The easiest way to deal with this problem, without having to do any programing would be to use the mim and mimstack STATA commands.
You can download them using findit, and they are very easy to use. Mim supports almost all mainstream commands with imputed data. XTPCSE is in the preprogrammed supported commands but can be run simply by declaring that xtpcse is an estimation command.
hope this helps
Nasos Roussias
Juan March Institute
________________________________________
De: Political Methodology Society [[log in to unmask]] En nombre de Paul Warwick [[log in to unmask]]
Enviado el: lunes, 06 de abril de 2009 19:04
Para: [log in to unmask]
Asunto: [POLMETH] A question on using Stata on imputed data files
I recently tried to do a time series cross-section analysis using
Stata's xtpcse routine on a set of Amelia-imputed data files. The
information on the MI program in Stata indicates that it supports
xtpcse, but using xtpcse requires that one have previously defined
the country and time variables with xtset (or tsset), and I can't
find any way of doing this for the imputed data files. Ken Scheve,
MI's author, suggested that I edit lines 8 and 9 of the miest.ado
file, substituting my country variable name for "panelvar" and my
time variable name for "timevar", but this doesn't seem to work,
either. Has anyone figured out a work-around for this problem? It
is likely to affect not just xtpcse but all the xt routines in Stata.
Prof. Paul V. Warwick,
School for International Studies and Dept. of Political Science,
Simon Fraser University.
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