If Daniel specifies ylag(0) and still gets the T is too small error message, I bet it is because he has one or more lagged Xs in his model. Use, clear xtset id t keep if t<3 xtdpdml wks lwage, inv(ed) pre(union) ylag(0)
T can equal 2 if ylag = 0 AND none of the other variables in the model are lagged. However, the default ylag value is also 1, so you would have gotten into trouble anyway.įor convenience, I will self-plagiarize the response I just gave atġ. In this case you specify L.exposure so maximum xlag = 1. Xlag is the maximum lag for an X variable.
Responding to this Q several months later because I didn't notice it before and because somebody else cited it:
