[Gretl-users] Re: Check whether a series defines a panel dimension
On Mon, 9 Sep 2019, Allin Cottrell wrote:
Sorry, I haven't been following this very closely, but might it
work just to
check whether the putative "crossdim_index_series" has correlation 1.0 with
$unit? And similarly for the built-in "time" if you want to check for a
putative panel-time variable.
Whell, not necessarily. It may happen that the unit identifier variable
doesn't have regular increments. Example:
<hansl>
nulldata 9
series tim = {1;2;3;1;2;3;1;2;3}
series id = {1;1;1;2;2;2;101;101;101}
setobs id tim --panel-vars
eval corr($unit, id)
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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