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st: extract rows from panel dataset


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: extract rows from panel dataset
Date   Sun, 10 Sep 2006 19:05:24 -0400

Tom Boonen wants to write a utility that allows the user to specify a set of units, time periods and variables, and produce a Stata matrix of the resulting rows and columns of a panel-format dataset. Scott presented a nice solution for that -- but how is Tom going to use it? Stata doesn't perform statistical analysis on Stata matrices.

The unnecessary part here, it seems to me, is to subset the dataset for a particular set of variables. This could be done with preserve and restore, but that tends to be really slow on a big panel dataset. Here is my take on the solution:

program drop _all

program foo2 , rclass
version 9.2
syntax /* varlist(ts min=2 numeric) */, Timex(numlist >=0 integer) Units(numlist integer) Gen(string)
qui tsset
local tvar `r(timevar)'
local pvar "`r(panelvar)'"
local tx: subinstr local timex " " ",", all
local u: subinstr local units " " ",", all
gen `gen' = ( inlist(`tvar',`tx') & inlist(`pvar', `u'))
end

use http://fmwww.bc.edu/ec-p/data/wooldridge2k/CORNWELL,clear
tsset county year

foo2, timex(83(2)87) units(7 9 11 13 19 21) gen(mysamp1)
xtdes if mysamp1

reg avgsen polpc density taxpc if mysamp1


This approach does nothing with variables, but allows you to carry out any number of analyses on the designated subsample of units and time periods just by appending the if condition that identifies those observations. No need to fool around with the variables. If Tom really wants to create a subset dataset, then reinstate the variable list (per Scott's code) and have the routiine

preserve
keep (only those variables, plus the panel identifiers)
keep if `gen'
save newdatasetname
restore

after the gen `gen' statement.



Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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