Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: Panel data
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Panel data
Date
Wed, 1 Feb 2012 11:43:04 +0000
It seems that all you can reasonably do is -xtset firm_id- but you then still need to worry about what generating process assumptions match your situation and quite how your fixed and random effects arise. I have no advice on that.
Nick
[email protected]
Alexander James
I am working on a database that has firm year observations. Each observation regards the degree of familiarity that a firm has with a new acquired technology. Accordingly the dependent variable measures the number of new products released in year t2.
I am trying to run a FE or RE model capturing the effects of familiarity on the dependent variable (Probably a negative binomial). However, the problem is that I have multiple observations per year. In other words, the same firm may acquire more than one technology in the same year, that will have different degrees of familiarity.
When I try to run the xtset firm_id year, I get the message repeated time values within panel. I read some topics explaining how to correct in case it is a mistake, but in my setting that is how the data really is.
Would someone have any suggestion how to approach this issue?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/