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st: re: first non-zero observation within a variable


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: first non-zero observation within a variable
Date   Sun, 4 Feb 2007 09:52:44 -0500

Thomas said

I am trying to tag the first non-zero, non-missing observation within a
variable by group. The goal is to drop anything BEFORE the expression
is measured within a group. For example:

group time expression
1 1 0
1 2 0
1 3 3.2
1 4 4.1
1 5 0
1 6 2.5
2 1 0
2 2 .
2 3 0
2 4 3.7
2 5 4.0
..

My goal is to obtain this:

group time expression
1 3 3.2
1 4 4.1
1 5 0
1 6 2.5
2 4 3.7
2 5 4.0



tsset group time
tsspell var3,cond((var3>0 | var3[_n-1]>0) & var3<. & var3[_n-1]<.)
keep if _spell

This works on the example given. It might have problems with a run of embedded zeros, but it would be possible to deal with that case by testing whether a spell was detected before that point (running sum of _spell > 0). For instance if the data are

+---------------------+
| group time var3 |
|---------------------|
1. | 1 1 0 |
2. | 1 2 0 |
3. | 1 3 3.2 |
4. | 1 4 4.1 |
5. | 1 5 0 |
|---------------------|
6. | 1 6 0 |
7. | 1 7 0 |
8. | 1 8 2.5 |
9. | 2 1 0 |
10. | 2 2 . |
|---------------------|
11. | 2 3 0 |
12. | 2 4 3.7 |
13. | 2 5 4 |
+---------------------+

tsset group time
tsspell var3,cond((var3>0 | var3[_n-1]>0) & var3<. & var3[_n-1]<.)
by group: gen sumspell=sum(_spell)
keep if _spell | sumspell>0

produces

+-------------------------------------------------------+
| group time var3 _seq _spell _end sumspell |
|-------------------------------------------------------|
1. | 1 3 3.2 1 1 0 1 |
2. | 1 4 4.1 2 1 0 2 |
3. | 1 5 0 3 1 1 3 |
4. | 1 6 0 0 0 0 3 |
5. | 1 7 0 0 0 0 3 |
|-------------------------------------------------------|
6. | 1 8 2.5 1 2 1 5 |
7. | 2 4 3.7 1 1 0 1 |
8. | 2 5 4 2 1 1 2 |
+-------------------------------------------------------+

taking account of the run of zeros in group1 after a spell has started.

tsspell is available from SSC.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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