st: Data manipulation: how to keep only consecutive obs in an unbalanced panel

[Roberto <terrymondo@onetel.net.uk>]

Dear Statalist friends
I am currently trying to run a GMM estimation using the xtabond2 command.

I have an unbalanced panel so I would want to manipulate my dataset in a 
way that Stata only keeps the continuous observations for each firm
For example consider these 3 firms

code    name    year    run    maxrun    _spell    _seq    _end         n 
    N
135540  A       1995     1          5            1           1  1       1 
    6
135540  A       1997    1       5       2       1       0       2       6
135540 A        1998    2       5       2       2       0       3       6
135540 A        1999    3       5       2       3       0       4       6
135540 A        2000    4       5       2       4       0       5       6
135540 A        2001    5       5       2       5       1       6       6
900327 B        1991    1       7       1       1       0       1       10
900327 B        1992    2       7       1       2       0       2       10
900327 B        1993    3       7       1       3       1       3       10
900327 B        1995    1       7       2       1       0       4       10
900327 B        1996    2       7       2       2       0       5       10
900327 B        1997    3       7       2       3       0       6       10
900327 B        1998    4       7       2       4       0       7       10
900327 B        1999    5       7       2       5       0       8       10
900327 B        2000    6       7       2       6       0       9       10
900327 B        2001    7       7       2       7       1       10      10
134982 
C        1997    1       1       1       1       1       1       3
134982 C        1999    1       1       2       1       1       2       3
134982 C        2001    1       1       3       1       1       3       3


with the tsspell command I have been able to identify the maximum number of 
consecutive observations per firms.
The problem is that if I write
keep if maxrun>=5
stata only drops firm "C" whereas I would want it to drop all the 
non-consecutive observations in all panels so that the database would look 
like:

code            name    year
135540  A       1997
135540  A       1998
135540  A       1999
135540  A       2000
135540  A       2001
900327  B       1995
900327  B       1996
900327  B       1997
900327  B       1998
900327  B       1999
900327  B       2000
900327  B       2001

Can anyone help?
Thank you all for the kind attention.
Best Regards
Roberto Mura
PhD candidate
University of York  
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