我用xtdescribe命令看了一下数据,结果如下,
stkcd: 1, 2, ..., 603999 n = 3644
year: 2007, 2008, ..., 2018 T = 12
Delta(year) = 1 unit
Span(year) = 12 periods
(stkcd*year uniquely identifies each observation)
Distribution of T_i: min 5% 25% 50% 75% 95% max
1 2 4 9 12 12 12
Freq. Percent Cum. | Pattern
---------------------------+--------------
1512 41.49 41.49 | 111111111111
381 10.46 51.95 | ..........11
356 9.77 61.72 | ...111111111
298 8.18 69.90 | .........111
238 6.53 76.43 | ....11111111
197 5.41 81.83 | ........1111
156 4.28 86.11 | ..1111111111
130 3.57 89.68 | .....1111111
119 3.27 92.95 | .......11111
257 7.05 100.00 | (other patterns)
---------------------------+--------------
3644 100.00 | XXXXXXXXXXXX
问题一:似乎第一个pattern是平衡面板。我想把这些数据挖出来单独回归。 或者想把某几个pattern的抓出来。 该怎么做呢?