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Re: st: summarizing data over 3 or 5 year periods for macro panel data.


From   Manhal Mohammad Ali <manhal.ali@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: summarizing data over 3 or 5 year periods for macro panel data.
Date   Wed, 20 Jul 2011 21:52:21 +0100

Dear Sir,

Many thanks for you kind and prompt help. Really appreciate it. You
have helped to focus on other thesis related work and also managed to
solve a seemingly confounding problem.

Thank you

Manhal Ali

On Wed, Jul 20, 2011 at 4:47 AM, John Luke Gallup <jlgallup@pdx.edu> wrote:
>
> Manhal,
>
> If I understand correctly, you are trying to get just one, rather than 3 observations for each group.
>
> Here are two methods:
>
> 1. collapse my mx, by(id idthird)
>
> instead of
>
> bysort id idthird: egen my = mean(y)
>
> 2.
>
> bysort id idthird: egen my = mean(y)
> by id idthird: gen firstobs = (_n==1)
> keep if firstobs
>
> John
>
> John Luke Gallup
> Department of Economics
> Portland State University
>
> On Jul 19, 2011, at 7:07 PM, Manhal Mohammad Ali wrote:
>
> > Dear Stata users,
> >
> > For macro panel data sets (where N is not so big and T is moderate),
> > researchers and academics summarize or average data over certain
> > number of periods for example 3 or 5 or 10 for example in growth
> > econometrics.
> >
> > I have a panel data from 1980 to 2009 for 39 countries and I want to
> > average my data over a 3 or 5 year periods for the variables y and x
> > to then do regression of average y for  3 or 5 year periods on average
> > x for 3 or 5 year period. My variables y and x are gdp and inflation.
> > This is what is I did so far for a 3 year period example
> >
> > egen idthird = seq(), block(3)
> > bysort id idthird: egen my = mean(y). Similarly for variable x.
> >
> > This gives me then a "3 independent years groups averages". Then I
> > want to regress  3 period mean or average of y, my on the  3 period
> > average of mx.
> >
> > But this is the type of data I get (I did not put values for y and x
> > for simplicity)
> > Country       year    idthird my      mx      y       x
> > a            1980       1             2.5     1.9
> > b            1981       1             2.5     1.9
> > c            1982       1             2.5     1.9
> > d            1983       2             2.8     1.3
> > e              1984     2             2.8     1.3
> > f            1985       2             2.8     1.3
> > g            1986       3             1.6     1.3
> >
> > where 2.5 is the average of the first three years for variable my and
> > 1.9 is the average for the first three years for variable mx.
> >
> > Now how can I regress the average of y for 3 periods, my on mx, the
> > average of variable x for 3 periods  given that the above data now
> > looks the one above.
> >
> > You can clearly see what the problem is -  there is three 2.5 values
> > which is average for first three years then there is average of 2.8
> > for next three years and so on for variable my and similarly for
> > variable mx. Shouldn’t there be one entry of 2.5 for the first group 1
> > (1980 -1982) then 2.8 for the next group 2 (1983-1985) for variable my
> > and similarly for variable mx.
> >
> > My basic problem and question is how to generate a sequence of
> > variables summarized over 3 ot 5 periods and the do regression using
> > those new averaged variables. I would really appreciate your kind help
> > as I am doing an MSc dissertation and I am little running back
> > Thank you very much.
> >
> > Manhal Ali
> > University of Bristol.
> >
> > *
> > *   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/
> >
>
>
> *
> *   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/

*
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