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From |
Wen Xia Ge <wenxia.ge@mail.mcgill.ca> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: changes of variables over time in panel data |

Date |
Tue, 2 Sep 2008 15:14:27 -0400 |

Sorry, the description of my question is not clear. Let me rephrase my question: My panel data is composed of bond issues of thousands of firms over more than 10 years. My goal is: (1) Get the means (medians) of several firm-level variables (V1 to V5) prior to bond issues and post bond issues, i.e., to get the means (medians) of V1 to V5 for years -2 to +2 relative to bond issues, and then (2) test whether they are significantly different from zero or not in each year, (3) test if they change significantly from t-1 to t, from t to t+1. I would like to present the results in the following format: Year -2 -1 0 1 2 V1 mean mean mean mean mean (t-statistics) (t-statistics) (t-statistics) (t-statistics) (t-statistics) V2 mean mean mean mean mean (t-statistics) (t-statistics) (t-statistics) (t-statistics) (t-statistics) V3 mean mean mean mean mean (t-statistics) (t-statistics) (t-statistics) (t-statistics) (t-statistics) V4 mean mean mean mean mean (t-statistics) (t-statistics) (t-statistics) (t-statistics) (t-statistics) V5 mean mean mean mean mean (t-statistics) (t-statistics) (t-statistics) (t-statistics) (t-statistics) Thank you, Wenxia -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Tuesday, September 02, 2008 12:42 PM To: statalist@hsphsun2.harvard.edu Subject: st: RE: changes of variables over time in panel data I don't think you give us any clue on what your goal is, precisely. To look at changes? That seems to be what all studies of panel data should do. To get a better answer than this, you may need to ask a better question. Otherwise I am reduced to anodyne advice, such as plot your data and think about building a model. Nick n.j.cox@durham.ac.uk Wen Xia Ge My panel data is composed of bond issues of thousands of firms over more than 10 years. I want to look at the changes of several firm-level variables prior to bond issues and post bond issues, that is, I want to look at the changes of several firm-level variables in year t-2, t-1, t, t+1 and t+2, where bond issues are in year t. I know we can generate lagged variables (one year lag or two year lag) in STATA, but I have no clue how to achieve the above goal. Any suggestions? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: changes of variables over time in panel data***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: changes of variables over time in panel data***From:*Wen Xia Ge <wenxia.ge@mail.mcgill.ca>

**st: RE: changes of variables over time in panel data***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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