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RE: st: RE: tsset


From   "Garlie, Todd RDECOM" <Todd.Garlie@us.army.mil>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: tsset
Date   Fri, 19 May 2006 13:36:52 -0400

I am new to the list and realize this question may interrupt the thread.  Can anyone explain the interpretation of the Pitman's test of difference in variance as part of the baplot output.  If the r has a statistically significant p-value does that
indicate that the methods do not agree with each other?

Thank you


Dr. Todd Garlie 
Research Anthropologist 
---------------------------------------------------------------------------------- 
Ergonomics Team 
US Army Research, Development and Engineering Command (RDECOM) 
U.S. Army Soldier Center 
Natick, Massachusetts 01760 
---------------------------------------------------------------------------------------- 






-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Alexander Nervedi
Sent: Friday, May 19, 2006 1:32 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: RE: tsset

apologies for any confusion in the way I have been using terms. in my mind 
there is no missing data. the data set clearly tells me that for county = x, 
household = 1, year = 1 variable V1(x,h,t) = x111. The data set however does 
have gaps such as

county household   year V1
x           1              1     12
x           1              2     13
x           1              4     12
x           1              7     12


So without any missing data, I define a uniqe household id using

egen uid = group(county household)

county household   year V1   uid
x           1              1     12   1
x           1              2     13   1
x           1              4     12   1
x           1              7     12   1

I need this so that I am able to tsset my data set.

tsset uid year

Once tsset, I would like to enter the gaps into the dataset, and tsfill does 
it for me.

tsfill, full

However, using tsfill creates missing observations whose values i actually 
do know. for variables it is a 0 and for identifies like county and 
household, it has to be the same value within uid. Thus, my data set looks 
like:

county household   year V1   uid
x           1              1     12   1
x           1              2     13   1
.            .              3       .    1
x           1              4     12   1
.            .              5       .    1
.            .              6       .    1
x           1              7     12   1


The coding instructions tell me that V1 = 0 for the missing years.  however, 
I still need to fill in the county and household vairable missings 
observations that tsfill created. and currently, I am using a sequence of 
replace with leads and lags within uid to fill this. I was hoping there 
maybe an automated way of doing this.

thanks for your response.



>From: "Nick Cox" <n.j.cox@durham.ac.uk>
>Reply-To: statalist@hsphsun2.harvard.edu
>To: <statalist@hsphsun2.harvard.edu>
>Subject: st: RE: tsset
>Date: Fri, 19 May 2006 18:17:05 +0100
>
>The effect of your -egen, group()- is
>to lump all the missings on -county-
>and/or -household- together. In cases
>where -household- is missing but not
>-county-, or vice versa, that throws
>away some information.
>
>-egen, group() missing- will do a bit
>better.
>
>But the reconstruction of missing data
>seems somewhere between difficult and
>impossible, on least on the information
>you provide.
>
>For example, suppose
>you have -county- but not -household-.
>There seem two possibilities. The
>household is in fact one of the other
>households in the same county in
>your dataset, or it is not. Do you
>have any grounds to say which is correct?
>
>Conversely, suppose you have -household-
>but -county-. It may be that your numbering
>system will enable you to reconstruct the
>-county-.
>
>Finally, suppose you have neither -household-
>nor -county-. If there is a method for
>imputing, it must be based on the other variables.
>
>Nick
>n.j.cox@durham.ac.uk
>
>Alexander Nervedi
> >
> > I have panel data with gaps. After tssfill, full i have a
> > complete data that
> > but there are many covariates, some string and some numeric,
> > that become
> > complete but are actually not. For example.
> >
> > egen uid = group(county household)
> > tsset uid year
> > tsfill, full
> >
> >
> > will generate missing values for county and household to fill
> > in the gaps,
> > even though uid and year are complete. what is a good way to
> > fill in missing
> > observations for variables like county and household ?
>
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