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Type "help xtset" in Stata. Stata's xtset command does not necessarily expects that your panel has both a cross-section (x) variable and a time (t) variable. Let's say you have data collected yearly from a bunch of countries. In this case the order of the observations for each country matters, so you use: xtset country year But sometimes your panel isn't a real panel, in that while the observations may be correlated within the x dimension, their t dimension order does not matter. Suppose, for example, that you have multi-country data collected by city. Say you expect the variables of interest to exhibit intra-country correlation, but clearly the order in which cities show up in your data set for any given country is irrelevant. This is a panel, but not a proper one. If you want to use xt commands, then you xtset it like so: xtset country

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Q: How do you input panel data into stata?
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