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st: year dummies and time dummies reg.


From   preethi <[email protected]>
To   [email protected]
Subject   st: year dummies and time dummies reg.
Date   Wed, 19 Feb 2014 08:49:22 -0800 (PST)

Hi Sir/Madam,
                   I am S. Preethi doing Ph.D on Vertical FDI Spillovers. I
am using the Levinsohn-Petrin approach to estimate the TFP. I am using Stata
for this. I have a doubt in this. When I try to run the levpet command, I
get the error 'repeated time values within the panel'.
                   My data set is like this. I have data for 13 industries
and for each industry I have data for 11 years ie., 2001-2011. May be this
is the reason why i get the error. From the previous studies I understand
they have given year dummies and firm dummies. 
                   My question is how I should give the dummies. (Year id
and Firm id). Kindly help me in this regard. Waiting for a reply. If I
should give more information, kindly let me know.

Regards,
S. Preethi,
Doctoral Scholar.
                   
                   



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