Dear all,
I am writing my Master's thesis in Economics, and I am working on a data set on board of directors in the US over the past 10 years. Each director has a unique ID, and I can follow the director year-by-year. The problem arises, as I get the "repeated time values within panel r(451);" error when I try and set up my panel data.
This, I believe, is because a director can hold multiple directorships in different companies at the same time, why the year and the director ID is not unique as a match. To give an example, a director with ID "503" can be a director on the board of both "Eastman" and "TE" in year 2011.
Array [ATTACH]temp_15701_1568379118464_929[/ATTACH]
Is there a smart workaround? At the moment, I have the following code:
global t Time
global id ID
global ylist PD
global xlist Women ROA MTB LIQUID SOLV RISK IndD
*isid ID Time (to check for uniqueness)
describe $id $t $ylist $xlist
summarize $id $t $ylist $xlist
* Set data as panel data
sort $id $t
xtset $id $t
xtdescribe
xtsum $id $t $ylist $xlist
* Pooled OLS estimator
reg $ylist $xlist
* Population-averaged estimator
xtreg $ylist $xlist, pa
* Between estimator
xtreg $ylist $xlist, be
* Fixed effects or within estimator
xtreg $ylist $xlist, fe
Thanks in advance,
Emil
Related Posts with Panel data with repeated time values within panel r(451); due to multiple directorships
Running a loop n times with different outcome variable and storing the p values in an output matrixI am trying to run loop within loop and get the p values in the matrix. I want to assign random trea…
Scatter plot with linear fit of two-period independent variable and one dependent variable. Dear All, I've data on y for period 1 and data on x for periods 4 and 5. I want to graphically dep…
How to use Loocv?I am studying econometrics for a PhD and am more familiar with STATA, so I am currently using that f…
Fama MacBeth Regression with missing explanatory variablesI am trying to run a Fama-MacBeth regression with multiple independent variables. The dependent vari…
Can you define outreg2 options as a macro?I want to print estimation output with outreg2 as a tex file. I combine several results for which on…
Subscribe to:
Post Comments (Atom)
0 Response to Panel data with repeated time values within panel r(451); due to multiple directorships
Post a Comment