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Re: st: bug in "egen" command?


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bug in "egen" command?
Date   Fri, 26 Sep 2008 08:12:05 -0400

Rembert De Blander <rembert.deblander@uclouvain.be>
If you want us to reproduce this result, you can find a handful of obs
where it can be seen, then start your example with -input- e.g.:

clear
set type double
input pid x
1 5
1 .
2 5
2 7
end
replace x=_pi if mi(x)

loc x "x"
loc id "pid"
egen double i`x' = mean(`x'), by(pid)
generate double I`x' = 0
qui levelsof `id', local(idlst)
foreach lvl of local idlst {
 qui summarize `x' if (`id' == `lvl'), meanonly
 qui replace I`x' = r(mean) if (`id' == `lvl')
}
su
li

On Thu, Sep 25, 2008 at 10:26 PM, Rembert De Blander
<rembert.deblander@uclouvain.be> wrote:
> The problem can be stated as follows:
>
> Consider the panel data setting where the command
>
> <<tsset pid time>>
>
> was issued. Under these circumstances, the command:
>
> <<by pid: egen double i`x' = mean(`x')>>
>
> should be exactly identical to:
>
> <<
>  generate double I`x' = 0
>  qui levelsof `id', local(idlst)
>  foreach lvl of local idlst {
>  qui summarize `x' if (`id' == `lvl'), meanonly
>  qui replace I`x' = r(mean) if (`id' == `lvl')
>  }
>>>
>
> Now, the problem, as far as I experienced it, can appear when `x' is a
> float variable. Worse, the discrepancy between both command sequences
> seems to involve a "random" component, since it differs from run to run.
> The latter sequence of commands always produces identical results, but the
> 'egen' commands output varies. Of course these fluctuations are of the
> order of machine precision. Nevertheless they are worrying, since they
> constitute 'unexpected' and certainly undocumented behaviour, which can
> lead to substantial differences, especially in iterated procedures.
>
> The problem does not occur for any `x', but I have a dataset & sequence of
> commands that produce the described behaviour.
>
> Since I am not allowed to post attachments, please mail me for more info:
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