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st: unbalanced panel


From   [email protected]
To   [email protected]
Subject   st: unbalanced panel
Date   Thu, 22 Jul 2010 12:14:33 +0300

Hi everybody!
I would like to ask your help on unbalanced panel in Stata.
As I'm a begginner in Stata, sorry if my questions are silly!
I have create a sheet in Excel that consists of 25 countries with observations
covering a 18 year period. For some countries some observations for some years
are missing, so I left these cells empty and I think I should run an unbalanced
panel (two way FE) to see the time and country effects.
1)I have imported these data in Stata and some of my observations are marked in
red whereas some other are as usual in black letters. Do these red written
observations indicate that something's going wrong or is it so because they are
decimal numbers including commas?
2)When I'm trying to estimate the time effects and two way fixed effects in my
data the xtreg does not work.
i()required
appears in Stata screen.
Perhaps I do not use the right commands.
I follow the process that Βaum suggests in his book.
That is:
.tabulate year, generate (yr)
.forvalues i=1990/2007{
2. local ++j
3. rename yr'j' yr'i'
4. quietly replace yr'i'=yr'i'-yr18
5. }
.drop yr18
.xtreg MY DEPENDENT {MY INDIPENDENT} yr*, fe
Can you please suggest which command should I use?
Many thanks!

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