Fixed Effects-fvvarlist-A new feature of Stata is the factor variable list. Help the Stat Consulting Group by stat > stata > library > Stata Library Panel Data Analysis using GEE Note: This page uses Stata 11 syntax in the examples. Panel Data Analysis Using Stata. DVI will a few examples or 0-150 euro. A less conservative alternative is to use the population standard deviation. As noted in our paper, there are memory-saving and iteration techniques that can be used to avoid these limitations. You don't need to xtset the data. Each of the original cases now has 5 records, one for each year of the study. x gen diff_x = x - lag_x. Let's say you have data collected. e step 3(i) and (ii)) is also used in areas other than testing the asset pricing models. xtset id year与tsset id year都可以同时设置面板 2. of Economics, Univ. Many Stata commands can be executed on a group-by-group basis. But we cannot use them yet, since these two functions require that the input be in date format. Please try again later. Find and replace null value indicators (e. gen le2=ln(e*e) reg le2 x's predict le2hat, xb gen sigt=(exp(le2hat))^. will be recognized by xtset, and you need not xtset your data. Note you must set a grouping variable and a variable indicating the time of the observation. Data must be in xt format (see xt). We showed how this can be easily done in Stata using just 10 lines of code. That is the input variable should also carry the information on day. Use the following commands to fill the gaps:. 精选文库 经济数据的特点与类型 1 横截面数据 多个经济个体的变量在同一时间点上的取值 如2012年中国各省的GDP 2 时间数列数据 指的是某个经济个体的变量在不同时点上的取值 如1978 2012年山东省每年的GDP 3 面板数,人人文库,renrendoc. Cross-referencing the documentation When reading this manual, you will find references to other Stata manuals. 848) * 5740 individuals * mus08psidextract. " xtset country year View available test results How to access stored estimation results. We suggest using the wide format, as it is slightly faster. This feature is not available right now. Please try again later. 1 xtset Before you work issue panel data commands, you need to tell Stata that your dataset has a panel dimension. Stata's xtset command does not necessarily expects that your panel has both a cross-section (x) variable and a time (t) variable. We'll visualize the relationship between price and length. To have Stata use the wide data structure, type: mi set wide. Graph by panel. Especially if you get any insight about statisctic in general and stata. sqset elementvar idvar ordervar [, trim rtrim ltrim keeplongest] sqset [, clear] Example. Stata Longitudinal data panel data. If I do: tsset issuer_id Date. Fooling Stata about my data structure won't get me good results. Creating scatterplots is easy in Stata. Antonio has asked the following question Dear Sir, I was wondering how to run a Fama and MacBeth regression over 25 Portfolios. type: xtset country year delta: 1 unit time variable: year, 1990 to 1999 panel variable: country (strongly balanced). txt) or view presentation slides online. ↑Nathaniel Beck "leanout: A prefix to regress (and similar commands) to produce less output that is more useful" Stata Journal, forthcoming http://politics. stackoverflow. Year, fe I get different results, so I must be doing something wrong with either xtreg or plm, or both. Simons - This document is updated continually. There is a null value for Sweden's domestic credit to private sector in 2001. We'll use the graph twoway scatter command (we can just type scatter but I like to use the graph twoway syntax to make things more consistent across graph types. For example, if you type reshape long after you have reshaped the data to be wide, Stata will revert the data. #StataProgramming ado ado-command ado-file Bayes Bayesian bayesmh binary biostatistics conference do-file econometrics endogeneity estimation Excel format gmm graphics import marginal effects margins Mata meeting mlexp nonlinear model numerical analysis OLS power precision probit programming putexcel random numbers runiform() sample size SEM. Keyword Research: People who searched xtset command in stata also searched. 最新stata命令大全(全) - ***** 面板数据计量分析与软件实现 ***** 说明:以下do文件相当一部分内容来自于中山大学连玉君STATA教程,感谢他的贡献。本人. Panel Data 2: Setting up the data Page 3. 2019最新_广州药古阁怎么样_优惠券免费领取-抓券网. bias; fixed effects methods help to control for omitted variable bias by having individuals serve as their own controls. The easiest way to get panel data is to download the datasets already available. Read data that have been saved in Stata format. type: rationale for the Hausman test (presented later on in this document). Typically, '. The data is in panel (long) format (xtset id year, yearly). Copy/paste the command and the immediate response running the command produces. The Fama-McBeth (FMB) can be easily estimated in Stata using asreg package. View Homework Help - Stata Command (Panel Data) from ECON ECON W3412 at Columbia University. xtset id time I get a report of repeated time values within panel r(451); What should I do next? Answer. xtset group (This requires a numeric variable. Stata's xtreg random effects model is just a matrix weighted average of the fixed-effects (within) and the between-effects. ) The fixed-effect regression is then: xtreg y x1 x2, fe (This is similar to equation (8. It shows you the postestimation statistics, tests, and predictions that you could use after any estimation command. Basic Panel Data Commands in STATA. They are also referred to as "underscore variables" for the obvious reason that they are written as _variable. wide forms. //Stata DGTAX 6 Oct 2015, Brussels //Course B: Short-panel econometrics & policy evaluation *Last update 29/0/2015 *1: Panel/fixed effect methods (or using the entity self as control) *2: Panel/Dynamic models *3: Policy Evaluation/Difference in Differences *4: Policy Evaluation/propensity score matching cd "C:\Ytravail\STATA_DGTAX\Stata_Data" /*****/ /*1: short panels - fixed effets. //Stata DGTAX 6 Oct 2015, Brussels //Course B: Short-panel econometrics & policy evaluation *Last update 29/0/2015 *1: Panel/fixed effect methods (or using the entity self as control) *2: Panel/Dynamic models *3: Policy Evaluation/Difference in Differences *4: Policy Evaluation/propensity score matching cd "C:\Ytravail\STATA_DGTAX\Stata_Data" /*****/ /*1: short panels - fixed effets. merge 1:m or. help regress) To change directory: cd directory name To open a file: use filename, clear To save a file: save filename, replace To edit (or browse) a dataset: edit (or ed) To edit (or browse) a subset of variables: edit To edit a subset of the data (e. Let's say you have data collected. 最新stata命令大全(全) - ***** 面板数据计量分析与软件实现 ***** 说明:以下do文件相当一部分内容来自于中山大学连玉君STATA教程,感谢他的贡献。本人. So is “ twoway ” in this case. Panel data methods for microeconometrics using Stata A. This blog is intented for students that want to learn Stata in a nutshell. Importantly, some individuals change occupations over the sample, which means nesting is not complete (if this is a big problem, I appreciate if this problem is pointed out. of Economics, Univ. 在面板数据进行模型估计前,要进行面板数据的维度确定。由于面板数据既有截面数据又有时间序列,而stata不能自动识别,因此,必须使得stata得知哪一部分是截面数据,而哪一部分是时间序列。 设置面板数据维度的基本命令为: xtset panelvar timvar [, tsoptions]. The model computes and makes graphs for the potential export of. When using graph twoway scatter we first list the variable that we want on the y-axis and then the variable. There is a null value for Sweden’s domestic credit to private sector in 2001. The goal of this seminar is to give a brief introduction to the topic of survival analysis. Free essys, homework help, flashcards, research papers, book report, term papers, history, science, politics. Abrigo and Inessa Love (February 2015) Abstract. Stata will verify in the output window that it installed successfully. Please show a sample of the original data, using the -dataex- command, and the exact code you used to collapse the data, and your -xtset- command if you have used one. CFAR Biometrics – Longitudinal and Repeated Measures Data (2) 2015_12dec_16 1 Generalized Estimating Equations (GEE) Generalized Linear Mixed Models (GLMM) Focus Called a "marginal" mean regression model. A panel variable and a time variable must be specified use xtset see XT xtset from MEDICAL TE 101 at Champlain College. Keyword Research: People who searched xtset command in stata also searched. The program automatically detects string variables and keeps them from transformation to avoid an abrupt ending. x gen diff_x = x - lag_x. So that isn't really an indicator of PSU generating a values party companies sell those. This small tutorial contains extracts from the help files/ Stata manual which is available from the web. Your email address will not be published. FHSS Research Support Center. This involves two steps. 1–31Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence Daniel Hoechle University of Basel Abstract. The xtset information is stored with your data. Stata has various routines to deal with panel or time-series data. I summed sales for each group (called it sales_total : sales of all firms in a group with equal country , industry and year ):. Panel data methods for microeconometrics using Stata A. pdf), Text File (. rep78specify base indicator fvset command to change base fvset base frequent rep78 set the base to most frequently occurring category for rep78 c. Simons - This document is updated continually. Stata by and egen commands. uk Stata is a command driven language - there are over 500 different commands and each has a particular syntax required to get any various options. There is a null value for Sweden’s domestic credit to private sector in 2001. xtset City Year, yearly. Little _n contains the line number of the current observation, while its big brother _N contains the total number of observations in the data. Lembcke eMail: a. I want to calculate the annual sales growth rate of different firm-groups in Stata. I was thinking about this and have some doubts. It works, obviously, when. Especially if you get any insight about statisctic in general and stata. A less conservative alternative is to use the population standard deviation. Long back to wide might be more difficult, since it would require a merge command, and the Stata merge command is quite slow compared to -use-. xtset group_variable time_variable gen lag_x = L. 9% via a hyperlink somewhere on the internet. The options are several, from renaming choosing the names of resulting geographical and time variables (e. I run the following with a data set that has not been declared as panel: qui mi set mlong qui mi register imputed rule mal94p qui set seed 29390 mi impute mvn rule mal94p = lat loggdp2 pop100km rel_frac, add(10) I get the following error:. Stata's xtreg random effects model is just a matrix weighted average of the fixed-effects (within) and the between-effects. xtset group (This requires a numeric variable. My question is: if I want to run an OLS with time fixed. The first tool is seven test. Let's say you have data collected. This test has the advantage that it is intuitive, easy to perform and once we master it we will also realize it limitation and why there are other tests. xtset id year与tsset id year都可以同时设置面板 2. I use the following codes, xtset firmid. xtset-Stata-panel. To install an '. tsset, clear is a rarely used programmer's command to declare that the data are no longer a time series. Note that by using -in- in my unnecessary code, I have to make sure that the data is sorted by year, otherwise I will be getting the standard. About Statalist. and growth rates will then be easier to calculate. Previous Next >> Tweet; Leave a Reply Cancel reply. 1 set more off use https://www3. Before working with panel data, it is adviseable to search for the Stata commands in the internet, if there is a. Year, fe I get different results, so I must be doing something wrong with either xtreg or plm, or both. To use this regression in stata, you first need to declare the dataset as a panel. {smcl} {* *! version 1. I have panel data with different dates and object names. ado estimates partially linear functional-coefficient static panel data models. For an hourly panel, pid is the patient ID and tod a %tc variable:. Type "help xtset" in Stata. General Stata command syntax¶ Most Stata commands follow the same basic syntax: Command varlist, options. mkduration is a Stata command to generate a duration variable for duration/event history data where the data are xtset and in long format. Each combination of identifier and time should occur, at most, once. Use the following commands to fill the gaps:. On the other hand, mlong uses slightly less memory. xtset gvkey year gen roa=(ib)/(at[_n-1]) The first one came back with all zeros for 1. 848) * 5740 individuals * mus08psidextract. More explicitly, you might do something like: xtset industry xtreg y x1 x2. The most important advantage of -rolling- (aside from its simplicity), I think, is that you do not have to worry about the order of your data because -xtset- or -tsset- already took charge of that. xtset — Declare data to be panel data 495 clear —used in xtset, clear —makes Stata forget that the data ever were xtset. In addition, i guess you used xtset as follows. • Sometimes, the test statistic cannot even be calculated due to a breakdown in its assumptions. Stata command to create duration variable with binary cross-sectional time series data. xtset City Year, yearly. Panel Data Analysis Fixed and Random Effects using Stata (v. I missed out a word that is essential. Basic Panel Data Commands in STATA. This saves us one line of code, but again the output is bulky and we would have to do a seperate test to determine the joint significance of the dummy variables. Panel Data Analysis Fixed and Random Effects using Stata (v. Commands like svyset, tsset, and xtset also have mi versions: mi svyset, mi tsset, mi xtset, etc. Examples of the types of papers include 1) expository papers that link the use of Stata commands. Background for Survival Analysis. • Stata’s xtreg command is purpose built for panel data regressions • Use the fe option to specify fixed effects • Make sure to set the panel dimension before using the xtreg command, using xtset • For example: • xtset countries sets up the panel dimension as countries. In an attempt to avoid forgetting these details in the future and potentially help future researchers, I thought I'd post a checklist for generating regression and summary statistics tables. Pailtsay said I saw your posting, and am wondering if you can help me with lag variable in STATA 11SE. 357 of Econometric Analysis of Cross Section and Panel Data, Second Edition by Jeffrey M Wooldridge. xtset group (This requires a numeric variable. entre otros comandos. "`0"'0 {} - ! # $ % &. xtset country year. We showed how this can be easily done in Stata using just 10 lines of code. Please do read the Statalist FAQ for crucial advice before you try to post a message to Statalist. set the third category of rep78 to be the base categoryregress price ib(3). 848) * 5740 individuals * mus08psidextract. Here is an example in a Windows PC (Ado directory may be different among different platforms). Notify me of new posts by email. Panel vector autoregression (VAR) models have been increasingly used in applied research. Panel data methods for microeconometrics using Stata A. Stata's factor variables are supported by rlasso (as well as by lasso2). Let's say you have data collected. xtset country year. This is a summary about the essential statistical & econometric codes use in STATA for panel data analysis. For xtlogit, pa, correlation structures other than exchangeable and independent. I want to fit a three-level structure: occupation (top level), individual (middle), and year (lower). Clustering errors by two clustering levels in Stata. If the data are set with a panelvar and a timevar, xtset also sorts the data by panelvar timevar. 0 by Francisco Perales 04. Panel Data 2: Setting up the data Page 3. My question is: if I want to run an OLS with time fixed. gen le2=ln(e*e) reg le2 x's predict le2hat, xb gen sigt=(exp(le2hat))^. The model computes and makes graphs for the potential export of. rlasso, like the lasso in general, accommodates possibly perfectly-collinear sets of regressors. {smcl} {* *! version 1. My question is: how should I implement a two-way clustering? Stata syntax and/or. Using outreg2 to report regression output, descriptive statistics, frequencies and basic crosstabulations (v1. adopath [1] (UPDATES) "C:\STATA\ado\updates/". I want to fit a three-level structure: occupation (top level), individual (middle), and year (lower). Basically, I would like to calculate the risk premium of. Panel cross section dependence tests in STATA and R STATA example xtset firm year xtreg i f c,fe xtcsd, pesaran Output of the xtcsd command only: Pesaran's test. Stata module for estimating partially linear functional-coefficient panel data models - kerrydu/xtplfc_Stata Only be used if data are declared to be panel data through the xtset or tsset command; Citation. rep78specify indicators ib. Finally, note that reshape is somewhat reversible. You don’t need to xtset the data. Creating a Scatterplot. I have a panel dataset and I would like to estimate a linear equation in a fixed effects framework. View Homework Help - Stata Command (Panel Data) from ECON ECON W3412 at Columbia University. Basic Stata Commands To access help files for specific commands help (e. A panel variable and a time variable must be specified use xtset see XT xtset from MEDICAL TE 101 at Champlain College. Syntax Menu Description Options. Stata Press, a division of StataCorp LLC, publishes books, manuals, and journals about Stata and general statistics topics for professional researchers of all disciplines. xtset City Year, yearly. Downloadable! xtgraph produces graphs showing averages of a single outcome measured at several points over time. xtset idcode year, yearly. Declaring hourly time series data in STATA? For an hourly panel, pid is the patient ID and tod a %tc variable:. I want to exploit the power of xtset (see [XT] xtset), but when I type. Panel Data Analysis Fixed and Random Effects using Stata (v. But, if the number of entities and/or time period is large enough, say over 100 groups, the xtreg will provide less painful and more elegant solutions including F-test for fixed effects. Please try again later. Colin Cameron Univ. Two new Stata commands for the estimation and post-estimation of cross-sectional and panel data stochastic frontier models. The firms are grouped by variables country and industry. – This document briefly summarizes Stata commands useful in ECON-4570 Econometrics and ECON-6570 Advanced Econometrics. edu/~otorres/Stata/ Intro Panel data Panel data looks like this country year Y X1 X2 X3 1 2000 6. Note that in many cases, will be simple text in Stata (e. "i" is the exporter. Referencing Cells/Observations in Stata using [brackets] January 12, 2010 Earlier today there was a posting on Statalist that asked about labeling a numeric variable with the words contained in a string variable. The syntax is xtset panelvar timevar, where panelvar is the individual identi cator and timevar is the time variable. Each combination of identifier and time should occur, at most, once. xtset logCI Date. Points are connected by straight lines. The xtset command sets the panel variable and the time variable; see [XT] xtset. Title stata. The strategy here is trying to work at the wrong level of resolution. Stata command to create duration variable with binary cross-sectional time series data. {smcl} {* *! version 1. 이럴 경우 id 번호를 어떻게 생성해야 할까?? 크게 두가지 방법이 있다. Note that by using -in- in my unnecessary code, I have to make sure that the data is sorted by year, otherwise I will be getting the standard. 896 The genspec algorithm in Stata model that contains all potentially important variables and then, via a series of step-wise statistical tests, the removal of empirically “unimportant” variables to arrive at. Estimating Global Poverty in Stata View on GitHub Home — Get Started — Visualizations examples — Help file Visualization Examples Global Poverty Trends 1990-2015 (reference year). Cross-referencing the documentation When reading this manual, you will find references to other Stata manuals. xtset cl_birth source_year, delta(2 years). This table is taken from Chapter 11, p. xtset id year与tsset id year都可以同时设置面板 2. xtset logCI Date. If the data is already available in a statistical package format other than Stata, it is easier to use that format (providing you have the software) and save it or export it to Stata. Fixed Effects-fvvarlist-A new feature of Stata is the factor variable list. Users therefore have the option of specifying as regressors one or more complete sets of factor variables or interactions with no base levels using the ibn prefix. bias; fixed effects methods help to control for omitted variable bias by having individuals serve as their own controls. The xtset command sets the panel variable and the time variable; see [XT] xtset. rep78specify indicators ib. Two new Stata commands for the estimation and post-estimation of cross-sectional and panel data stochastic frontier models. CFAR Biometrics – Longitudinal and Repeated Measures Data (2) 2015_12dec_16 1 Generalized Estimating Equations (GEE) Generalized Linear Mixed Models (GLMM) Focus Called a "marginal" mean regression model. Clustered standard errors are popular and very easy to compute in some popular packages such as Stata, but how to compute them in R? With panel data it's generally wise to cluster on the dimension of the individual effect as both heteroskedasticity and autocorrellation are almost certain to exist in the residuals. Panel data are defined by an identifier variable and a time variable. /*****/ //1: Short-Panel-Fixed effect /*****/ *Ex. If this condition is not met, the…. type: rationale for the Hausman test (presented later on in this document). When I use xtset or xtlogit with "re", STATA treats my data as binary choice- not as choice experiment data. You can have dates in years, months, or even milliseconds. Notify me of new posts by email. They are also referred to as "underscore variables" for the obvious reason that they are written as _variable. for xtset you usually need 1 observation per id-year. 2020 Stata. The second one seems to generate values on the previous entry, even if it's a different company. 第五步,使用xtset设置region和year(格式为xtset region year); xtset state A 第六步,将权重矩阵W33标准化; spatwmat using weight. To use the built in functionality, the researcher must first denote the data as either panel or time-series using xtset or tsset, respectively. The previous articles in this module showed how to perform time series analysis on a dataset where observations are present for days, weeks, months, quarters or years. with a female dummy for women only) edit if female == 1 To edit a. If the data are set with a panelvar and a timevar, xtset also sorts the data by panelvar timevar. xtset group_variable time_variable gen lag_x = L. keep if period == 3 xtset company month asreg returns betas, fmb. This is somewhat similar to svyset, tsset, or xtset. timevar, you do not need to xtset panelvar timevar to use the xt commands. Panel data are defined by an identifier variable and a time variable. Consider the following three steps for estimation of FMB regression in Stata. This is done with the xtset command, where you specify the id variable and the time variable. Setting panel data: xtset. I specified the yearly option to help Stata understanding the time unit is year and not months or days. This is the do file for the Gravity Model which uses panel data for all bilateral exports for 68 countries for the period 1980-2009. The Stata command to run fixed/random effecst is xtreg. Installation Installation using the ssc command (recommended). "I highly recommend Longitudinal Data Analysis Using Stata! This course provided an excellent overview and provided the tools needed to run these models using my own data. Stata cheat sheet: data analysis spot plot time series of sunspots xtset id year declare. STATA: Time series data A. The value of year The next thing we want to do is xtset the data. Stata's xtreg random effects model is just a matrix weighted average of the fixed-effects (within) and the between-effects. This feature is not available right now. uk December 2006 1 Survival analysis using Stata 1. There are. Most xt commands require that the panel variable be specified, and some require that the time variable also be specified. Introduction into Panel Data Regression Using Eviews and stata Hamrit mouhcene University of khenchela Algeria [email protected] Previous Next >> Tweet; Leave a Reply Cancel reply. Here is code to get a lag and differenced x for panel data in Stata. This test has the advantage that it is intuitive, easy to perform and once we master it we will also realize it limitation and why there are other tests. Panel Data: Very Brief Overview Page 4 demeaned variables will have a value of 0 for every case, and since they are constants they will drop out of any further analysis. Title estimation — Estimation commands for use with mi estimate Description Multiple-imputation data analysis in Stata is similar to the standard data analysis. Type help merge for details. Let's take a look at an example. You can do that with the xtset command. To merge two data sets in Stata, first sort each data set on the key variables upon which the merging will be based. Lastly, Stata, World Development Indicators and Excel use different symbols for null values. 最新stata命令大全(全) - ***** 面板数据计量分析与软件实现 ***** 说明:以下do文件相当一部分内容来自于中山大学连玉君STATA教程,感谢他的贡献。本人. Hi Guys! Thank you so much for seeing this video. ↑Nathaniel Beck "leanout: A prefix to regress (and similar commands) to produce less output that is more useful" Stata Journal, forthcoming http://politics. To use the built in functionality, the researcher must first denote the data as either panel or time-series using xtset or tsset, respectively. The easiest way to get panel data is to download the datasets already available. The data is in panel (long) format (xtset id year, yearly). xtset country time panel variable: country (strongly balanced) time. After setting up for panel data structure in Stata (using xtset command), I wanted to use the time (lag) operator for my main variable interest and outcome variable. I'll be using Stata 14, with a focus on the xt and me commands. STATA: Time series data A. The Postestimation Selector is a new feature in Stata 14. Useful Stata Commands (for Stata versions 13, 14, & 15) Kenneth L. ado estimates partially linear functional-coefficient static panel data models with endogeneous variables. Colin Cameron and Pravin K. The xtset command tells Stata that these are Panel data. 因为是非连续时间的平衡面板,所以xtset id year命令会提示说你的数据strongly balanced但是时间有gap,如果你的面板time variable是有固定间隔的,那么你可以在xtset id year,delta()的delta()中设置。. 1 Estimation of Panel Vector Autoregression in Stata: a Package of Programs Michael R. Here are some notes on how to compile plugins for Stata. For an hourly panel, pid is the patient ID and tod a %tc variable:. You can have dates in years, months, or even milliseconds. Panel and Survey Data. Posts Tagged: xtset Econometrics; by Michela March 25, 2015. The fixed-effects ("within") transformation also removes the constant as well as the fixed effects. bysort countryname. Basic Panel Data Commands in STATA. I run the following with a data set that has not been declared as panel: qui mi set mlong qui mi register imputed rule mal94p qui set seed 29390 mi impute mvn rule mal94p = lat loggdp2 pop100km rel_frac, add(10) I get the following error:. The problem Stata values last 3 or so weeks every night. linvest /*求同固定基年的增长率*/ webuse grunfeld, clear xtset company year bys company (year): gen invest1935. Earlier we looked at how the Stata by command can be used as a prefix for statistical commands (see help by). If you want to build a 32-bit plugin on a 64-bit system then you will need the 32-bit version of libc (e. dta, clear des anti* self* pov* gen id=_n reshape long anti pov self, i(id) j(year) xtset. ado' files contain code for new Stata commands that are not already included in the Stata package. stata增长率的求法 gen investg = D. How can i create a variable that defines a unique numbre for every brand name so i can use it as the panel ID var for my paneldata?. Type help merge for details. The Power of Panel Data. I need Stata commands or Excel function to calculate the average over 5 years groups of the values in a panel dataset. xtset id year. Min Max Observations score overall 70 14. /* ** Panel Data (Cornwell and Rupert, 1988) ** Greene [2008], Chap. I want to fit a three-level structure: occupation (top level), individual (middle), and year (lower). The easiest way to get panel data is to download the datasets already available. View Homework Help - Stata Command (Panel Data) from ECON ECON W3412 at Columbia University. How to fill missing data for panel time series. The data is in panel (long) format (xtset id year, yearly). Stata's xtset command does not necessarily expects that your panel has both a cross-section (x) variable and a time (t) variable.