repeated time series

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chimcugay1
Posts: 1
Joined: Tue Feb 20, 2018 10:08 am

repeated time series

Post by chimcugay1 »

Hi all,

I am not familiar at all yet with "runmlwin" that got published in the Journal of Statistical Software, and because of that I do not know if "runmlnin" works when having repeated time values within units.

I tried to use the Stata command xtreg or any of the other -xt- models that are available in Stata since I thought the data I have is panel data. However, when using "xtset" (a first needed Stata command before using "xtreg" or any of the other -xt- models) Stata indicates that repeated time values are not allowed, a feature of my data. Panel data are defined by an identifier variable and a time variable and each combination of identifier and time should occur, at most, once. Therefore, "xtset" cannot be used if we have repeated time-series since it does not allow for them.

So, since "runmlwin" is designed for multilevel (hierarchical or cluster) data structures and not panel data structures (please correct me if I am wrong on this), does "runmlwin" allows for repeated time values within each unit (for example, countries)?

Thanks!
GeorgeLeckie
Site Admin
Posts: 432
Joined: Fri Apr 01, 2011 2:14 pm

Re: repeated time series

Post by GeorgeLeckie »

Hi,

Sounds like you might have repeated cross-sectional data. For example individuals within years within countries. This is a three-level data structure and you can analyse this with a three-level model using runmlwin.

Best wishes

George
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