time-series operators not allowed (error in panel)

[Michael Rib]

Hello everybody,
I have a panel data with this structure:
(using dataex)

input int Year str3 Country double(pop rgdpmad rgdppc rconpc gdp iy) float(tas pr tas_sd pr_sd Country_id d_gdp d_rgdppc d_rconpc l_d_gdp l_d_rgdppc l_d_rconpc)

I set

tsset Country_id Year

and I am trying to run a quantile regression on a given country in a given subsample

qreg d_rgdppc l_d_rgdppc pr pr_sd tas tas_sd d.pr d.pr_sd d.tas d.tas_sd if Country_id == 24 & (Year >= 1954 & Year <= 2013), quantile(0.10)

Unfortunately, I get this error:

time-series operators not allowed
r(101);

end of do-file

Could you explain please where I am wrong?
Thank you for your support.
Mike

[Nick Cox]

qreg just doesn't support such operators. So, you need to create the variables yourself.

Silly example:

. webuse grunfeld

. tsset
       panel variable:  company (strongly balanced)
        time variable:  year, 1935 to 1954
                delta:  1 year

. qreg mvalue d.invest
time-series operators not allowed
r(101);

. gen D_invest = d.invest
(10 missing values generated)

. qreg mvalue D_invest
Iteration  1:  WLS sum of weighted deviations =  81352.169

Iteration  1: sum of abs. weighted deviations =  81134.392
Iteration  2: sum of abs. weighted deviations =  75891.695
Iteration  3: sum of abs. weighted deviations =  74947.817

Median regression                                   Number of obs =        190
  Raw sum of deviations 82722.75 (about 537.09998)
  Min sum of deviations 74947.82                    Pseudo R2     =     0.0940

------------------------------------------------------------------------------
      mvalue |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    D_invest |   12.89556   .9146846    14.10   0.000      11.0912    14.69993
       _cons |   469.7206   51.64345     9.10   0.000     367.8455    571.5957
------------------------------------------------------------------------------

[Michael Rib]

Thank you very much for your help.

[Anuradha Saikia]

Nick Cox do we need to generate the independent variables and control variables(in the model) in the same manner ?
I am facing a similar issue

[Nick Cox]

If you have the same problem, then it's the same solution. As of Stata 17.0 time-series operators are not supported by qreg.

[Anuradha Saikia]

Thanks Nick Cox