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

From   "Nick Cox" <>
To   <>
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 


Martin Weiss

If your dataset looks like this:


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.

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