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re: st: tsset error codes


From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   re: st: tsset error codes
Date   Thu, 23 Feb 2012 15:47:15 -0500

<>
I am beginning an analysis of some Consumer Expenditure Survey data.  I have quarterly data sets from 1996 through 2009.  I have a variable  called 'timevar' which is a sequential number unique to each quarter.  I used the following code in an attempt to tsset the data:


If I'm not mistaken, CES data are a cross-section for each quarter, so you do not have a time series; you have as many 'repeated time values' as there are individuals in a quarterly dataset. Thus you cannot use tsset with one argument no matter what. But it's not a panel either, in that households rotate out of the survey after 5 quarters. So you have to treat these data with caution.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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