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

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

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

Date |
Wed, 16 Jun 2010 10:23:29 +0100 |

No, I don't think so. You need to change the code upstream, not downstream. 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 | year == 2001 bysort firm (derivuse) : replace derivuse = derivuse[1] == 1 Nick n.j.cox@durham.ac.uk Martin Weiss ************* bysort firm (derivuse): /* */ replace derivuse = derivuse[1] == 1 | /* */ derivuse[2] == 1 ************* Hong Nguyen 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? 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 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/

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

**st: RE: RE: A Question on Selecting a Sample from a Panel Data Set***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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

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

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