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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: RE: A Question on Selecting a Sample from a Panel Data Set
Date   Tue, 15 Jun 2010 22:52:10 +0200

<>

Very true! Hong should use my example with Nick`s amendment.


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Dienstag, 15. Juni 2010 22:36
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: RE: A Question on Selecting a Sample from a Panel Data Set

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/

*
*   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