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  • (daily pannel data) i want to create time dummy variable for the week

    Hello everyone.
    I can not speak English very well. So I use Google Translator.
    I have unbalanced daily pannel data observed for six years.
    In other words, some objects are observed late or the observations are quickly completed.

    I know how to create a time dummy variable for day.
    (i.time) Is it right?
    Since it has been observed for 6 years, 365 x 6 time dummy will come out.

    But,
    I want to create a time dummy variable for the week.
    I wonder how it is possible.
    Maybe (365 x 6) / 7 time dummies should be made.
    (I have daily panel data and stata13 )

  • #2
    Jeon:
    welcome to this forum.
    Set aside for while the -timevar- of your panel, you should be sure that you've panel data, first.
    Panel data are basically repeated meausures equally spaced in time (or almost so) performed on the same sample (obviously some units will lost along the way) on a set o variables.
    Quiting from -help xtset-
    unbalanced, weakly balanced, or strongly balanced; a set of panels are strongly balanced if they all have the same time values, otherwise balanced if same number of time values, otherwise unbalanced
    As you can see, the definition quoted above is nothing to do with being faster or slower in mesuring.
    Hence, I would recommend to check wheteher panel data regerssion is the right tool for your research purposes.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      dear carlo,

      Thank you for your reply.
      However, it does not seem to matter whether the factual data is balanced or unbalanced.
      I am just wondering how to make a weekly dummy variables when I have daily data
      I read xtset and datetime, but I do not seem to have the answer.
      Can you help me with what command I need?
      Attached Files
      Last edited by Jeon Joan; 04 Mar 2019, 13:45.

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      • #4
        Solved the problem
        Thank you

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