st: conception confusion - "fixed effects" and time effect on data with time factor

[House Wang <jwanghouse@gmail.com>]

Folks,

Very sorry to bother you on this tricky question.

My data is not a typical longitudinal (panel) data: they are not
observations on the same subjects across 30 years, but observations on
similar subjects across 30 years (like different persons in different
years).

There are a lot of solutions for fixed effects in typical panel data.
But for my data, I even cannot say there are "fixed effects" across years.
What I can only say for my data: 1, there is a time factor in the data
(30 continuous years).
I have two questions:
1, Should there be a time effect on the data, conceptually? (This is
easy for panel data, but for my data, I cannot tell.)
2, if so, is there anyway that I can find changes of the D.V. as the
result of time change (30 years)?
3, if so, what is the general command and procedure I can use?
(tsset can be used to claim time series data, but my data is not a
typical panel data. So what command can I use?)

Thanks a lot.

Jianying
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