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Re: st: Problem with paneldata
From
Thomas Gericks <[email protected]>
To
[email protected]
Subject
Re: st: Problem with paneldata
Date
Wed, 16 Jun 2010 21:39:07 +0200 (CEST)
I changed the time series to quartal.
it says:
. xtset gvkey2 quartal
panel variable: gvkey2 (unbalanced)
time variable: quartal, 5 to 199, but with gaps
delta: 1 unit
when i now try:
gen lag_saleq = L.saleq
it gives me the error: "Not sorted"
before i used datadate!
there it gave me:
. xtset gvkey2 datadate
panel variable: gvkey2 (unbalanced)
time variable: datadate, 30 Apr 61 to 31 Dec 09, but with gaps
delta: 1 day
The delta is wrong. it should have been. quarterly.
I have no idea how to solve this problem.
Thanks
-----Ursprüngliche Nachricht-----
Von: Scott Merryman <[email protected]>
Gesendet: 16.06.2010 21:22:32
An: [email protected]
Betreff: Re: st: Problem with paneldata
What does -xtset- report? Does the time variable have gaps? Is the
delta set appropriately?
Scott
On Wed, Jun 16, 2010 at 2:09 PM, Thomas Gericks wrote:
> Hello,
>
> I am working with panel data.
>
> Therefore i declared it as paneldate, saying:
>
> xtset gvkey (company name) datadate(time)
>
> Now, when i try to work with lagged values, i.e.
>
> gen lag_saleq = L.saleq
>
> It doesnt show me any errors but the varlist lag_saleq is always empty, instead of having the value of the last time period.
>
> What do i do wrong? Can anyone help me?
>
> Thanks a lot,
>
> Thomas Gericks
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