Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Programing "by" and creating a new dataset


From   Ichiro Fujikake <fujikake@cc.miyazaki-u.ac.jp>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Programing "by" and creating a new dataset
Date   Thu, 10 Mar 2005 10:16:51 +0900

Hi Cameron,

Following is a byable and with newfile() option version of your program, I
hope. Please refer to byable and syntax entries of Programming manual and
-help levels- for information on what I added.

Ichiro

=*=*=*=
capture program drop kpmetric
qui program kpmetric , byable(onecall)
    version 8
    syntax , newfile(string)
    local by "`_byvars'"
    tempvar chng
    generate `chng' = sign(x2 - x1)

    tempvar gr
    if _by()==1 {
        qui egen `gr'=group(`by')
    }
    else {
        qui gen `gr'=1
    }
    qui levels `gr', local(list)
    foreach X of local list {
        preserve
        qui keep if `gr'==`X'
        qui count
        local n = r(N)
        local n1 = r(N) - 1
        local p = 0

        forvalues i =1/`n1' {
            local k = `i' + 1
            forvalues j = `k'/`n' {
               local opposite = `chng'[`i'] * `chng'[`j'] < 0
               local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] -
x2[`j'])
               local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] -
x1[`j'])

               if `opposite' & (`flip' | `diverge') {
                  local p = `p' + 1
               }
            }
        }

        local p_`X' = `p'/comb(`n',2)
        local n_`X'=`n'
        restore
    }
    preserve
    qui {
        keep `by' `gr'
        if _by()==1 {
            bysort `by' : keep if _n==1
        }
        else {
            keep if _n==1
        }
        gen p=.
        gen n=.
        foreach X of local list {
            replace p=`p_`X'' if `gr'==`X'
            replace n=`n_`X'' if `gr'==`X'
        }
    }
    drop `gr'
    save `newfile'
    restore
end

=*=*=*=

On 05.3.10 6:41, "Cameron Hooper" <chooper@umich.edu> wrote:

> Consider the following data:
> 
> . use http://www-personal.umich.edu/~chooper/stata/kptest1
> . list
> 
>       +---------------------+
>       | id   year   x1   x2 |
>       |---------------------|
>    1. |  1   1990   10    8 |
>    2. |  1   1990    7   11 |
>    3. |  1   1990    6    4 |
>    4. |  1   1990    9   12 |
>    5. |  1   1990    8    6 |
>       +---------------------+
> .
> 
> I want to create a new variable based on the pairwise comparisons of
> -sign(x2 - x1)-. (I've included a brief explanation of these comparison
> as a postscript to this post. I don't think it is necessary to read it
> to understand my question.)
> 
> To achieve this I've written the following program. I don't think it is
> important to follow the code inside the -forvalues- loop.
> 
> -------------------------------------
> 
> capture program drop kpmetric
> program kpmetric , rclass
> version 8
> tempvar chng
> generate `chng' = sign(x2 - x1)
> qui count
> local n = r(N)
> local n1 = r(N) - 1
> local p = 0
> 
> forvalues i =1/`n1' {
>     local k = `i' + 1
>     forvalues j = `k'/`n' {
> 
>        local opposite = `chng'[`i'] != `chng'[`j'] & \\\
>                         `chng'[`i'] != 0  & `chng'[`j'] != 0
>        local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] - x2[`j'])
>        local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] - x1[`j'])
> 
>        if `opposite' & (`flip' | `diverge') {
>           local p = `p' + 1
>        }
>     }
> }
> 
> local p = `p'/comb(`n',2)
> return scalar p = `p'
> end
> 
> --------------------------------------------------------------------------
> Here as a sample run:
> 
> . use http://www-personal.umich.edu/~chooper/stata/kptest1
> . kpmetric
> . return list
> 
> scalars:
>                   r(p) =  .6
> 
> 
> In practice my data is more complex. I have multiple years and companies
> so I need to make my program understand the -by- prefix. I also need a
> way of capturing the results of the program. This is what I would want
> to achieve:
> 
> . use http://www-personal.umich.edu/~chooper/stata/kptest2
> . sort id year
> . list
> 
>       +---------------------+
>       | id   year   x1   x2 |
>       |---------------------|
>    1. |  1   1990   10    8 |
>    2. |  1   1990    7   11 |
>    3. |  1   1990    6    4 |
>    4. |  1   1990    9   12 |
>    5. |  1   1990    8    6 |
>       |---------------------|
>    6. |  1   1991    5    8 |
>    7. |  1   1991    7    9 |
>    8. |  1   1991    4    4 |
>    9. |  2   1988    2    6 |
>   10. |  2   1988    5    3 |
>       |---------------------|
>   11. |  2   1988    9    7 |
>   12. |  2   1988    4    1 |
>   13. |  2   1989    7    7 |
>   14. |  2   1989    8    8 |
>   15. |  2   1989    3    3 |
>       +---------------------+
> 
> . by id year: kpmetric
> . list
> 
>     id year   p    n
> 1.  1 1990  0.60  5
> 2.  1 1991  0.00  3
> 3.  2 1988  0.33  4
> 4.  2 1989  0.00  3
> 
> Any suggestions on how I can achieve this?
> 
> Thanks,
> 
> Cameron
> 
> PS. For those interested in what this code is trying to achieve here is
> a brief explanation. Consider the following data:
> 
> analyst f1 f2
>     1    10 12
>     2    11  9
>     3     8 10
> 
> This represents the forecasts of three analysts. f1 is forecast at time
> 1 and f2 is the revised forecast at time 2, after the analysts' observe
> a publicly available signal. Define a measure of differential
> interpretations of the public signal to be the proportion of
> inconsistent revisions. Inconsistent revision move in opposite
> directions AND either flip or end up further apart they the original
> forecasts.For example, analyst 1 revised his forecast upwards (from 10
> to 12) while analyst 2 revised her forecast downwards (11 to 9). Since
> the revisions are in opposite directions and cross they are defined as
> inconsistent. In contrast both analysts 1 and 3 revise their forecasts
> upwards and are thus consistent revisions. While analysts 2 and 3 revise
> in different directions, they are not inconsistent because they converge
> as a result of observing the common signal. Of the 3 analyst pairs only
> 1 is inconsistent (1v2) so the value of the differential interpretations
> metrics equals 1/3 (#inconsistent pairs / total pairs).
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index