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st: Interactions between tsset and sort


From   Gordon Hughes <G.A.Hughes@ed.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interactions between tsset and sort
Date   Sat, 12 Feb 2011 07:53:26 +0000

I would like to raise a point for general discussion and perhaps consideration by Stata Corp. It concerns the way in which --tsset-- sorts a panel dataset. As far as I understand, using --tsset panel time-- is equivalent to --sort panel time-- with respect to the sort order of the data. A later sort such as --tsset time panel-- cancels the tsset status of the data.

This is the right thing to do in 95% of cases because it ensures that time series operators work correctly. However, there is a class of circumstances in which this behaviour has unwanted consequences. I am dealing with spatial panel data for which the natural way to stack panel data corresponds to sorting by time, then panel so that spatial correlations between panel (spatial) units can be dealt with more easily. At the same time for user-written routines it is still necessary to have the data --tsset-- in order to identify the panel and time variables easily.

To get round the problem I use --tsset, noquery-- to identify the panel and time variables, then -sort time panel-- and then finally --tsset panel time-- at the end of the ado file. This is ok if everything works but it leaves a mess behind if the routine exits with an error. It would be much easier if --tsset-- had an option - e.g. [nosort] - which leaves the sort order of the data untouched, but also tells Stata that the data is not time series data so that time series operators cannot be used.

Gordon Hughes
g.a.hughes@ed.ac.uk

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