Imputation Error factor-variable and time-series operators not allowed Panel Data

[Julia Sophie]

Hi all, I would like to do a VAR analysis and unfortunately I have a lot of missing values and would like to import them. Unfortunately I get already with the code mi register imputed d.authority the following error message: factor-variable and time-series operators not allowed.

Can someone help me how to solve this problem?

mi set wide

mi register imputed d.authority

[Andrew Musau]

i think the error message is self-explanatory. You have to impute variables without including time-series operators. So assuming that you want to impute the variable in differences, generate such a variable first.

xtset id year
gen Dauthority= D.authority
mi ... Dauthority