Re: st: RE: tsset in xtabond2

[<suryadipta.roy@lawrence.edu>]

Jean,

Thanks for your response! Since there is more than one 
country in a region, they get repeated for different years 
of data. I understand (region-ID year) doest not identify 
the countries. Any suggestion as to how to run regional 
fixed effects instead of individual country fixed effects?

Thanks,
Suryadipta.



On Tue, 15 Aug 2006 16:34:58 -0400
 "Salvati, Jean" <JSalvati@imf.org> wrote:

> <tsset region-id year> would be correct if these two 
> variables uniquely
> identified all observations in your sample--that is, if 
> each (region-id,
> year) combination appeared only once in your sample. 
> The error message that you got ("repeated time values 
> within panel")
> indicates that this is not the case: for at least one 
> value of
> region-id, the same year appears at least twice. This 
> can be the result
> of a data input error, or it can indicate a more 
> fundamental
> organization problem in your panel.
>
> Jean Salvati
>
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf 
> > Of 
> > suryadipta.roy@lawrence.edu
> > Sent: Tuesday, August 15, 2006 11:44 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: tsset in xtabond2 
> > Hi,
> >
> > I am trying to do a panel GMM estimation (using xtabond2 
> > in 
> > Stata) using regional grouping dummies instead of 
> > country 
> > dummies and the xtabond2 command needs the data to be 
> > tsset. 
> > Thus, tsset (country-id year) is not what I want and 
> > tsset 
> > (region-id year) is not working. Obviously, it says 
> > "repeated 
> > time values within panel".
> >
> > Can someone kindly help me with the right command for 
> > tsset? 
> > Is tsset (year region-id) correct for my purpose?
> >
> > Thanks!
> > Suryadipta.
> >
> >
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Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
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