[Gretl-users] Re: add time-observations for panel data
On Sat, 29 Feb 2020, Artur Tarassow wrote:
Hi all,
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:
<hansl>
clear
set verbose off
nulldata 6 -p
genr index
series unit = cum(((index-1) % 3) == 0)
series time = vec(cum(mshape(ones(6,1),3,2)))
setobs unit time --panel-vars
dataset addobs 3 # stacks time-series of length 3 for a 'new' unit
print dataset -o
</hansl>
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.
Allin