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Re: st: Interactions between tsset and sort
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Interactions between tsset and sort
Date
Sat, 12 Feb 2011 04:32:05 -0600
Use -xtset- rather than -tsset-.
With the -xtset panelvar- syntax, the sort order is not changed.
Scott
On Sat, Feb 12, 2011 at 4:25 AM, Nick Cox <[email protected]> wrote:
> Whether StataCorp [not Stata Corp, for delicate but compelling
> reasons] should do this is for them to decide, but the case does not
> sound very convincing to me. I'd guess the fraction of times something
> like this is needed is much less than 5%.
>
> In any case, I have a much better solution for you. Clone -tsset- and
> modify it so that it works exactly as you want. Your need is
> sufficiently strong that this would be a better solution for you
> long-term.
>
> Nick
>
> On Sat, Feb 12, 2011 at 7:53 AM, Gordon Hughes <[email protected]> wrote:
>> I would like to raise a point for general discussion and perhaps
>> consideration by Stata Corp. It concerns the way in which --tsset-- sorts a
>> panel dataset. As far as I understand, using --tsset panel time-- is
>> equivalent to --sort panel time-- with respect to the sort order of the
>> data. A later sort such as --tsset time panel-- cancels the tsset status of
>> the data.
>>
>> This is the right thing to do in 95% of cases because it ensures that time
>> series operators work correctly. However, there is a class of circumstances
>> in which this behaviour has unwanted consequences. I am dealing with
>> spatial panel data for which the natural way to stack panel data corresponds
>> to sorting by time, then panel so that spatial correlations between panel
>> (spatial) units can be dealt with more easily. At the same time for
>> user-written routines it is still necessary to have the data --tsset-- in
>> order to identify the panel and time variables easily.
>>
>> To get round the problem I use --tsset, noquery-- to identify the panel and
>> time variables, then -sort time panel-- and then finally --tsset panel
>> time-- at the end of the ado file. This is ok if everything works but it
>> leaves a mess behind if the routine exits with an error. It would be much
>> easier if --tsset-- had an option - e.g. [nosort] - which leaves the sort
>> order of the data untouched, but also tells Stata that the data is not time
>> series data so that time series operators cannot be used.
>
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