Hi,
I was reading the comments below and was having the same problem.
The problem occurs because you cannot specify more than one variable as the
panel idenfifier. Typing 'help tsset' produces the following explanation:
Declare data to be time series and specify the time variable
tsset [panelvar] timevar [, options]
INSTEAD, allowing tsset to be:
tsset (varlist) timevar [, options]
would allow a panel identifier that is composed of more than one variable.
How can one address these types of development issues more directly to the
Stata team?
Thanks for reading,
Charles Thibault
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of n j cox
Sent: Sunday, May 21, 2006 12:28 PM
To: [email protected]
Subject: Re: RE: st: RE: tsset
Alexander Nervedi
apologies for any confusion in the way I have been using terms. in my
mind there is no missing data. the data set clearly tells me that for
county = x, household = 1, year = 1 variable V1(x,h,t) = x111. The data
set however does have gaps such as
county household year V1
x 1 1 12
x 1 2 13
x 1 4 12
x 1 7 12
So without any missing data, I define a uniqe household id using
egen uid = group(county household)
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
x 1 4 12 1
x 1 7 12 1
I need this so that I am able to tsset my data set.
tsset uid year
Once tsset, I would like to enter the gaps into the dataset, and tsfill
does
it for me.
tsfill, full
However, using tsfill creates missing observations whose values i actually
do know. for variables it is a 0 and for identifies like county and
household, it has to be the same value within uid. Thus, my data set looks
like:
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
. . 3 . 1
x 1 4 12 1
. . 5 . 1
. . 6 . 1
x 1 7 12 1
The coding instructions tell me that V1 = 0 for the missing years.
however,
I still need to fill in the county and household vairable missings
observations that tsfill created. and currently, I am using a sequence of
replace with leads and lags within uid to fill this. I was hoping there
maybe an automated way of doing this.
thanks for your response.
>>> This appears to fall under the FAQ
How can I replace missing values with previous or following nonmissing
values?
How can I replace missing values within sequences?
http://www.stata.com/support/faqs/data/missing.html
Note that
. search missing
would have pointed you to this directly.
However, applying the rules appears a little tricky
in your case as
. sort county household
will mess up your sort order. It would seem that
replace county = county[_n-1] if mi(county)
replace household = household[_n-1] if mi(household)
should work.
Nick
[email protected]
Nick Cox
>The effect of your -egen, group()- is
>to lump all the missings on -county-
>and/or -household- together. In cases
>where -household- is missing but not
>-county-, or vice versa, that throws
>away some information.
>
>-egen, group() missing- will do a bit
>better.
>
>But the reconstruction of missing data
>seems somewhere between difficult and
>impossible, on least on the information
>you provide.
>
>For example, suppose
>you have -county- but not -household-.
>There seem two possibilities. The
>household is in fact one of the other
>households in the same county in
>your dataset, or it is not. Do you
>have any grounds to say which is correct?
>
>Conversely, suppose you have -household-
>but -county-. It may be that your numbering
>system will enable you to reconstruct the
>-county-.
>
>Finally, suppose you have neither -household-
>nor -county-. If there is a method for
>imputing, it must be based on the other variables.
>
>Nick
>[email protected]
>
>Alexander Nervedi
> >
> > I have panel data with gaps. After tssfill, full i have a
> > complete data that
> > but there are many covariates, some string and some numeric,
> > that become
> > complete but are actually not. For example.
> >
> > egen uid = group(county household)
> > tsset uid year
> > tsfill, full
> >
> >
> > will generate missing values for county and household to fill
> > in the gaps,
> > even though uid and year are complete. what is a good way to
> > fill in missing
> > observations for variables like county and household ?
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