Data are mi set when trying to perform xtset

[Robin Klomp]

Hello,

my current data set is panel data based on year (Year) and firm (companynumber). When trying to tell Stata that my data is panel data using

xtset companynumber Year, yearly

I get the following error message: no; data are mi set. Use mi xtset to set or query these data; mi xtset has the same syntax as xtset. Perhaps you did not type xtset. Some commands call xtset to obtain information about the settings. In that case, that command is not appropriate for running directly on mi data. Use mi extract to select the data on which you want to run the command, which is probably m=0.

Then I used

mi xtset companynumber Year, yearly

and it worked fine.

Is this the same thing? Do I need to pay attention to anything further?

Thank you and have a nice day,
Robin

[Carlo Lazzaro]

Robin:
did you previously perform a -mi- on that dataset?

[Robin Klomp]

Hi Carlo, no, I did not. To be honest, I am not quite sure what a -mi- is.

[Carlo Lazzaro]

Robin:
click on the -mi unset- link available from -help mi set- and follow the suggested commands to fix this isssue.

[Robin Klomp]

Great Carlo, it worked!
Enjoy your day,
Robin

[Dr. Iqra Yaseen]

Hello, #Carlo_Lazzaro....i am facing the same problem. but what differentiates my problem from Robin is that i had

mi_set

my data but later on dropped _mi_m out of sheer ignorance when i though i no longer need to mi set my data. now when i need to run RESET test i get the same error message as Robin's. i tried everything like mi unset, mi extract 0 but every time i get the same error message as

_mi_m not found

. Please help....Thanks

[Carlo Lazzaro]

Sybil:
you may want to try something along the following lines:

use https://www.stata-press.com/data/r17/mheart1s20.dta

. regress age i.female bmi if _mi_m==0

      Source |       SS           df       MS      Number of obs   =       132
-------------+----------------------------------   F(2, 129)       =      0.50
       Model |  135.980445         2  67.9902227   Prob > F        =    0.6074
    Residual |  17523.2124       129  135.838855   R-squared       =    0.0077
-------------+----------------------------------   Adj R-squared   =   -0.0077
       Total |  17659.1928       131  134.802998   Root MSE        =    11.655

------------------------------------------------------------------------------
         age | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
    1.female |   1.312981   2.343827     0.56   0.576    -3.324337    5.950299
         bmi |  -.2053083    .252977    -0.81   0.419    -.7058295    .2952128
       _cons |   61.59589   6.509568     9.46   0.000     48.71655    74.47523
------------------------------------------------------------------------------

. estat ovtest

Ramsey RESET test for omitted variables
Omitted: Powers of fitted values of age

H0: Model has no omitted variables

F(3, 126) =   0.27
 Prob > F = 0.8469

.

[Dr. Iqra Yaseen]

Carlo Lazzaro i used #7 command but still get the same error message of _mi_m not found.. please help...what if i do not xtset my panel data and run regression command as such does it make any significant difference

[Carlo Lazzaro]

Sybil:
while I cannot help about the cause of the error you're complaining about, you cannot go -xtreg- without -xtset-ing your dataset before.

[Dr. Iqra Yaseen]

thanks Carlo Lazzaro what if i intend to use ppmlhdfe instead of xtreg...may i go without xtsetting????

[Carlo Lazzaro]

Sybil:
unfortunately, I'm not familiar with the community-contributed module you mention.

[Dr. Iqra Yaseen]

Carlo Lazzaro thanks for your concern