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st: RE: sspace with panel data
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: sspace with panel data
Date
Thu, 28 Oct 2010 10:31:11 +0100
Sorry, but the message means what it says. In general, Stata time series commands don't extend to panel data support unless it's obvious that they do.
Nick
[email protected]
sergio sola
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"
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