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Re: st: sspace with panel data
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: sspace with panel data
Date
Thu, 28 Oct 2010 10:25:39 +0100 (BST)
--- On Thu, 28/10/10, sergio sola wrote:
> I would like estimate a state space model using the command
> sspace; Do you know if it can be used with panel data?
> As far as I know it should but when I try I get the error
> message "sample may not include multiple panels"
The fact that it is documented in time series manual [TS] rather
than the panel data manual [XT] is a clear indication that it
does not apply to panel data.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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