Kremena Platikanova wrote:
> I have panel data of the form Xijt. I use
> iis [varnamei]
> iit [varnamet]
> to specify the variables corresponding to the indeces i and t,
> respectively.
Why, when you can use -tsset- instead (if you have Stata 8 or 9)? For example
. tsset varnamei varnamet
> But how do I specify the variable corresponding to the index j?
You really ought to tell us what exactly i and j are in your dataset.
Given that you're an economist, I might assume that i = firm and j =
country, but you should tell us that _explicitly_!
Assuming this is the case, -tsset- can only accept two dimensions. For
most mere mortals,
. tsset country year
would suffice, but you want to find a way of nesting firms within
countries, and that's quite tricky. The only solution I can think of would
be to
. bysort firm (country) : gen _n
and that doesn't really provide a satisfactory solution, as the index
numbers this would produce won't discriminate between either unit.
Perhaps a better, if not one-shot, solution would be to -tsset- for both i
and j seperately (along with t) and then include the variable left out as
a RHS variable in whatever model you're fitting.
Beyond that, I can't think of anything else, so I hope that helps (a bit).
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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