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


From   Hong Nguyen <[email protected]>
To   [email protected]
Subject   Re: st: RE: RE: A Question on Selecting a Sample from a Panel Data Set
Date   Tue, 15 Jun 2010 17:46:54 -0400

Hi Nick,

I have two years of derivative use data (2000 and 2001). I could select a sample of firms based on derivative use in either 2000 or 2001 (and spread that property to other observations for the same firms). How would I modify your previous commands to fit this situation?

Thanks!
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 [email protected]
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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