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Re: st: upper case to lower case for all variable names


From   Mindell Nitkin <mindy.nitkin@simmons.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: upper case to lower case for all variable names
Date   Wed, 16 Nov 2005 17:40:03 -0500

Thanks for the suggestion, but that isn't quite what I am looking for, so I'll try to clarify.

I want to do industry based regressions in year t-1, then use the coefficients from the industry regressions to predict the value of accrual for firms in each industry in year t. I am using 2 digit SIC codes to define the industries. I have roughly 50 industry groupings with anywhere between 10 and 100 firms per industry.

For example, in the first stage:
by SIC: regress accruals PPE REV AR INV
In the second stage, I want to use the coefficients of PPE REV AR and INV to predict accruals (or alternately to predict the unexpected portion of accruals / the residuals) for each firm within any given industry.

Again thanks for the help,
Mindy Nitkin
DBA candidate
Boston University



Michael Blasnik wrote:


"Caleb Southworth" <caleb@twinky.uoregon.edu>  wrote:

Within SIC lags:
sort SIC
by SIC: gen CF_1=CF[_n-1]
by SIC: gen CF_2=CF[_n-2]
etc.

This approach should not be used to create lagged values because Stata randomly breaks ties during a sort. You must specify the time variable using -bysort SIC (time): gen ...- or else use Stata's built-in time series operators which are much smarter and more careful.

Michael Blasnik
michael.blasnik@verizon.net

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