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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Grouping firmid or not to tsset data ? |
Date | Mon, 20 Jan 2014 21:20:17 +0000 |
In other words, -group()- is used with -generate- is emphatically _NOT_ the -group()- as used with -egen-. Nick njcoxstata@gmail.com On 20 January 2014 21:16, Nick Cox <njcoxstata@gmail.com> wrote: > If you really are typing > > gen firmid = group(permid) > > then that triggers the undocumented Stata function -group()-. That's > going to be very wrong for you. With > > egen firmid = group(permid) > > you might try > > egen double firmid = group(permid) > > instead. > > Nick > njcoxstata@gmail.com > > > On 20 January 2014 19:03, Abdalla, Ahmed <ahmed.abdalla@kcl.ac.uk> wrote: >> Dear Statalist >> I have a panel id (permno) and two time variables (yr) and (mth) and want to tsset my panel based on permno yr mth >> I run: >> gen timeid = ym(yr, mth) >> gen firmid=group(permno) >> >> tsset firmid timeid >> //I get the error message -repeated time values within panel >> >> when I run tsset permno timeid >> //it works properly. >> >> I changed my data set, and used another data set to rule out any problems with my data, however still get the same results ! >> >> Can I tsset when only the time variables are grouped in one timeid and the firmid is not grouped ? Is it correct? >> >> Thanks >> >> >> >> >> >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/