Statalist The Stata Listserver


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

st: RE: unbalanced panel to balanced panel


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>, <tabreezsp@gmail.com>
Subject   st: RE: unbalanced panel to balanced panel
Date   Tue, 28 Nov 2006 15:45:31 -0000

Shams,


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> tabreez shams
> Sent: Tuesday, November 28, 2006 2:00 AM
> To: statalist@hsphsun2.harvard.edu; tabreezsp@gmail.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:

help generate
help varlist

and in the latter, read the section on time-series varlists.

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert


> 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/
> 

*
*   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