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Re: st: year-fixed effects in monthly panel

From   Maarten buis <>
Subject   Re: st: year-fixed effects in monthly panel
Date   Fri, 11 Feb 2011 14:03:21 +0000 (GMT)

--- On Fri, 11/2/11, Abhimanyu Arora wrote:
> Is there any option in the -xt- commands that could allow
> me to control for year in a panel with month as the time
> unit?

You just make a variable that represents the year and use
that in your favourite -xt- command. Assuming your time
variable is called time and is stored as %tm (see 
-help dates and times-) you can create that year variable
as folows:

gen year = year(dofm(time))

Hope this helps,

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


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