Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Assistance if possible


From   "Tharyan, Rajesh" <R.Tharyan@exeter.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Assistance if possible
Date   Thu, 11 Mar 2010 10:09:53 +0000

Hi

I am not sure what the problem is here. Have you already done what you have described in your post or is it something that you like to do and require help with how to do it? Is this methodology replicating what is already out there? If so could you please provide a reference? Your post gives the impression that you have done it and therefore the confusion on what the problem is!

R

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Saint Joseph
Sent: 10 March 2010 19:45
To: majordomo@hsphsun2.harvard.edu
Cc: statalist@hsphsun2.harvard.edu
Subject: st: Assistance if possible

Dear Sir/Madam
 
I will like to join the stata group as well as find a way to solve the problem below:
 I calculate the highest 24-month concentration of merger bids involving firms in that industry in each decade.2 This 24-month period is identified as a potential wave. Taking the total number of bids over the entire decade for a given industry, I simulate 1000 distributions of that number of occurrences of industry member involvement in a bid over a 120-month period by randomly assigning each occurrence to a month where the probability of assignment is 1/120 for each month. I then calculate the highest 24-month concentration of activity from each of the 1000 draws. Finally, I compare the actual concentration of activity from the potential wave to the empirical distribution of 1000 peak 24-month concentrations. If the actual peak concentration exceeds the 95th percentile from that empirical distribution, that period is coded as a wave. For example, 36% of the 161 bids in the health care industry in the 1990s occurred within one 24-month period starting
 in May of 1996. Out of 1000 simulated distributions of 161 bids across a 10-year period, the 95th percentile of maximum concentration within any 24-month period is 27%. Thus, the cluster of bids in the health care industry starting in May of 1996 is coded as a wave."
 
 


      
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index