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  • Grouping states into regions panel ARDL

    Hello!

    I am analysing USA states panel data from 2000Q1-2023Q2, using panel ARDL (PMG/MG/DFE) I want to group the states into 8 regions defined by BEA and analyse the results. Stata doesn´t allow multiple same time variables in same group Lets say 1 group has 6 states, meaning 6 observations per one quarter, leading to duplicates in time variable. Using xtset gives error "repeated time values within panel". Should I take average across all the states across one group and how would it look like using a code in Stata?

    Code:
             1   Massachussets    1/1/1991 |
       2. |  1   New Hampshire    1/1/1991 |
       3. |  1     Connecticut    1/1/1991 |
       4. |  1         Vermont    1/1/1991 |
       5. |  1    Rhode Island    1/1/1991 |
          |--------------------------------|
       6. |  1           Maine    1/1/1991 |
       7. |  1         Vermont    4/1/1991 |
       8. |  1   Massachussets    4/1/1991 |
       9. |  1           Maine    4/1/1991 |
      10. |  1     Connecticut    4/1/1991 |
          |--------------------------------|
      11. |  1   New Hampshire    4/1/1991 |
      12. |  1    Rhode Island    4/1/1991
    Last edited by Karel John; 01 Apr 2024, 03:39.
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