Dear All,
I am trying to estimate a three-nested error component model using -
gllamm- (thanks to Stas for pointing it out!). I have got an
unbalanced panel data for 800 firms, 1000 analysts during 6 years.
Every single firm is followed at least by 2 analysts per year, but
there is only one observation per analyst per year per firm.
Firm Analyst Year
1 1 2000
1 1 2001
1 2 2000
1 4 2001
2 5 2000
2 6 2000
When I run the model: Gllamm depvar indepvar, i(idfirm, idanalyst,
idyear) trace
a message saying that there are "insufficient observations". Does
this mean that -gllamm- requires at least 2 observations per group
(in my case per analyst in the same year for a specific firm) to be
able to run or my data are inappropriately arranged? I could not find
anything about this on FAQ or in the book.
Any suggestions are more than welcome.
Many thanks,
Svetlana
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
