I assume identifier variable -id-, time variable -t-
and that you have -tsset- the data.
For regression it's problematic if either the response
or any of the covariates is missing. Compute
. egen nmiss = rmiss(y x1 x2 x3)
One way of doing it then is to use -tsspell- from
SSC.
. ssc inst tsspell
. tsspell, cond(nmiss == 0)
defines spells for which all variables are present,
and does so automatically within panels.
The longest spell in each panel is then
. egen longest = max(_seq), by(id)
and you can
. drop if longest < 4
Nick
[email protected]
Vidya Mahambare
> For panel data regression, I want to include only those
> firms which have
> observations for at least for four consecutive years out of
> ten. I suppose I
> have to use drop or keep command, but can't figure out how.
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