The data set WORK._CLSS_ is not sorted in ascending sequence with respect to the time series ID.

[aminkarimid]

Hello everybody;

I want to run panel regression with fix effect. So, I run the program below, but it doesn't work.

proc sort data=Sampledata_adjvol out=Sampledata_adjvol2;
	by TRD_STCK_CD TRD_EVENT_ROUFOR;
run;

proc panel data = Sampledata_adjvol2;
	model adjusted_volume_5 = TRD_EVENT_ROUFOR / fixone;
	id TRD_STCK_CD TRD_EVENT_ROUFOR;
run;

The error is:

ERROR: The data set WORK.SAMPLEDATA_ADJVOL2 is not sorted in ascending sequence with respect to the time series ID. The current time period has TRD_EVENT_ROUFOR=9:30:00 and the previous time period has
       TRD_EVENT_ROUFOR=9:30:00 in cross section TRD_STCK_CD=ABAD1.

Here is a sample of my data:

data WORK.SAMPLEDATA_ADJVOL;
  infile datalines dsd truncover;
  input TRD_STCK_CD:$15. TRD_EVENT_DT:DATE9. TRD_EVENT_ROUFOR:TIME8. adjusted_volume_5:32.;
  format TRD_EVENT_DT DATE9. TRD_EVENT_ROUFOR TIME8.;
  datalines4;
ABAD1,20MAY2008,9:30:00,
ABAD1,20MAY2008,9:30:00,
ABAD1,20MAY2008,9:30:00,0.1236593933
ABAD1,21MAY2008,9:30:00,0.5277625684
ABAD1,09JUL2008,9:30:00,0.0061432698
ABAD1,21JUL2008,10:30:00,2.4368321201
ABAD1,15OCT2008,10:30:00,
ABAD1,15OCT2008,10:30:00,
ABAD1,15OCT2008,11:00:00,0.1097571838
ABAD1,29APR2009,11:00:00,0.0274242661
SDFA1,20MAY2008,9:30:00,
SDFA1,20MAY2008,9:30:00,
SDFA1,20MAY2008,9:30:00,0.0236593933
SDFA1,21MAY2008,9:30:00,0.3277625684
SDFA1,09JUL2008,9:30:00,0.0061432698
SDFA1,21JUL2008,10:30:00,1.4368321201
SDFA1,15OCT2008,10:30:00,
SDFA1,15OCT2008,11:00:00,0.2097571838
SDFA1,29APR2009,11:00:00,0.0174242661
VAED2,20MAY2008,9:30:00,
VAED2,20MAY2008,9:30:00,0.0236593933
VAED2,21MAY2008,9:30:00,0.3277625684
VAED2,15OCT2008,11:00:00,0.2097571838
VAED2,29APR2009,11:00:00,0.0174242661
;;;;

How can I fix that?

Thanks in advance.

[Kurt_Bremser · Accepted solution]

The regressors have to be unique, see http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_panel_sect040..... Run a PROC MEANS to aggregate the values.