[Carlo Lazzaro]

Hhalid:
-xtabond- needs your dataset to be -xtset- with timevar too, otherwise time-series operators (lags, in your case) are not allowed:

xtset panelid timevar

[Khalid Atinoaga Compaore]

Dear Carlos,

It was my guess, I tried to used tsset to call up/declear timevar... unfortunately using the ff. code:

 xtset country year
repeated time values within panel

          storage   display    value
variable name   type    format     label      variable label
------------------------------------------------------------------------------------
year            float   %9.0g

[ tsset country year/CODE]

when xtset year is seen as panel var ,,,,,ie. 



	
	
 xtset year
       panel variable:  year (unbalanced)
[CODE
year
-----------------------------------------------------------
              |      Freq.    Percent      Valid       Cum.
--------------+--------------------------------------------
Valid   1999  |      93488      34.70      34.70      34.70
        2000  |      88513      32.85      32.85      67.55
        2001  |      87422      32.45      32.45     100.00
        Total |     269423     100.00     100.00           
-----------------------------------------------------------

This is how it looks like when trying to declare a time var....country, year and hid are the first three variables on the panel row in the data set...What else can i do please...?

Best regards for the first response...


Khalid

[Carlo Lazzaro]

Khalid:
in order to -xset- your dataset with timevar too, it has to be more detaled, if feasible.
Otherwise, you can -xtset- your dataset with panelid only and run static (but not dynamic) panel dataset regressions.

[Khalid Atinoaga Compaore]

Carlos,

"it has to be more detaled, if feasible". Can you explain further?

'

Otherwise, you can -xtset- your dataset with panelid only and run static (but not dynamic) panel dataset regressions.

"Otherwise, you can -xtset- your dataset with panelid only" This was what i picked from yoiur earlier advice in the previous post. But for reason of satisfying Arellano's dynamic panel.

I am grateful.

Khalid

[Carlo Lazzaro]

Khalid:
let's say that, in a given panel (i.e. group ob observations belonging to the same panelid) the timevar of all oservations is 30Apr2022.
If you -xtset- your dataset with this panelvar, Stata throws the -repeated time values within panel- mesage (aka error -r(451)-).
To fix this nuisance:
1) you could -xtset- your panel dataset with panelvar only (but this won't work for -xtabond-);
2) if feasible, you could detail your panelvar adding to date hours, minutes, seconds for each observation.

[Khalid Atinoaga Compaore]

Dear Carlos,

acknowledged. Point 1. is where i find myself. Point 2. I saw the options during my search earlier. Would explore how to do that using help....the results with be shared for further advuce. Grafeful once again.

Khalid