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st: RE: Identifying Trends in Panel Data
For the first problem I would check out -statsby-
with a suitable regression command.
For the second problem, a crude approach is to set
bysort company (year) : gen logratio = log(sales) - log(sales)
and then identify the first spell by the criterion that
logratio is less than a specified threshold. -tsspell- seems
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com]On Behalf Of Jason Hwang
> Sent: 21 June 2005 21:58
> To: firstname.lastname@example.org
> Subject: st: Identifying Trends in Panel Data
> Can someone help with this problem?
> I have panel data and I'm trying to identify panels with
> particular types
> of trends. I have looked at -tsspell- but don't think it does what I'm
> trying to do.
> For example, I have data of the form:
> company product year sales
> 100 4 1990 312
> 100 4 1991 400
> 100 4 1992 350
> 100 4 1993 280
> 100 4 1994 302
> I have millions of observations like this (thousands of
> with about 40 years of data for each company-product)
> What I'm looking for is a sample of company-products with either a
> positive or a negative trend over time.
> Most company-products look like the example above, where there is no
> obvious trend (over a longer horizon of course). But there
> are some that
> have a statistically significant trend, either positive or
> negative, and I
> want to isolate those for further ananalysis. Would there be
> a way to do
> this relatively quickly?
> On a related point, I want to measure the speed it takes for
> a variable of
> interest to reach a certain threshold. For example, for a
> that exhibits a trend, I want to look at how many years it
> takes for sales
> to increase by a factor of x. If anyone knows of a way to do
> that, that
> would be very helpful.
> Thank you very much for your help.
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