Hello,

I am trying to create a panel data set, for individuals within European countries over the time period 2008 - 2020. I am unsure how to merge my five separate datasets (2008, 2011, 2014, 2017 and 2020) together to create a panel for the whole time period, as there are individual level observations, and country level observations. Please see below some example data (which covers a few variables in my 2008 dataset, and the first 100 out of 26730 observations). I would really appreciate any help, I am quite new to Stata, but have been unable to find an explanation for how to do this after watching multiple tutorials.

Thank you in advance for your time.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input long s2008_ID byte(s2008_nation s2008_attitude) long s2008_c_gdpcapita
1000001 2 1 33640
1000002 2 2 33640
1000003 2 2 33640
1000004 2 2 33640
1000005 2 1 33640
1000006 2 1 33640
1000007 2 1 33640
1000008 2 1 33640
1000009 2 2 33640
1000010 2 1 33640
1000011 2 1 33640
1000012 2 1 33640
1000013 2 1 33640
1000014 2 1 33640
1000015 2 1 33640
1000016 2 1 33640
1000017 2 2 33640
1000018 2 1 33640
1000019 2 1 33640
1000020 2 1 33640
1000021 2 3 33640
1000022 2 1 33640
1000023 2 2 33640
1000024 2 1 33640
1000025 2 2 33640
1000026 2 2 33640
1000027 2 2 33640
1000028 2 1 33640
1000029 2 2 33640
1000030 2 1 33640
1000031 2 1 33640
1000032 2 1 33640
1000033 2 2 33640
1000034 2 2 33640
1000035 2 2 33640
1000036 2 3 33640
1000037 2 1 33640
1000038 2 2 33640
1000039 2 2 33640
1000040 2 1 33640
1000041 2 2 33640
1000042 2 1 33640
1000043 2 1 33640
1000044 2 2 33640
1000045 2 1 33640
1000046 2 1 33640
1000047 2 2 33640
1000048 2 1 33640
1000049 2 1 33640
1000050 2 1 33640
1000051 2 2 33640
1000052 2 1 33640
1000053 2 2 33640
1000054 2 1 33640
1000055 2 1 33640
1000056 2 1 33640
1000057 2 2 33640
1000058 2 2 33640
1000059 2 2 33640
1000060 2 2 33640
1000061 2 1 33640
1000062 2 2 33640
1000063 2 1 33640
1000064 2 1 33640
1000065 2 1 33640
1000066 2 2 33640
1000067 2 1 33640
1000068 2 2 33640
1000069 2 2 33640
1000070 2 3 33640
1000071 2 2 33640
1000072 2 3 33640
1000073 2 1 33640
1000074 2 1 33640
1000075 2 1 33640
1000076 2 1 33640
1000077 2 1 33640
1000078 2 1 33640
1000079 2 1 33640
1000080 2 1 33640
1000081 2 2 33640
1000082 2 1 33640
1000083 2 1 33640
1000084 2 1 33640
1000085 2 1 33640
1000086 2 1 33640
1000087 2 1 33640
1000088 2 2 33640
1000089 2 2 33640
1000090 2 1 33640
1000091 2 1 33640
1000092 2 2 33640
1000093 2 1 33640
1000094 2 2 33640
1000095 2 1 33640
1000096 2 1 33640
1000097 2 1 33640
1000098 2 1 33640
1000099 2 1 33640
1000100 2 1 33640
end
label values s2008_nation V6
label def V6 2 "Belgium", modify
label values s2008_attitude V474
label def V474 1 "Very important", modify
label def V474 2 "Fairly important", modify
label def V474 3 "Not very important", modify