Timeline for Unique time variable panel regression fixed effect
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| May 9, 2013 at 10:07 | comment | added | Metrics | This question on statalist might help you. | |
| May 8, 2013 at 13:22 | vote | accept | Henk | ||
| May 8, 2013 at 12:28 | comment | added | Nick Cox |
Best to look at it backwards. If you want to use any method that requires tsset or xtset first, then you must have no more than one (panel identifier, time) pair. But you can define panels as (country, firm) pairs and that's often a good idea. See stata-journal.com/sjpdf.html?articlenum=dm0034 for technique. egen panel = group(country firm), label would be an example.
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| May 8, 2013 at 12:23 | comment | added | Henk | Hello Nick, a cusip is a number that identifies securities. In case of my research the cusip code is a unique key that links the various characteristics to individual firms. So the panels are indeed firms. But if I want to analyse, lets say, the counties (which than will serve as a panel) I have to average all the firm's result (sharpe ratio, dividend yield, etc.) in that year. This way the problem of 'repeated observations' is eliminated? TCan you tell if i I correctly understood you? Thnx | |
| May 7, 2013 at 22:42 | comment | added | Henk | I'll take a look at the readings, thnx! | |
| May 7, 2013 at 12:53 | history | answered | Nick Cox | CC BY-SA 3.0 |