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RE: st: Identifying Trends in Panel Data


From   "jyotsna puri" <pjyotsna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Identifying Trends in Panel Data
Date   Tue, 21 Jun 2005 22:44:20 +0000

Jason,

Have you tried running a fixed effects regression,
for each company-product, (or maybe it is
for each company, absorb(product) that you want.)
i.e.
areg Log(sales) year if company ==1, absorb(product)
OR
xtreg Log(Sales) year if product==1, i(company) fe
OR
xi: reg Log(sales) year|i.company if product==1


The coefficient on the year should give you your time
trend.
-Jo


Jyotsna (Jo) Puri
Cell and Voicemail: 201-805-1690
pjyotsna@hotmail.com




----Original Message Follows----
From: Jason Hwang <jjhwang@fas.harvard.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: Identifying Trends in Panel Data
Date: Tue, 21 Jun 2005 16:57:53 -0400 (EDT)

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 company-products
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 company-product
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.

Jason

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