Hi dear all i am getting the below error of not sorting of data before running gmm...can you share with me some expertise how should i sort my data for running difference and system gmm. the error is shown below
. xtabond2 lneconomic_growth l.lneconomic_growth lninflation lnpopulation lnunemployement lnsecondary_school lntrade lnacco
> unts lnborrowers lnbank_branches lndebit_cards lnlife_insurance lndepositors y*, gmm(l.lneconomic_growth) iv(lninflation ln
> population lnunemployement lnsecondary_school lntrade y*) noleveleq nodiffsargan robust small
not sorted
r(5);
. . xtabond2 lneconomic_growth l.lneconomic_growth lninflation lnpopulation lnunemployement lnsecondary_school lntrade lnacco
> unts lnborrowers lnbank_branches lndebit_cards lnlife_insurance lndepositors, gmm(l.lneconomic_growth) iv(lninflation lnpop
> ulation lnunemployement lnsecondary_school lntrade) noleveleq nodiffsargan robust small
not sorted
r(5);
the description of my data is given below
xtdescribe
countryid: 1, 2, ..., 100 n = 100
year: 2001, 2002, ..., 2017 T = 17
Delta(year) = 1 unit
Span(year) = 17 periods
(countryid*year uniquely identifies each observation)
Distribution of T_i: min 5% 25% 50% 75% 95% max
17 17 17 17 17 17 17
Freq. Percent Cum. | Pattern
---------------------------+-------------------
100 100.00 100.00 | 11111111111111111
---------------------------+-------------------
100 100.00 | XXXXXXXXXXXXXXXXX
further more stata is showing that my data is strongly balanced however there are some missing observation too in my data and i am sure it is strongly unbalanced.
xtset countryid year
panel variable: countryid (strongly balanced)
time variable: year, 2001 to 2017
delta: 1 unit
0 Response to Facing problem in analyzing unbalanced panel data / using gmm both system and difference
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