Dear Statalist
I have a Problem with Tsset. I just tried with the link
http://www.stata.com/support/faqs/data/repeatedtime.html
But I cant find the solution.
I have the following dataset:
Firmname Rec. Rec_2 BNUM Id monthend
|---------------------------------------------------------------------------
-----------
1. | ABB 4 2 ABN Amro 1 15705
|
2. | ABB 3 5 BCV 2 15644
|
3. | ABB 4 4 BNP Paribas 3 15613
|
4. | ABB 4 4 BNP Paribas 3 15674
|
5. | ABB 3 2 BNP Paribas 3 15764
|
|---------------------------------------------------------------------------
-----------
6. | ABB 2 2 BNP Paribas 3 15764
It is a sample with stockrecommendations about 5 years. The variable
monthend was generatet:
- Gen daily = date(datum,"dmy"
- Egen monthend = eomd(daily)
The ID was generated:
egen Id= group( titelname BNUM)
Now i have to Tsset my data:
- tsset Id monthend
And then I get the "repeated time values within panel" - misstake.
Of course there are repeated time values in my data, there are many
observations about the same firm from the same broker in the same month, or
sometimes on the same day.
. duplicates report Id monthend gives me about 500 duplicates.
How can I solve this problem? I cant delete all the duplicates and I have to
analyse the data for each month. I have to tsset my data, because I want use
tssfill after tsset.
Many thanks
Tobias
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