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RE: st: issues with tsset based on more than a time variable and duplicates conflicting results


From   "Abdalla, Ahmed" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: issues with tsset based on more than a time variable and duplicates conflicting results
Date   Mon, 20 Jan 2014 17:38:40 +0000

I run- tabmiss firmid timeid- and -tabmiss permno yr mth- and find no missing values in both cases.
I run again duplicates report permno yr mth-and-duplicates report firmid timeid- in the fist case, I get no duplicates, however in the second case I get 510,000 duplicates !!

Can I tsset my panel based on permno yr mth, and avoid the grouping I have done?



________________________________________
From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
Sent: 20 January 2014 17:28
To: [email protected]
Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results

A wild guess is to check for missing values on these variables, and
for rogue values of -mth- (missing, <1, >12).

Nick
[email protected]


On 20 January 2014 17:10, Abdalla, Ahmed <[email protected]> wrote:
> Dear Statalist
> I want to tsset my data based on  permno yr mth:
> I tried - tsset permno yr mth  - I get the error message "too many varaibles specified"
> I tried - gen firmid= group(permno)
>               gen timeid = ym(yr, mth)
>                tsset firmid timeid  - I get the error " repeated time values with panel
> So I tried to investigate my duplicates :
> I run the command:
> duplicates report firmid timeid
> I get
>    copies | observations       surplus
> ----------+---------------------------
>         1 |      2181223             0
>         2 |        53712         26856
>         3 |        16515         11010
>         4 |         9556          7167
>         5 |         5510          4408
>         6 |         1698          1415
>         7 |          196           168
>         8 |           48            42
>         9 |           18            16
>
> I drop my duplicates and tsset my data, it works properly. But I though to investigate the duplicates again and run this code (of course before dropping my duplicates):
> duplicates report permno mth yr, I get:
>
>    copies | observations       surplus
> ----------+---------------------------
>         1 |      2268476             0
>
>
> Why both duplicates drop based on firmid and timeid versus permno yr mth are different though the firm id groups permno and the timeid groups yr and mth ?
> Is there any other way to tsset my data based on permno yr mth rather than the grouping I have done (firmid and timeid) ?
>
>
> Thanks
>
>
>
>
>
>
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