Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: sspace with panel data

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: sspace with panel data
Date   Thu, 28 Oct 2010 10:25:39 +0100 (BST)

--- On Thu, 28/10/10, sergio sola wrote:
> I would like estimate a state space model using the command
> sspace; Do you know if it can be used with panel data?
> As far as I know it should but when I try I get the error
> message "sample may not include multiple panels"

The fact that it is documented in time series manual [TS] rather 
than the panel data manual [XT] is a clear indication that it
does not apply to panel data.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index