[Carlo Lazzaro]

Meghna:
-xtset-ting data with -timevar- is mandatory if you plan to use, say, lags and leads. If time series commands are not part of your research strategy, you can safely skip -xtset-ting with -timevar-, as you can see from the following toy-example:

. use "http://www.stata-press.com/data/r15/nlswork.dta"
(National Longitudinal Survey.  Young Women 14-26 years of age in 1968)

. xtset idcode
       panel variable:  idcode (unbalanced)

. xtreg ln_wage age i.year

Random-effects GLS regression                   Number of obs     =     28,510
Group variable: idcode                          Number of groups  =      4,710

R-sq:                                           Obs per group:
     within  = 0.1060                                         min =          1
     between = 0.0918                                         avg =        6.1
     overall = 0.0807                                         max =         15

                                                Wald chi2(15)     =    3253.70
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

------------------------------------------------------------------------------
     ln_wage |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   .0137208   .0018898     7.26   0.000     .0100169    .0174247
             |
        year |
         69  |   .0744312    .012506     5.95   0.000     .0499199    .0989425
         70  |   .0453659   .0120494     3.77   0.000     .0217496    .0689822
         71  |   .0819949   .0125373     6.54   0.000     .0574222    .1065676
         72  |   .0827461   .0136074     6.08   0.000      .056076    .1094162
         73  |   .0840751   .0143598     5.85   0.000     .0559304    .1122198
         75  |   .0707387   .0167492     4.22   0.000     .0379108    .1035665
         77  |   .1032639   .0197156     5.24   0.000      .064622    .1419059
         78  |   .1279039   .0214888     5.95   0.000     .0857866    .1700211
         80  |    .108871   .0247933     4.39   0.000      .060277     .157465
         82  |    .098831   .0280824     3.52   0.000     .0437906    .1538714
         83  |   .1127655   .0298539     3.78   0.000     .0542529    .1712781
         85  |   .1380611   .0333412     4.14   0.000     .0727135    .2034087
         87  |   .1264818   .0369222     3.43   0.001     .0541156     .198848
         88  |   .1640382   .0393563     4.17   0.000     .0869012    .2411752
             |
       _cons |   1.162473     .03784    30.72   0.000     1.088308    1.236638
-------------+----------------------------------------------------------------
     sigma_u |  .36664367
     sigma_e |  .30300411
         rho |  .59418375   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. xtset idcode year
       panel variable:  idcode (unbalanced)
        time variable:  year, 68 to 88, but with gaps
                delta:  1 unit

. xtreg ln_wage age i.year

Random-effects GLS regression                   Number of obs     =     28,510
Group variable: idcode                          Number of groups  =      4,710

R-sq:                                           Obs per group:
     within  = 0.1060                                         min =          1
     between = 0.0918                                         avg =        6.1
     overall = 0.0807                                         max =         15

                                                Wald chi2(15)     =    3253.70
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

------------------------------------------------------------------------------
     ln_wage |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   .0137208   .0018898     7.26   0.000     .0100169    .0174247
             |
        year |
         69  |   .0744312    .012506     5.95   0.000     .0499199    .0989425
         70  |   .0453659   .0120494     3.77   0.000     .0217496    .0689822
         71  |   .0819949   .0125373     6.54   0.000     .0574222    .1065676
         72  |   .0827461   .0136074     6.08   0.000      .056076    .1094162
         73  |   .0840751   .0143598     5.85   0.000     .0559304    .1122198
         75  |   .0707387   .0167492     4.22   0.000     .0379108    .1035665
         77  |   .1032639   .0197156     5.24   0.000      .064622    .1419059
         78  |   .1279039   .0214888     5.95   0.000     .0857866    .1700211
         80  |    .108871   .0247933     4.39   0.000      .060277     .157465
         82  |    .098831   .0280824     3.52   0.000     .0437906    .1538714
         83  |   .1127655   .0298539     3.78   0.000     .0542529    .1712781
         85  |   .1380611   .0333412     4.14   0.000     .0727135    .2034087
         87  |   .1264818   .0369222     3.43   0.001     .0541156     .198848
         88  |   .1640382   .0393563     4.17   0.000     .0869012    .2411752
             |
       _cons |   1.162473     .03784    30.72   0.000     1.088308    1.236638
-------------+----------------------------------------------------------------
     sigma_u |  .36664367
     sigma_e |  .30300411
         rho |  .59418375   (fraction of variance due to u_i)
------------------------------------------------------------------------------

.

[Meghna Ghosh]

Thanks Carlo, I get your point...I think this might work

[Nick Cox]

I have often seen the claim that there are no duplicates despite this error message and hitherto I have always believed Stata, The FAQ cited in #12 arose because the second author made such a claim and then found that they were wrong. In turn please make explicit the results of

xtset state year
duplicates report state year

Please back up, read the FAQ Advice, especially Section 12, and show us exact results, not a claim that nothing is working.

It seems however that you have household data. If so, my guess is that you have many households within each state-year combination, in which case declaring states as panels just won't work except as Carlo suggests.

[Meghna Ghosh]

I have often seen the claim that there are no duplicates despite this error message and hitherto I have always believed Stata, The FAQ cited in #12 arose because the second author made such a claim and then found that they were wrong. In turn please make explicit the results of

xtset state year
duplicates report state year

Please back up, read the FAQ Advice, especially Section 12, and show us exact results, not a claim that nothing is working.

It seems however that you have household data. If so, my guess is that you have many households within each state-year combination, in which case declaring states as panels just won't work except as Carlo suggests.

Yes it a household data, so I do have many households within each state-year combination. I will post my exact results in the next post.

Thanks,
Meghna

[Meghna Ghosh]

Here you go...

xtset state year
repeated time values within panel
r(451);

. duplicates report state year

Duplicates in terms of state year

--------------------------------------
   copies | observations       surplus
----------+---------------------------
     1515 |         1515          1514
     2933 |         2933          2932
     3023 |         3023          3022
     4535 |         4535          4534
     4759 |         4759          4758
     6086 |         6086          6085
     6435 |         6435          6434
     7318 |         7318          7317
     8044 |         8044          8043
     8110 |         8110          8109
     9121 |         9121          9120
    10626 |        10626         10625
    10666 |        10666         10665
    11840 |        11840         11839
    13009 |        13009         13008
    13210 |        13210         13209
    13576 |        13576         13575
    15182 |        15182         15181
    15200 |        15200         15199
    15790 |        15790         15789
    16128 |        16128         16127
    16505 |        16505         16504
    17716 |        17716         17715
    19163 |        19163         19162
    20402 |        40804         40802
    21689 |        21689         21688
    24182 |        24182         24181
    24433 |        24433         24432
    26581 |        26581         26580
    29785 |        29785         29784
    32038 |        32038         32037
    39739 |        39739         39738
    41392 |        41392         41391
    41594 |        41594         41593
    46648 |        46648         46647
    50891 |        50891         50890
    51973 |        51973         51972
    54173 |        54173         54172
    57154 |        57154         57153
    57287 |        57287         57286
    58628 |        58628         58627
    74200 |        74200         74199
    86977 |        86977         86976
    91681 |        91681         91680
    94461 |        94461         94460
   105305 |       105305        105304
   107556 |       107556        107555
   116077 |       116077        116076
   120694 |       120694        120693
   120721 |       120721        120720
   124368 |       124368        124367
   170745 |       170745        170744
   181684 |       181684        181683
   192508 |       192508        192507
   218979 |       218979        218978
   234333 |       234333        234332
--------------------------------------

duplicates report

Duplicates in terms of all variables

--------------------------------------
   copies | observations       surplus
----------+---------------------------
        1 |      2989770             0
--------------------------------------

duplicates report state hhid_code year

Duplicates in terms of state hhid_code year

--------------------------------------
   copies | observations       surplus
----------+---------------------------
        1 |         1721             0
        2 |         7116          3558
        3 |        14910          9940
        4 |        22576         16932
        5 |        25915         20732
        6 |        27186         22655
        7 |        27223         23334
        8 |        26592         23268
        9 |        24444         21728
       10 |        20220         18198
       11 |        18139         16490
       12 |        16764         15367
       13 |        15431         14244
       14 |        15372         14274
       15 |        15240         14224
       16 |        15696         14715
       17 |        15606         14688
       18 |        19008         17952
       19 |        21736         20592
       20 |        23600         22420
       21 |        27153         25860
       22 |        28116         26838
       23 |        29831         28534
       24 |        28824         27623
       25 |        29700         28512
       26 |        27144         26100
       27 |        26676         25688
       28 |        25060         24165
       29 |        24766         23912
       30 |        21750         21025
       31 |        24335         23550
       32 |        23584         22847
       33 |        26499         25696
       34 |        28526         27687
       35 |        32725         31790
       36 |        38844         37765
       37 |        41921         40788
       38 |        46588         45362
       39 |        51129         49818
       40 |        52560         51246
       41 |        58056         56640
       42 |        60396         58958
       43 |        61146         59724
       44 |        63096         61662
       45 |        64710         63272
       46 |        61824         60480
       47 |        58280         57040
       48 |        57744         56541
       49 |        52969         51888
       50 |        50450         49441
       51 |        45798         44900
       52 |        40144         39372
       53 |        37100         36400
       54 |        33804         33178
       55 |        29645         29106
       56 |        26544         26070
       57 |        23655         23240
       58 |        22040         21660
       59 |        20591         20242
       60 |        19740         19411
       61 |        16470         16200
       62 |        14942         14701
       63 |        14112         13888
       64 |        13120         12915
       65 |        13455         13248
       66 |        15048         14820
       67 |        14070         13860
       68 |        17272         17018
       69 |        15801         15572
       70 |        18410         18147
       71 |        16898         16660
       72 |        17712         17466
       73 |        18980         18720
       74 |        19758         19491
       75 |        21600         21312
       76 |        20824         20550
       77 |        20559         20292
       78 |        21996         21714
       79 |        22199         21918
       80 |        24880         24569
       81 |        23166         22880
       82 |        23370         23085
       83 |        24070         23780
       84 |        26460         26145
       85 |        28390         28056
       86 |        25198         24905
       87 |        24969         24682
       88 |        24728         24447
       89 |        24742         24464
       90 |        26460         26166
       91 |        22659         22410
       92 |        24840         24570
       93 |        21855         21620
       94 |        20962         20739
       95 |        18430         18236
       96 |        18528         18335
       97 |        17654         17472
       98 |        17150         16975
       99 |        18315         18130
      100 |        15500         15345
      101 |        15352         15200
      102 |        12750         12625
      103 |        11948         11832
      104 |        10712         10609
      105 |         9135          9048
      106 |        10918         10815
      107 |         8239          8162
      108 |         9612          9523
      109 |         9810          9720
      110 |         6820          6758
      111 |         8436          8360
      112 |         7280          7215
      113 |         6893          6832
      114 |         6954          6893
      115 |         6095          6042
      116 |         5684          5635
      117 |         3861          3828
      118 |         5192          5148
      119 |         2856          2832
      120 |         2880          2856
      121 |         4356          4320
      122 |         3416          3388
      123 |         3567          3538
      124 |         3100          3075
      125 |         2750          2728
      126 |         3780          3750
      127 |         3175          3150
      128 |         1920          1905
      129 |         2967          2944
      130 |         3510          3483
      131 |         3013          2990
      132 |         2640          2620
      133 |         2660          2640
      134 |         3216          3192
      135 |         2295          2278
      136 |         2040          2025
      137 |         2877          2856
      138 |         3312          3288
      139 |         2363          2346
      140 |         1820          1807
      141 |         2397          2380
      142 |         1562          1551
      143 |         2145          2130
      144 |         1440          1430
      145 |         1450          1440
      146 |         1168          1160
      147 |         1323          1314
      148 |         1184          1176
      149 |         1341          1332
      150 |         1800          1788
      151 |         1057          1050
      152 |         1520          1510
      153 |         1377          1368
      154 |         1540          1530
      155 |         1550          1540
      156 |         2028          2015
      157 |         2198          2184
      158 |          948           942
      159 |         1272          1264
      160 |         1120          1113
      161 |         2415          2400
      162 |          972           966
      163 |         1630          1620
      164 |         1312          1304
      165 |          990           984
      166 |          830           825
      167 |         1670          1660
      168 |         1008          1002
      169 |          845           840
      170 |         1020          1014
      171 |          855           850
      172 |          688           684
      173 |          346           344
      174 |          696           692
      175 |          525           522
      176 |          880           875
      177 |          354           352
      178 |          178           177
      179 |          537           534
      180 |          180           179
      181 |          543           540
      182 |          364           362
      183 |          366           364
      184 |          368           366
      185 |          925           920
      186 |          186           185
      187 |          374           372
      188 |          188           187
      189 |          567           564
      190 |          190           189
      191 |          573           570
      192 |          192           191
      193 |          193           192
      194 |          388           386
      195 |          195           194
      196 |          196           195
      197 |          591           588
      198 |          594           591
      199 |          398           396
      201 |          402           400
      202 |          202           201
      203 |          406           404
      204 |          204           203
      205 |         1025          1020
      207 |          207           206
      208 |          208           207
      209 |          209           208
      210 |          210           209
      211 |          422           420
      214 |          214           213
      215 |          645           642
      216 |          216           215
      217 |          434           432
      218 |          436           434
      219 |          219           218
      221 |          221           220
      222 |          444           442
      226 |          226           225
      229 |          229           228
      231 |          231           230
      235 |          470           468
      237 |          237           236
      240 |          240           239
      244 |          244           243
      245 |          245           244
      248 |          248           247
      249 |          249           248
      251 |          251           250
      256 |          512           510
      273 |          273           272
      335 |          335           334
--------------------------------------

.

 duplicates drop hhid_code state year, force

Duplicates in terms of hhid_code state year

(2888762 observations deleted)

duplicates report

Duplicates in terms of all variables

--------------------------------------
   copies | observations       surplus
----------+---------------------------
        1 |       101008             0

duplicates report state hhid_code year

Duplicates in terms of state hhid_code year

--------------------------------------
   copies | observations       surplus
----------+---------------------------
        1 |       101008             0
--------------------------------------

duplicates list hhid_code state year , sepby(hhid_code)

Duplicates in terms of hhid_code state year

(0 observations are duplicates)

xtset state year
repeated time values within panel
r(451);

Even if I tried removing all the duplicates in terms of hhid_code state and year (although it is a household data and should have duplicates in terms of household id), I am still gfetting the same error message!!

Regards,
Meghna

[Nick Cox]

Thanks for the detailed report. Why are you still surprised at the error message, as the results confirm the guesses suggested to you? For

xtset state year 

to work each state, year combination can occur at most once. As you have enormous duplication, whereby many households exist in every state, your only scope for using xtset is as Carlo suggested and I underlined in terms of declaring a panel identifier alone. Alternatively, what is key is why you think that xtset statement matches your analysis goals: it certainly doesn't match your data.

[Jarsh Landbarg]

Anybody following up on this with more complex panel data may benefit from this discussion:
https://www.statalist.org/forums/for...s-within-panel