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st: XTSet: Imputed longitudinal panel data


From   "Castle, Melissa H" <mhc14@pitt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: XTSet: Imputed longitudinal panel data
Date   Sun, 9 Jan 2011 15:57:10 -0500

Hi Stata-listers,


I¹m having a tough time setting my imputed dataset as time-series panel
data, and would greatly appreciate your help. Some background information:

I¹m working on a dataset that contains time-series panel data.  I recently
imputed this data in wide form using the MIM command in STATA 10 to create
10 imputed datasets.  I then used the ­reshape- command to convert it back
into long-form.  I need to STATA to recognize that my data is longitudinal
panel data.   The command I usually use for this is:
xtset c_id timevar

This usually works perfectly... But seems to be a little trickier when using
an imputed dataset.  When I use the above command, I get an error ³repeated
time values within panel².  I suspect this is because my panel-time variable
repeats for each iteration of imputations:
C_id    _mj     timevar
1       1        1
1       2        1
1       3        1
1       1        2
1       2        2
1       3        2
1       1        3
1       2        3
1       3        3
(Sample dataset: _mj = imputed dataset identifier).

So, I have a few questions:
* It seems that using XTSet isn¹t supported by MIM in Stata 10.  Is there
another way?
* The interwebs seem to suggest that this might be possible with the mi
command in Stata11, but I have yet to see a command implementing a panel and
time-series identifier.  Is this possible in Stata11?
* I tried to perform the command on each imputed database with an if
statement (xtset c_id timevar if _mj=1), but it says ³if not allowed². Is
there another way to apply a filter to the data?  Is this even a reasonable
work-around?  

I (and my thesis defense) would be wonderfully grateful for any help.

Thanks!

Melissa H. Castle
Doctoral Student
Clinical/Developmental Psychology
University of Pittsburgh



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