Panel Workfile Information

878—Chapter 28. Working with Panel Data

Workfile Statistics

Date: 01/13/04 Time: 08:29

Name: GRUNFELD_BALTAGI_PANEL

Number of pages: 3

The top portion of the display for our first example workfile is depicted above. The statistics view identifies the page as an annual panel workfile that is structured using the identifiers ID and DATE. There are 10 cross-sections with 20 observations each, for years ranging from 1935 to 1954. For unbalanced data, the number of observations per cross-section reported will be the largest number observed across the cross-sections.

To return the display to the original workfile directory, select View/Workfile Directory from the main workfile menu.

Identifier Indices

EViews provides series expressions and functions that provide information about the crosssection, cell, and observation IDs associated with each observation in a panel workfile.

Cross-section Index

The series expression @CROSSID provides index identifiers for each observation corresponding to the cross-section to which the observation belongs. If, for example, there are 8 observations with cross-section identifier series values (in order), “B”, “A”, “A”, “A”, “B”, “A”, “A”, and “B”, the command:

series cxid = @crossid

assigns a group identifier value of 1 or 2 to each observation in the workfile. Since the panel workfile is sorted by the cross-section ID values, observations with the identifier value “A” will be assigned a CXID value of 1, while “B” will be assigned 2.

A one-way tabulation of the CXID series shows the number of observations in each crosssection or group:

880—Chapter 28. Working with Panel Data

Within Cross-section Observation Index

Alternately, @OBSID returns an integer uniquely indexing observations within a cross-sec- tion. The observations will be numbered sequentially from 1 through the number of observations in the corresponding cross-section. In the example above, with two cross-section groups “A” and “B” containing 5 and 3 observations, respectively, the command:

series withinid = @obsid

would number the 5 observations in cross-section “A” from 1 through 5, and the 3 observations in group “B” from 1 through 3.

Bear in mind that while @CELLID uses information about all of the ID values in creating its index, @OBSID only uses the ordered observations within a cross-section in forming the index. As a result, the only similarity between observations that share an @OBSID value is their ordering within the cross-section. In contrast, observations that share a @CELLID value also share values for the underlying cell ID.

It is worth noting that if a panel workfile is balanced so that each cross-section has the same cell ID values, @OBSID and @CELLID yield identical results.

Workfile Observation Index

In rare cases, you may wish to enumerate the observations beginning at the first observation in the first cross-

section and ending at the last observation in the last cross-section.