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Jesse is right. In order to obtain a balanced panel data set (for -xthreg-), please search -xtbalance- and install. It is easy to implement (help xtbalance).
sedki zn HI i'am facing thesame problem you faced. I'm trying to implement the xthreg command
xtset indicates a strongly balanced panel but when i try to calculate the threshold i get a problem saying that the panel is unbalanced
please did you manage to solve it?
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