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
"
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
"