Re: st: panel data/no observations

[Nick Cox <njcoxstata@gmail.com>]

Odd things that can happen:

Missings

Strings that should be numeric

Gaps implying missings

Incorrect -tsset- or -xtset-, e.g. you have declared daily dates, but
you have days once per week or or days once per month

Nick
njcoxstata@gmail.com


On 16 August 2013 16:13, William Buchanan <william@williambuchanan.net> wrote:
> Given the reported error, it'd be helpful to see exactly what you typed into Stata as well as the number of observations in your data set.  It is possible that while you were recoding variables you did not populate all of the observations that should have valid values which would negatively affect your estimation sample.
>
> HTH,
> Billy
>
>
>
> On Aug 16, 2013, at 10:01 AM, Andrew Reed <drew.reed1@gmail.com> wrote:
>
>> I am trying to run a panel regression in Stata in order to determine spillover effects of an 'event' entity on 'non event' entities. The basic idea is to see if credit rating news announcements on one entity affect the exchange rates of other entities. I have therefore created an event dummy variable where I use '1' to define the event, and events can range from [-1,+1] to [-1,+7].
>>
>> I have furthermore created a modification of my delta.exchange_rate variable where I omit changes in the exchange rate of an event entity in order to measure the effect of the credit rating news announcements only on 'non-event' changes in exchange rates. The problem is that now when I run the panel data regression I am served with an r(2000) error report saying that I lack observations. Does anyone know how to overcome this problem? My econometric equation takes the following form, where i denotes an 'event' entity and j represents all other entities that are defined as 'non-event'.
>>
>> delta.exchange_rate.j,t = alpha + beta.1(delta.change in credit rating)i,t + beta.2(event credit rating level)i,t + beta.3(non-event credit rating level)j,t + lamda(controls, etc) + epsilon
>>
>> If anyone has any suggestions or clarifications I would greatly appreciate it. Also, if clarifications for my own problem are needed, please feel free to let me know.
>>
>> Sincerely,
>>
>> Andrew W. Reed
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