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st: HELP, please: sample splittings overlapped


From   Albert Robinson <albertrobinson1973@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: HELP, please: sample splittings overlapped
Date   Tue, 23 Oct 2007 21:05:59 +0200

Fellow listers

I am running a panel data model with Stata and my database is an
incomplete panel of 997 firms and some variables, max range: 1980 -
2000 (but some firms have a lower range).

I need your help to make some calcutation on a variable, hereafter
called "mvalue" (it's a ratio). First of all, for each year, we can
find negative or positive or zero values of "mvalue". What I need:

* by considering the distribution of this variable, I would identify
as "LOW mvalue" those firms that are above the 25th percentile of the
distribution of the negative values. Note that this selection should
produce a dummy-column where - e.g. - the same firm could have zero
and one randomly distributed or only zero or one. Vice versa, HIGH
mvalue firms are above the 25th percentile of the distribution of
firms experiencing positive values of the values.

** Finally, created these two dummies (two columns), for a firm to be
identified as a PERSISTENTLY LOW (HIGH) "mvalue", I require that it be
identified as a LOW (HIGH) "mvalue" firm for at least two consecutive
periods. This would produce two other columns, for PERSISTENTLY LOW
and PERSISTENTLY HIGH mvalue.

I am new to the list, so I apologize in advance if the answer to these
questions was easy.  They're very important for my research. I would
be very, very grateful I somebody could write me the Stata commands
(with or without an example) useful for sample splittings of this
kind.


Albert Robinson

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