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From |
dist@interfree.it |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Re: st: sample splitting problem |

Date |
21 Nov 2007 07:14:24 -0000 |

Thank you for you reply but it is not clear to me if your suggested procedure is a solution. The restore command gives me back an "error" (nothing to restore r(622);). Besides, after posting my request I have also searched for a code. Do you (or someone else) think the following one is a way to solve my problem? > gen ratio = x/y > egen m1=mean(ratio), by(id) > egen medm1=median(m1) > gen hi1=m1<medm1 if !mi(m1, medm1) ( uncertain if it should be: by(id) or by (firm) ) Please, help! Thank you in advance. ----------------------------------------------------------------------------- ------------------------------------------------------------------------ >Probably the simplest thing is to collapse the dataset and then >obtaining the median. Something like this (change the varnames where >appropiate): > >preserve >gen ratio = x/y >collapse ratio, by(firm) >su ratio, detail >local threshold = r(p50) >restore > >gen more_x = (x/y > `threshold') > >In the end, we restore the data and create a dummy variable that indicates >whether each firm has more of x or not (not having more of x >is the same as having more of y). > >HTH, >Sergio > >PS: I'm assuming your panel is in -long- format. If not, set it as long. > >On 21 Nov 2007 06:00:21 -0000, <dist@interfree.it> wrote: > Dear all, here I'm >again for a new request of help. I would like to replicate a sample splitting >into my research. > Given an unbalanced panel (ts-cs data) and two variables, x >and y, the sample splitting criterion is the following: > a firm is identified >as having more "x" (high_x) if "x/y" is larger than the median accross firms of >the firms' time averages. Conversely, a firm is identified as having less "x" >(low_x) if "x/y" is less than (or equal to) the median accross firms of these >time averages. I would be grateful if someone can help me with the commands >(just an example to use for my dataset). > >> Thank you very much. >> >> ---------------------------------------------------------------------------- DEXGATEMICRO il centralino VoIP multifunzione per l'azienda. Prova gratuita per 4 utenti! Scopri tutte le funzionalita' sul sito Dexgate.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/

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