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RE: st: RE: grouping by time window


From   "Andre pierre" <hcpats@hotmail.fr>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: grouping by time window
Date   Mon, 13 Jun 2005 16:17:09 +0200

Thanks for your comments. There is indeed an argument I didn't mention to justify this way of treating the data (that is: inventions produced at very closed dates, by the same firm are identical, or at least very similar in my data). I thus have to choose an arbitrary time window (that could be modified) to identify these "portfolios".
I should ideally find a measure that maximises the number of products in each portfolio in a given time window, but that seems rather difficult to implement...

André



From: "Nick Cox" <n.j.cox@durham.ac.uk>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: RE: grouping by time window
Date: Mon, 13 Jun 2005 14:35:13 +0100

I am not sure this is determinate on the
criteria given. In particular, if you
start a first window at the first
observation and then use the rule that
no window can be more than a year long,
then the windows so produced do not
necessarily coincide with the set
of disjoint windows that maximise the
number of products within each, if
indeed there is a unique set so
defined.

A quite different comment -- and here
you may well have a rationale not presented --
is that seems a rather arbitrary way
to reduce these data.

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

Andre pierre

> I would like to create groups of observations with at least 2
> products
> invented within 365 days (not a civil year), by firm and
> industry code.
>
> obs; Firm; ic; date
> 1; 1; A; 31 dec 02
> 2; 1; A; 2 Apr 03
> 3; 1; A; 12 dec 03
> 4; 1; A; 5 jan 04
> 5; 1; A; 4 may 04
> 6; 1; B; 4 may 04
> 7; 2; A; 1 jan 01
> .
> .
> .
>
>
> In this example, observations 1 to 3 and 4 to 5 would correspond to a
> "group", as the products are invented by the same firm, in
> the same industry
> code within 365 days. The groups have to be "successive", and not
> "overlapping".

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