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st: Creating a group variable based on values in observations


From   "Chris Parker" <cparker.phd2007@london.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Creating a group variable based on values in observations
Date   Fri, 20 May 2011 21:36:06 +0100

Hi Statalist,

I have a problem that's been troubling me for a while now. I have daily
prices for several products in several markets over time. I use the data
to measure price dispersion as the coefficient of variation of prices on
a day for a product. However, not every market is open on every day.
Systematic differences between the markets that are open (such as
average distance between markets, percent of markets of type A, etc.)
could impact price dispersion, so I need to control for this. For each
product I would like to create a variable that lists which group of
markets was open on each day (openmarkets in the example below). I could
then encode this variable and include i.groupid which controls for these
differences.

Example data for one of the products:

day	market		openmarkets	groupid
1	1		1-2-3-4-5	1
1	2		1-2-3-4-5	1
1	3		1-2-3-4-5	1
1	4		1-2-3-4-5	1
1	5		1-2-3-4-5	1
2	2		2-3-5		2
2	3		2-3-5		2
2	5		2-3-5		2
3	1		1-3-4-5		3
3	3		1-3-4-5		3
3	4		1-3-4-5		3
3	5		1-3-4-5		3
4	2		2-3-5		2
4	3		2-3-5		2
4	5		2-3-5		2

Any ideas?

Chris

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