Hello ,

I am writing to you about panel data 'xtset' since I have the issue of 'repeated values in time'.
This is not due to a problem of duplicates but with the fact that my id var has more observations in some months than others.

Can I just specify to Stata xtset pan_id without specifying period var, and have accurate results?

This is because my id var is a group of city, brand, and size, and for some cities, there is price collected by more than one store. So for example, for product X in city Y, there might be 5 different prices at the same moment in time.

Since I do not want to lose variation within the product, what do you suggest?

Many thanks!

L TF