The reason mainly revolves around tsfill. When doing -
egen groupvar, group()
tsset groupvar timevar
tsfill, full
- the information that identifies the panels, for example counties and
households jointly, is lost.
The information needs to be replaced manually according to the method you
described, namely:
replace county = county[_n-1] if mi(county)
replace household = household[_n-1] if mi(household)
Allowing multiple variables to identify the panel would avoid this step and
the first egen command, which not only saves time but also avoids potential
danger for a novice if the user first sorts on county and household and THEN
replaces the missing data.
Charles Thibault
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