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st: RE: unbalanced panel to balanced panel
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com] On Behalf Of
> tabreez shams
> Sent: Tuesday, November 28, 2006 2:00 AM
> To: firstname.lastname@example.org; email@example.com
> Subject: st: unbalanced panel to balanced panel
> 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)
You say below that you checked the Statalist archives and FAQs, but your
question (4) makes me wonder whether checked the obvious places: online
help and the manuals!
To get you started on (4), from within Stata:
and in the latter, read the section on time-series varlists.
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Edinburgh EH14 4AS UK
> 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 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.
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