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Re: st: replacing with mean


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: replacing with mean
Date   Thu, 2 Dec 2010 21:12:54 +0100 (CET)

Hi Dimitry, that's great! Thank you very much!

I tried to implement your command; however, I get an error as it says:


variable Var* not found
r(111);


Might it depend on the fact that I start your procedure from here:

 levelsof listA, local(listA)

as I already have my dataset ready for calculation)? 

F




----- Messaggio originale -----
Da: "Dimitriy V. Masterov" <dvmaster@gmail.com>
A: statalist@hsphsun2.harvard.edu
Inviato: Giovedì, 2 dicembre 2010 20:41:50 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: Re: st: replacing with mean

Fabio,

Nick's suggestion can be implemented in the 2nd loop below:

************************************************************
clear all
set more off

/* Fake Data */
set obs 26

gen str1 industry=""

local c=1
foreach l in `c(ALPHA)' {
	replace industry = "`l'" in `c'
	local ++c
}

expand 27

sort industry

forvalues v=1/20 {
	gen Var`v'=round(uniform()*`v',1)
}

gen listA=_n


/* Actual Loop */
levelsof listA, local(listA)

foreach var of varlist Var* {
	qui gen `var'_med=.
	
	foreach firm in `listA' {
		qui gen inc=cond(listA != `firm',1,.)
		qui egen med=median(`var'*inc), by(industry)
		qui replace `var'_med=med if listA==`firm'
		qui drop med inc
	}

}
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