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st: RE: Stata inquiry


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Stata inquiry
Date   Wed, 27 Sep 2006 22:42:56 -0500

For the first question, I think you are looking for -reshape-

For example:
//Create panel data set
clear
set obs 66
gen id = _n
expand 45
bysort id: gen year = 1959 + _n
sort id year
gen y = uniform()

//transform
reshape wide y, i(year) j(id)

//calc bilateral differences
local j =1
forv l = `j'/66 {
	forv k = `j'/66 {
		if `l' != `k' {
			gen diff_`l'_`k' = y`l' - y`k' 
		}
	}
	local ++j
}


Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Cigdem Akin
> Sent: Wednesday, September 27, 2006 4:38 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Stata inquiry
> 
> Hi,
> 
> I have a panel of GDP values for 66 countries. I have the following
> questions.
> 
> 1- The data is stacked on top of each other in the following manner. id:1-
> 66 yr:1960-2005
> 
> yr             id    y
> 1960          1    .
> until 2005   1    .
> 1960          2   .
> until 2005   2    .
> 
> I need to construct bilateral pairs of lny-lny*. This makes about 2165
> pairs for 66 countries.
> 
> How can I program this in STATA environment?
> 
> 2- Using these bilateral difference series, I need to conduct lag  length
> selection using varsoc command 2165 times for each series. The appropriate
> lag length needs to be fed in into the dfuller test.
> 
> Can you help me with the programming of these commands? I will be happy to
> provide more information about the dataset and other details about the
> type of output I need?
> 
> Thanks.
> 
> Cigdem Akin
> George Washington University
> Department of Economics
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