Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: unbalanced panel to balanced panel


From   tabreez shams <tabreezsp@yahoo.com>
To   statalist@hsphsun2.harvard.edu, tabreezsp@gmail.com
Subject   st: unbalanced panel to balanced panel
Date   Mon, 27 Nov 2006 18:00:04 -0800 (PST)

Dear Statlisters,
I am using Stata/SE 8.2 for my research and layman in
stata programming. Much appreciate if you could kindly
comment or direct me on the following issues: 

For your information, I would like to inform you that
I have observations of 212 banks over 1997 to 2004.
The panel is unbalanced. The observations are in
lead/lag format, i.e., dependent variable is at time t
and independent variables are at t-1.

1. Creating a balanced panel (not by filling missing
values but by eliminating the corresponding rows). I
need a balanced panel to run xtgls.

2. Converting the lead/lag unbalanced panel to
unbalanced panel of contemporaneous observations of
all variables. I can understand that I will be loosing
one year observations.

3. Test procedures: Ranking the observations according
to variable X for each year. Then testing the
difference in mean between observations in the top
quartile and bottom quartile for each year for
variables y1 and y2.

4. Creating a new variable in panel data: which is 
y = (y(t) - y(t-1))/y(t-1)

My apologize for being very layman in my questions and
detail discussion. I can do the stuffs manually in
excel but I am sure there must be some code/macros to
do the stuffs easily in stata!

Thank you in advance for any of your comments or
direction.

Kind regards,
Shams
-----
Shams Pathan
PhD Candidate
Dept. of Acc. & Finance,
Caulfield Campus,
Monash University

T: 61 3 99031259
H: 61 3 95631338
F: 61 3 99032442

N.B.: I went through the FAQs and also statalists
archives but failed to an insights.




 
____________________________________________________________________________________
Do you Yahoo!?
Everyone is raving about the all-new Yahoo! Mail beta.
http://new.mail.yahoo.com
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index