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Re: st: RE: -egen rank ()


From   fceballos1@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: -egen rank ()
Date   Thu, 21 Sep 2006 14:18:11 -0400

Hi,

I'm concerned about the impossibility of clustering for standard errors in Tobit
Panel Regressions (xtintreg).

Does anybody know the reason for this? Is there some sort of estimation problem?

Any hint or any source where I may take a look?

Thank you very much,

Francisco



                                                                                
             "Scott                                                             
             Merryman"                                                          
             <smerryman@kc.r                                                 To 
             r.com>                  <statalist@hsphsun2.harvard.edu>           
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             @hsphsun2.harva                                            Subject 
             rd.edu                  st: RE: -egen rank ()                      
                                                                                
                                                                                
             09/21/2006                                                         
             01:10 PM                                                           
                                                                                
                                                                                
             Please respond                                                     
                   to                                                           
             statalist@hsphs                                                    
             un2.harvard.edu                                                    
                                                                                
                                                                                




Do you mean something like this:

clear
input str3 v1 v2
aaa      374
bbb      213
ccc      204
gvfdg   193
gfdg      170
gfdh      166
abc 213
end

egen rank2 = rank2(v2), track


. l, ab(20)

     +-------------------+
     |  v1    v2   rank2 |
     |-------------------|
  1. | aaa   374       1 |
  2. | bbb   213     2.5 |
  3. | ccc   204       4 |
  4. | gvf   193       5 |
  5. | gfd   170       6 |
     |-------------------|
  6. | gfd   166       7 |
  7. | abc   213     2.5 |
     +-------------------+


Scott

-----------------------------------------------

*! rank2 adapted from -egen, rank-
*! egen, rank - field option with tie correction
program define _grank2
        version 7, missing
        syntax newvarname =/exp [if] [in] [, BY(varlist) /*
                */ {Field|Track|Unique}  Suffix(str)]

        if ("`field'"!="") + ("`track'"!="") + ("`unique'"!="") > 1 {
                di as err "{p}only one of field, track, or unique"
                di "may be specified{p_end}"
                exit 198
        }
        if ("`by'"!="") + ("`suffix'"!="") > 1 {
                di as err "{p}by() and suffix() may not be specified
together{p_end}"
                exit 198
        }
        if ("`suffix'"!="") > 0 & ("`field'"!="") + ("`track'"!="") + /*
                */("`unique'"!="") < 1 {
                di as err "{p}suffix() allowed only with the field, track,"
                di "or unique options{p_end}"
                exit 198
        }
        local sign = 1
        if "`field'"!="" {
                local fstar = "*"
                local sign = -1
        }
        if "`track'"!="" {
                local tstar = "*"
                local sign = -1
        }
        if "`unique'"!="" {
                local ustar = "*"
        }
        if ("`field'"!="") + ("`track'"!="") + ("`unique'"!="") > 0 {
                local space " "
        }
        tempvar GRV
        quietly {
                gen double `GRV' = `sign'*(`exp') `if' `in'

                sort `by' `GRV'
                if "`by'"!="" {
                        local by2 = `"by `by':"'
                }
                `by2' gen `typlist' `varlist' = _n if `GRV'<.
                `ustar' `by2' replace `varlist' = `varlist'[_n-1] ///
                if `GRV'<. & `GRV'==`GRV'[_n-1]
                         by `by' `GRV': replace `varlist' = `varlist'+(_N-1)/2
                if "`by'"!="" {
                        local by2 = `"by `by'"'
                }
                label var `varlist' /*
                        */ "`field'`track'`unique'`space'rank of `exp'
`by2'"
                _getnewlabelname vlbl
                tempvar group
                if "`suffix'" != "" {
                        local nties = 0
                        local i = 1
                        while `i' <= _N {
                                count if `varlist' == `i'
                                if r(N) > 1 { /* there are tied ranks */
                                        label def `vlbl' `i' "`i'`suffix'",
add
                                        local nties = `nties' + 1
                                }
                                local i = `i' + 1
                        }
                        if `nties' {
                                label val `varlist' `vlbl'
                        }
                }
        }
end


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Nikolaos A. Patsopoulos
> Sent: Thursday, September 21, 2006 8:50 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: -egen rank ()
>
> Hi,
>
> I want to create a variable containing the rank order of another one but
> I cannot make tie corrections:
>
> the data:
>
> v6      countMain
>
> aaa      374
> bbb      213
> ccc      204
> gvfdg   193
> gfdg      170
> gfdh      166
>
> I use egen rankMain=rank( countMain) if   counter_v6==1, field
> #counter_v6 is a _n variable for v6
>
> if I don't use the /field/ parameter I get the reverse order of that I
> want, e.g. aaa gets a rank of 4880 instead of 1. However using field
> doesn't correct for ties (want to use the average for ties).
>
> Any suggestions?
>
> Thanks in advance,
>
> Nikos
>
> *
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