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st: RE: First difference in multidimensional panel


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: First difference in multidimensional panel
Date   Fri, 24 Apr 2009 17:27:11 +0100

Kit Baum and Martin Weiss both quite rightly pointed to -egen, group()-.


In addition, note that typing 

. search identifier, faq 

would have, among other things, identified this FAQ 

FAQ     . . . . . . . . . . . . . . . . . . . . . . Creating group
identifiers
        3/01    How do I create individual identifiers numbered
                from 1 upwards?
                http://www.stata.com/support/faqs/data/group.html

which also mentions -egen, group()- and, more importantly, explains the
logic behind it. 

Reminder: -search- in your Stata points to many sources of information. 
 
Nick 
n.j.cox@durham.ac.uk 

mm3040@columbia.edu

I have a panel data of share of intra-firm imports (s_{ict}) where  
observations vary over industry (i), country (c) and time (t). I need  
to calculate the first difference of s_{ict}:
Delta_s_{ict}=s_{ict}-s_{ic(t-1)}.
I am not sure how to do this since I do not have a unique panel
variable.
Also when using tsset how do I create unique id for each  
industry-country pair (where both industry and country are string  
variables). Any help would be appreciated.

My data is of the following form: Industry(Ind) and Country (Cty) are  
both string variables
Ind Cty Yr
1 A 2000
1 B 2000
1 C 2000
1 A 2001
1 B 2001
1 C 2001
1 A 2002
2 A 2000
2 B 2000
2 D 2000
2X B 2001
2X A 2002
2X B 2002


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