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st: RE: Locating Point Fitting Criteria in Panel Data


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Locating Point Fitting Criteria in Panel Data
Date   Mon, 28 Feb 2005 21:39:52 -0600

Using Nick Cox's -tsspell- (see also "How do I identify runs of consecutive
observations in panel data?" by Nick Cox and Vince Wiggins at:
http://www.stata.com/support/faqs/data/panel.html ) this seems to work:


egen id = group(seller product)
tsset id year
tsspell value, cond(value>0)

by id: gen byte begin = cond(_seq == 1, /// 
cond(_seq[_n+1] > _seq , 1, ///
cond(_seq == 1 & _n ==1, 1, /// 
cond(_seq ==1 & _n ==_N, 1, . ///
))) , .)


For example:

. l

     +---------------------------------+
     | seller   product   year   value |
     |---------------------------------|
  1. |     13       456   1988       0 |
  2. |     13       456   1989       0 |
  3. |     13       456   1990       9 |
  4. |     13       456   1991       0 |
  5. |     13       456   1992       2 |
     |---------------------------------|
  6. |     13       456   1993       6 |
  7. |     13       456   1994       7 |
  8. |     14         1   1988       1 |
  9. |     14         1   1989       2 |
 10. |     14         1   1990       3 |
     |---------------------------------|
 11. |     14         2   1991       4 |
 12. |     14         2   1992       0 |
 13. |     14         2   1993       0 |
 14. |     14         2   1994       0 |
 15. |     15         1   1990       0 |
     |---------------------------------|
 16. |     15         1   1991       0 |
 17. |     15         1   1992       1 |
     +---------------------------------+

. do "C:\DOCUME~1\Scott_2\LOCALS~1\Temp\STD0h000000.tmp"

. egen id = group(seller product)

. tsset id year
       panel variable:  id, 1 to 4
        time variable:  year, 1988 to 1994

. tsspell value, cond(value>0)

. 
. by id: gen byte begin = cond(_seq == 1, /// 
> cond(_seq[_n+1] > _seq , 1, ///
> cond(_seq == 1 & _n ==1, 1, /// 
> cond(_seq ==1 & _n ==_N, 1, . ///
> ))) , .)
(13 missing values generated)

. 
end of do-file

. drop _*

. l , sepby(id)

     +----------------------------------------------+
     | seller   product   year   value   id   begin |
     |----------------------------------------------|
  1. |     13       456   1988       0    1       . |
  2. |     13       456   1989       0    1       . |
  3. |     13       456   1990       9    1       . |
  4. |     13       456   1991       0    1       . |
  5. |     13       456   1992       2    1       1 |
  6. |     13       456   1993       6    1       . |
  7. |     13       456   1994       7    1       . |
     |----------------------------------------------|
  8. |     14         1   1988       1    2       1 |
  9. |     14         1   1989       2    2       . |
 10. |     14         1   1990       3    2       . |
     |----------------------------------------------|
 11. |     14         2   1991       4    3       1 |
 12. |     14         2   1992       0    3       . |
 13. |     14         2   1993       0    3       . |
 14. |     14         2   1994       0    3       . |
     |----------------------------------------------|
 15. |     15         1   1990       0    4       . |
 16. |     15         1   1991       0    4       . |
 17. |     15         1   1992       1    4       1 |
     +----------------------------------------------+


Hope this helps,
Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Jason Hwang
> Sent: Monday, February 28, 2005 7:06 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Locating Point Fitting Criteria in Panel Data
> 
> Dear Stata Users,
> 
> May I ask somebody how to code the following?
> 
> I have panel data of the form:
> 
> seller	product	year	value
> 
> 13	456	1988	0
> 13	456	1989	0
> 13	456	1990	9
> 13	456	1991	0
> 13	456	1992	2
> 13	456	1993	6
> 13	456	1994	7
> 
> In the real data I have millions of obs for many sellers, products and
> different years available for each seller-product.
> 
> I would like to find for each seller-product, the first year of the first
> three year period where value is positive for all three of those years. In
> the above example, for seller 13, product 456, the year would be 1992.
> 
> I can't seem to write the correct if statement to do what I want.
> 
> Thanks very much for your help.
> 
> Jason
> *
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