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st: RE: Lagged variable question


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Lagged variable question
Date   Tue, 30 Jul 2002 14:35:34 +0100

Eva.Poen@student.unisg.ch
>
> I am relatively new to Stata. I read the manuals but could
> not figure out
> the following on my own. Please excuse if this turns out to
> be a very silly question.
>
> I have panel data in the long format, and declared them
> appropriately:
> -tsset subject period-
> In some descriptive analyses, I want to make the following
> count statement
> (assume that g is the name of the variable of interest):
> -count if period==20 & L0.g==0 & L1.g==0 & L2.g==0 .... and
> so forth, until
> L15.g==0-
>
> I am looking for an abbreviation meaning "lag 0 to lag 15
> of variable g are
> all 0", because I will need this kind of statement
> frequently. Typing
> L(0/15).g does not work.
> Any suggestions would be very much appreciated. In case I overlooked
> something in the docus, please point me to the documentation.

Here is one way to do it:

Let's suppose the suspect innocent until declared
guilty, that is, we believe that all lagged values are zero
until we find one which isn't:

gen allzero = 1

forval i = 0/15 {
	replace allzero = allzero * (L`i'.g == 0)
}

The quantity

L`i'.g is in turn L0.g L1.g ... L14.g L15.g

and

(L`i'.g == 0) is 1 or 0 depending on whether the lagged
value is 0 or not.

You can also do it with the logical operator "&". The result
is naturally the same.

Some other approaches break down because they won't
accept the time series operators.

For more on true and false in Stata, see

http://www.stata.com/support/faqs/data/trueorfalse.html

For more on any/all problems, see

http://www.stata.com/support/faqs/data/anyall.html

Nick
n.j.cox@durham.ac.uk

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