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  • Using xsmle on panel data with spatial lags

    I am trying to use the xsmle package to model a panel data. The package allows only balanced panel. So I tried using the package by creating an indicator variable for a balanced panel. Unfortunately I am getting the error:

    Error - the panel data must be strongly balanced with no missing values
    invalid syntax

    I also looked for the prefix mi, which has been suggested for unbalanced panels using this package. But I did not see any option where I can use the non-imputed data and use only those observations among the non-imputed data that constitute a balanced panel. I have temperature variables mostly, which would be completely nonsensical to be imputed given my study.

    Any suggestions would be very helpful.
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