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On Tue, May 13, 2008 at 4:27 PM, Erasmo Giambona <e.giambona@gmail.com> wrote: > Dear Austin, > I have spent quite some time trying to understand why the code stops > estimating d at some point. I also tried to run the code only on the > subsample including firms with id number higher than 5918. I get an > error message saying no observations. No success. The data however is > there. So I am at a loss. I hope you can be a bit more patient with > this issue. I could send you the data or a portion of the data if > necessary. > Hope you can provide a bit more help. > Regards, > Erasmo > > On Tue, May 13, 2008 at 12:46 PM, Erasmo Giambona <e.giambona@gmail.com> wrote: >> Hi Austin, >> This code works except that it produces missing values for d starting >> from firm number 5918, despite the fact that y and x are availables. I >> thought it was a memory problem, so I set the memory to 850m, but I >> still get missing values. Does it mean that I have to run the code for >> different subsamples? >> Thanks. >> Erasmo >> >> >> On Fri, May 9, 2008 at 2:04 PM, Austin Nichols <austinnichols@gmail.com> wrote: >> > Erasmo--this problem seems constantly to have a "new" wrinkle. Try this: >> > >> > clear >> > input firm year y x >> > 1 1980 20 23 >> > 1 1981 22 34 >> > 1 1982 20 19 >> > 1 1984 22 34 >> > 1 1985 20 19 >> > 1 1986 28 34 >> > 1 1987 30 19 >> > 1 2004 33 48 >> > 1 2005 30 45 >> > 1 2006 35 50 >> > 2 1980 15 23 >> > 2 1981 55 34 >> > 2 1982 29 19 >> > 2 1983 15 23 >> > 2 1984 55 34 >> > 2 1985 29 19 >> > 2 1986 28 34 >> > 2 1987 30 19 >> > end >> > su year, meanonly >> > loc ny=r(max)-r(min)+1 >> > loc fy=r(min) >> > tempfile allyrs >> > preserve >> > drop _all >> > set obs `ny' >> > g year=`fy'+_n-1 >> > save `allyrs' >> > restore >> > append using `allyrs' >> > fillin firm year >> > drop if mi(firm) >> > tsset firm year >> > sort firm year >> > g double d=. >> > qui forv i=3/`=_N-2' { >> > loc f=`i'-2 >> > loc l=`i'+2 >> > if firm[`f']==firm[`i'] & firm[`l']==firm[`i'] { >> > cap reg y year in `f'/`l' if firm==firm[`i'] >> > if _rc==0 { >> > if e(N)>2 { >> > predict double ye if e(sample), resid >> > reg x year in `f'/`l' if firm==firm[`i'] >> > predict double xe if e(sample), resid >> > reg ye xe >> > replace d=_b[xe] in `l' >> > drop ye xe >> > } >> > } >> > } >> > } >> > li, noo sepby(firm) >> > * * 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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