[Gretl-users] Re: add time-observations for panel data

Am 01.03.2020 um 02:17 schrieb Allin Cottrell: > On Sat, 29 Feb 2020, Artur Tarassow wrote: >> I would like to add additional time-dimensions (n observations) for >> each unit in a panel. I've tried to make use of the <dataset addobs> >> command but it does, instead, add a whole new unit: >> Is there a 'clever' way to expand the time-dimension while leaving the >> unit-dimension untouched? > > 1) Save your current panel dataset, making sure you have unit and time > variables defined. > > 2) Using "nulldata", construct a panel that's larger in the time > dimension. > > 3) Use "join" to bring in the data from the original, saved dataset. > > 4) Use whatever method you fancy to populate the remaining empty > observations in the time dimension.

Thanks Allin for the workaround, but I tend to think this should become a feature request - which doesn't say anything about when it would be implemented, of course. But the workaround could be mentioned in the ticket there. (Where personally I would use 'append' instead of 'join' here, but that's not the point.)

(The problem is obviously related to the fact that gretl always uses the "stacked time series" format internally. Related to that: 'dataset insobs' is not allowed for panel datasets.) But I still find it surprising given the behavior of other gretl functions, so I would propose a documentation like with 'obs': "Note that the result is invariant to subsampling." And yes, I could insert that if there are no objections.