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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: A Question on Selecting a Sample from a Panel Data Set |

Date |
Tue, 15 Jun 2010 21:36:03 +0100 |

Not quite. -derivuse- is undefined, namely missing, for years not 2000. You need to spread that property to other observations for the same firms. bysort firm (derivuse) : replace derivuse = derivuse[1] == 1 Nick n.j.cox@durham.ac.uk Martin Weiss If your dataset looks like this: *********** clear* set obs 19 gen int year=_n+1986 //10 firms expand 10 bys year: gen byte firm =_n gen byte derivuse=runiform()>.25 if year==2000 *********** you can simply condition on -if derivuse==1- in your analyses. Hong Nguyen I have a panel data set consisting of financial data for 423 firms over a 19-year period. For one of the years (2000) I have data on derivatives use (use or non-use) for these 423 firms. I need to generate a sample of firms that used derivatives in 2000 and use it to run regressions over the entire period 1987-2005. This is where I'm stuck. * * 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/

**Follow-Ups**:**Re: st: RE: RE: A Question on Selecting a Sample from a Panel Data Set***From:*Hong Nguyen <nguyen@scranton.edu>

**Re: st: RE: RE: A Question on Selecting a Sample from a Panel Data Set***From:*Hong Nguyen <nguyen@scranton.edu>

**st: RE: RE: RE: A Question on Selecting a Sample from a Panel Data Set***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: A Question on Selecting a Sample from a Panel Data Set***From:*Hong Nguyen <nguyen@scranton.edu>

**st: RE: A Question on Selecting a Sample from a Panel Data Set***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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