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Re: st: RE: cluster analysis for panel data


From   "[iso-8859-1] Claudio Cruz Cázares" <Claudio.Cruz@uab.cat>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: cluster analysis for panel data
Date   Mon, 18 May 2009 21:49:41 +0200

Thank you Nick!

In fact I want to try a partition cluster analysis (kmeans). I agree that the time series in the panel will be collapsed as well but after the cluster results I will paste the resulting cluster as a new variable in the original panel and split the sample base in this results. I hope this will work!

Thanks!

Claudio



----- Mensaje original -----
De: Nick Cox <n.j.cox@durham.ac.uk>
Fecha: Lunes, Mayo 18, 2009 7:17 pm
Asunto: st: RE: cluster analysis for panel data

> What kind of clustering would you like? That depends on your 
> definition of the individuals to be clustered. You could summarize 
> panels in whatever way you like and cluster those summaries also 
> in whatever way you like. 
> That's one pathway. But it would collapse the time series 
> information in the panels. 
> 
> But I don't think there's a definition of cluster analysis that is 
> automatically obvious for panels and I don't think there's Stata 
> software specifically designed for any such decision. 
> 
> NB: Please don't send HTML to the list. This is explained in the 
> FAQ. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> claudio cruz
> 
> I have a panel dataset and I want to create different scenarios to 
> evaluate the impact of X in Y using a dynamic model. So, for 
> creating the different scenarios I want to create clusters based 
> on x1, x2 and x3. 
> 
> So far, I can't found any information if there is a specific 
> cluster analysis for panel data.  Does anyone know what could I 
> do?  
> 
> I was thinking in one solution. I'm not sure of doing a pooled 
> cluster since some firms may be in t-1 at Cluster_a and in t may 
> be at Cluster_b, right?  I think it doesn't have any logic. Thus, 
> I was thinking in collapsing the data by the mean of x1, x2 and x3 
> for each firm and then create the clusters. Is that correct? 
> 
> 
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