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Re: st: AW: xtpcse regression
From
Bin Dong <[email protected]>
To
[email protected]
Subject
Re: st: AW: xtpcse regression
Date
Sun, 18 Jul 2010 20:49:04 +1000
Dear Martin,
Thank you for your king help. I have typed: "table year firm,
contents(freq) col", and the Stata results look as follows. So it
seems there are least four years with information on all panels
members. Is my understanding right? Thanks firm
year 600687 600690 600691 600696 600706 600711 600715 600732 600738 600743 600770 600771 600777 600790 600803 600804 600811
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
3 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
4 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
5 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
6 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
Cheers,
Bin
2010/7/18 Martin Weiss <[email protected]>:
>
> <>
>
> You can check whether there is still a time period which has information on
> all panels members like this:
>
>
> *************
> webuse grunfeld, clear
> set seed 34205
> drop if runiform()<.2
>
> //still a year there with 10 obs?
> table year company, contents(freq) col
> //so -xtpcse- still works
> xtpcse invest mvalue kstock
>
> drop if inlist(year,1942,1949,1951) & c==3
> //still a year there with 10 obs?
> table year company, contents(freq) col
>
> //answer: "no"
> cap xtpcse invest mvalue kstock
> di in r "Error code: " _rc
> //so -xtpcse- fails
> //but works with the -pairwise- option:
> xtpcse invest mvalue kstock, pairwise
> *************
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Bin Dong
> Gesendet: Sonntag, 18. Juli 2010 11:27
> An: [email protected]
> Betreff: st: xtpcse regression
>
> Dear all,
>
> Stata tell me "no common time periods between panels" when I run
> xtpcse with my firm-year panel. Actually I have three kinds of firms
> in my data set. For the first kind, I have 2003-2008 data, For the
> second kind, I have 2003-2007 data. And for the third kind of firms, I
> have 2004-2008 data. I am wondering why Stata thinks there are no
> common time periods between panels even if I cut all 2003 and 2008
> data. Is there anyone who has an idea about it? Thank you very much in
> advance.
>
> Cheers,
> Bin
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--
Bin Dong | Doctoral Student
School of Economics and Finance | Queensland University of Technology
Phone: +61 7 3138 6659 | Email: [email protected] | Location:
Z857-06(Gardens Point)
*
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