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st: xtpcse - "no time periods are common to all panels"

From   Wayne Sandholtz <>
Subject   st: xtpcse - "no time periods are common to all panels"
Date   Thu, 17 Nov 2011 09:45:15 -0800

Thanks to Kit, Gordon, and Nick for their helpful answers to my question about -xtpcse-. I had assumed that all of the panels included at least some common years, but that was not the case. There may be easier ways to check this, but here is how I did it:

* how many panels are present in each year?
tabstat year, by(year) stat(N)
xtset panel_id year
* what is the pattern of missing years?
by panel_id: gen yrs=_N
tab yrs
sort yrs panel_id year
* visually checking the sorted data, it was easy to see that countries with fewer than 12 years of data were the problem
drop if yrs<12
drop yrs

Wayne Sandholtz

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