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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating |

Date |
Sat, 13 Jun 2009 18:24:05 +0200 |

Hi Martin:

I made a mistake in the 3), which you noticed.

1 2 7.5 9.5 4.5 2 1 7.3 9.3 4.3 2 2 7.3 8 6.7 3 1 5 7 2 3 2 8.5 11 6

i y x z 1 6.5 9.5 4.5 2 7.3 8 6.7 3 5 11 6 Thank you very much for your help. Best, J. ____________________________________________________ Prof. John Antonakis Associate Dean Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis&cl=en Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 13.06.2009 18:06, Martin Weiss wrote:

<>Here is the code for 1) and 2). I do not understand the intent innumber 3: If you really do want the first obs on y in each cluster,why does your example say "7.5" then? Should it not be 6.5?********** clear* input i y x z n 1 5 8 3 1 1 9 10 5 2 1 8 12 6 3 1 6 9 4 4 2 5 7 2 1 2 9 13 4 2 2 8 8 7 3 2 6 8 6 4 2 8 8 7 5 2 8 8 7 6 3 5 7 2 1 3 9 11 7 2 3 8 11 5 3 end compress list, noobs /* get groups */ gen random=runiform() sort i random by i: gen byte group=/* */cond(_n<=_N/2,1,2) l, noo sepby(i) drop random collapse (mean) y x z, /* */by(i group) l, noo sepby(i) ********** HTH Martin _______________________----- Original Message ----- From: "John Antonakis"<john.antonakis@unil.ch>To: <statalist@hsphsun2.harvard.edu> Sent: Saturday, June 13, 2009 3:19 PMSubject: st: Randomly selecting variables in panel, collapsing, andsimulatingHi:I want to do something that is quite straightforward, but don't yethave the programming skills to do this, so I would appreciate somehelp. Basically, I want to select randomly within clusters, thencollapse, then estimate a regression model that I would like tosimulate. I would like to define it as an e-class program so that Ican easily incorporate a simulation in there.I have the following data structure (I have added a line in-betweenclusters to facilitate viewing):i y x z n 1 5 8 3 1 1 9 10 5 2 1 8 12 6 3 1 6 9 4 4 2 5 7 2 1 2 9 13 4 2 2 8 8 7 3 2 6 8 6 4 2 8 8 7 5 2 8 8 7 6 3 5 7 2 1 3 9 11 7 2 3 8 11 5 3Where y is the dependent variable, and x and z are covariates (note,I have more covariates, so I would like to use something general thatworks even with more covariates), "i" is the panel identifier and "n"is number of observations in each cluster. Note that each clusterdoes not have the same number of observationsI would like to do the following:1) by cluster (i.e., within in each cluster), randomly split theobservations into two groups, with an equal amount of observations(if number of observations are even); if the number of observationsare odd, then one of the group will have 1 more observation than theother. Thus, I would now have this:i y x z n g 1 8 12 6 3 1 1 5 8 3 1 1 1 6 9 4 4 2 1 9 10 5 2 2 2 9 13 4 2 1 2 5 7 2 1 1 2 8 8 7 3 1 2 8 8 7 5 2 2 6 8 6 4 2 2 8 8 7 6 2 3 5 7 2 1 1 3 8 11 5 3 2 3 9 11 7 2 2 2) collapse observations at the group level for each cluster to get: i g y x z 1 1 6.5 10 4.5 1 2 7.5 9.5 4.5 2 1 7.3 9.3 4.3 2 2 7.3 8 6.7 3 1 5 7 2 3 2 8.5 11 63) then I want to the data as below, so that I can regress the y ofthe first observation in each cluster to the x and z of the secondobservation in each clusteri y x z 1 7.5 9.5 4.5 2 7.3 8 6.7 3 8.5 11 2 4) once I have this I want to simulate it, using something like this: capture program drop sim version 10.1 program define sim, eclass [here is the code I would like to insert to make points 1-4 above run] simulate _b _se, reps(20) seed (123) : sim, foreach v in x z { gen t_`v' = _b_`v'/_se_`v' gen p_`v' = 2*(1-normal(abs(t_`v'))) Thank you. John. -- ____________________________________________________ Prof. John Antonakis Associate Dean Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis&cl=en Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ * * 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/

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**Follow-Ups**:**Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: Randomly selecting variables in panel, collapsing, and simulating***From:*John Antonakis <john.antonakis@unil.ch>

**st: Re: Randomly selecting variables in panel, collapsing, and simulating***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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