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  • xtgee repeated time values within panel in corr(AR1) and corr(unstr) but not in corr(ind) and corr(exc)

    I am trying to run a xtgee model, and have made sure to have unique panel (Employee-Year).

    However, when I specific corr to be AR1 or unstr, it gives the error msg "repeated time values within panel"
    xtgee y x1 x2 x3 Experience Year, family(gaus) link(iden) i(FirmID) corr(AR1) t(Experience)
    xtgee y x1 x2 x3 Experience Year, family(gaus) link(iden) i(FirmID) corr(unstr) t(Experience)

    But, if I specify corr to be ind or exc, I do not receive any error msg.
    xtgee y x1 x2 x3 Experience Year, family(gaus) link(iden) i(FirmID) corr(ind) t(Experience)
    xtgee y x1 x2 x3 Experience Year, family(gaus) link(iden) i(FirmID) corr(exc) t(Experience)

    Any idea why? Many thanks in advance.

  • #2
    Are you completely sure you don't have repeated time values within panel? Try isid employee year and see if it returns an error message.
    Can you replicate this with a Stata dataset or can you upload a sample of your data?

    PD:
    1) Statalist courtesy is to post with your real name. Please Read The FAQ.
    2) Please provide tags for your question. Suggested tags are Panel Data. xtgee
    Jorge Eduardo Pérez Pérez
    www.jorgeperezperez.com

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