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Again, thanks for your help. My problem is to run time-series regression for each cross-section unit in a panel data. So, I wrote a small program as following: for !i=1 to 40 smpl if id=i ls y c x next id is my cross-section ID identifier. As I run this program, it gives me the following error: Erro...

Thank you!! It worked perfectly. One more follow up question. Now, I have panel data stacked t=1 to T for each i=1 to n. Can I get a time-series regression for each i separately using a simple command? I know that I can manually do this by specifying in the Sample window "if id=1", "i...

Hi, I want to know a simple data manipulation in panel data workfile. I have successfully created panel data workfile as cross-section stacked for time period. So, my data series x is stacked as x(i=1) for t=1 to T, and x(i=2) for t=1 to T, etc. I would like to create a new series y(i,t)=x(i,t)-x(i=...