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st: RE: tsset multiple imputation panel data


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: tsset multiple imputation panel data
Date   Wed, 12 May 2010 19:21:06 +0100

There are no work-arounds here. 

-tsset- demands that 

1. panel data are -tsset- by specifying identifier and time.

2. panel data occur at most once for each combination of identifier and
time. 

Either you arrange that the data meet that -- e.g. by working with one
imputed dataset at a time -- or you work outside the framework of
-tsset-. There is no third way. 

Nick 
[email protected] 

I need to generate lagged predicting variables for the multiple
imputation
panal data. To gerenrate lagged varaibles, i need to teset the data
first.

However, i tried tsset id time and get the error message of "repeated
time
values within panel". I think that is casused by the five multiple
imputed
datasets and now saved in one database.

Then i tried tsset id time _mj. The error message says "too many
variables
specified." Can anyone advice me on how to solve this problem?

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