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st: Re: Binary variable after first-differencing


From   "Sergiy Radyakin" <Radyakin@aoek.uni-hannover.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Binary variable after first-differencing
Date   Mon, 5 Mar 2007 21:47:57 +0100

Hello Kevin!

sort Firm year
by Firm: gen difdummy=dummy if _n==1
by Firm: replace difdummy=dummy+difdummy[_n-1] if _n>1

This should generate the sequence you desire, though I haven't got your motivation for the transformation of the variable.
Besides notice that diffdummy is not a dummy anymore :)

Regards, Sergiy Radyakin



----- Original Message ----- From: "Amess Kevin" <Kevin.Amess@nottingham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, March 05, 2007 9:23 PM
Subject: st: Binary variable after first-differencing



Dear All,

I would very much appreciate help on the following problem. My panel
data contain both continuous and binary variables. I want to estimate a
model in first differences but would like to incorporate a binary
variable. So that the binary variable is not first-differenced out of
the equation I want to create difdummy (see below). Basically, I do not
know how to create difdummy. Below illustrates my data:

Firm year dummy difdummy
1 1993 0 0
1 1994 0 0
1 1995 1 1
1 1996 1 2
1 1997 0 2
1 1998 0 2
2 1993 1 1
2 1994 1 2
2 1995 1 3
2 1996 0 3
2 1997 0 3
2 1998 0 3
3 1993 0 0
3 1994 0 0
3 1995 0 0
3 1996 0 0
3 1997 1 1
3 1998 1 2

Regards,
Kevin

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