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st: Setting panel data when you have more than two id variables


From   Stefan Nikolic <[email protected]>
To   statalist <[email protected]>
Subject   st: Setting panel data when you have more than two id variables
Date   Tue, 19 Nov 2013 17:11:52 +0000

Hi, I am new to Statalist and would like to know if I can use xtset
with my data.
I am using Stata 12.0 for Windows.

To run wanted estimations I first need to set my data to panel data.
If my data set would contain only the country(i) and year(t) dimension
(i.e. two id variables), I would use the command xtset country year.
But, since I have the industry(j) dimension as well, I am puzzled as
to how to get Stata to recognise this in my data set, and set it is as
panel. Any suggestions?

Looking forward to your suggestions and help.
Kind regards,
Stefan Nikolic
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