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Re: st: FW: How to keep only firms that have at least two consecutive years of data


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: FW: How to keep only firms that have at least two consecutive years of data
Date   Thu, 5 Jul 2012 16:00:21 +0100

Muhammad's code finds panels with two or more years of data. Nothing
implies that they will all be consecutive.
Best to omit the square brackets, by the way.

A more general question has long been an FAQ

FAQ     . . . . . . Identifying runs of consecutive observations in panel data
        . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and V. Wiggins
        8/02    How do I identify runs of consecutive observations
                in panel data?
                http://www.stata.com/support/faqs/data/panel.html

But something simpler may suffice here, say

bysort id (year) : gen spacing = year - year[_n-1]
bysort id (spacing) : keep if spacing[1] == 1

because if there are at least two consecutive years, the smallest
spacing will be 1 year.

I am not clear whether "missing values" means what it says or refers
to gaps in the data.

Nick

On Thu, Jul 5, 2012 at 3:13 PM, Muhammad Anees <[email protected]> wrote:

> Check this might help you.
>
> xtset id year
> bys id: gen nyear=[_N]
> keep if nyear>1

 On Thu, Jul 5, 2012 at 7:04 PM, umut senalp <[email protected]> wrote:

>> I have a panel of 1250 units (firms) and five variables (with missing values), for the time period of  2003 to 2011. I would like to keep only firms that have a minimum of 2 consecutive annual observations for all variables together. I would be glad if you could help me to write a code for it.

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