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


From   Hong Nguyen <nguyen@scranton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: A Question on Selecting a Sample from a Panel Data Set
Date   Tue, 15 Jun 2010 17:06:37 -0400

Hi!

It works!

Thanks for your help!
Hong

Nick Cox wrote:
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.

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