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  • BMA for panel data

    Hello everyone,

    I am trying to apply Bayesian Model Averaging (BMA) for panel data using Stata 18. I first use the codes "xtset id year", then "bmaregress y x1 x2 .... x12, mprior(uniform) gprior(uip)".
    However, I have noticed that Stata does not recognize that my dataset is panel. I could not find any way to do that and would be grateful if you have any suggestions.

    Regards,
    Gizem Acet Donmez

    "
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