in whatever way you like.
> That's one pathway. But it would collapse the time series
> information in the panels.
>
> But I don't think there's a definition of cluster analysis that is
> automatically obvious for panels and I don't think there's Stata
> software specifically designed for any such decision.
>
> NB: Please don't send HTML to the list. This is explained in the
> FAQ.
>
> Nick
> [email protected]
>
> claudio cruz
>
> I have a panel dataset and I want to create different scenarios to
> evaluate the impact of X in Y using a dynamic model. So, for
> creating the different scenarios I want to create clusters based
> on x1, x2 and x3.
>
> So far, I can't found any information if there is a specific
> cluster analysis for panel data. Does anyone know what could I
> do?
>
> I was thinking in one solution. I'm not sure of doing a pooled
> cluster since some firms may be in t-1 at Cluster_a and in t may
> be at Cluster_b, right? I think it doesn't have any logic. Thus,
> I was thinking in collapsing the data by the mean of x1, x2 and x3
> for each firm and then create the clusters. Is that correct?
>
>
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>
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