Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Problem with paneldata
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Problem with paneldata
Date
Wed, 16 Jun 2010 15:16:16 -0500
I am assuming the -gen lag_saleq- did not come immediately after
-xtset gvkey2 quartal- because -xtset- should have sorted the data.
Perhaps, a very brief -list-ing of gvkey2, quartal, and saleq would
help.
Does your quartal variable have consecutive values: 5, 6, 7, ...?
If not, you will end up with all missing values in your lagged
variable (with delta = 1). For example, note:
. webuse grunfeld,clear
. xtset ,clear
. replace time = time*2
(200 real changes made)
. xtset com time
panel variable: company (strongly balanced)
time variable: time, 2 to 40, but with gaps
delta: 1 unit
. gen laginvest = l.invest
(200 missing values generated)
. xtset com time, delta(2)
panel variable: company (strongly balanced)
time variable: time, 2 to 40
delta: 2 units
. gen laginvest2 = l.invest
(10 missing values generated)
Scott
On Wed, Jun 16, 2010 at 2:39 PM, Thomas Gericks <[email protected]> wrote:
> 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"
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/