Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Generate combined with if


From   Katia Bobulova <katia.bobulova@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Generate combined with if
Date   Wed, 10 Aug 2011 16:40:05 +0100

This is an example of my dataset:

date	        time	         price_b       S1           S2         id
26jan2004	83000	100.095	   .              .	       1
26jan2004	83500	100.125	   .              .	       2
26jan2004	84000	100.12	-0.35          2.08	       3
26jan2004	84500	100.11		                       4
26jan2004	85000	100.125		                       5
26jan2004	85500	100.17	                               6	
26jan2004	90000	100.145                                   7		
26jan2004	90500	100.18                                     8		
26jan2004	91000	100.16	                               9	
26jan2004	91500	100.14		                      10
26jan2004	92000	100.095			
26jan2004	92500	100.12		
26jan2004	93000	100.14			
26jan2004	93500	100.15		
26jan2004	93500	100.15		
26jan2004	94500	100.18		
26jan2004	95000	100.185		
26jan2004	100000	100.185			

i want to construct a regression like this:

reg (price_b(id=10)-price_b(id=3))/price_b(id=3)  S1(id=3)  S2(id=3)

thanks for any help
Katia

2011/8/10 Nick Cox <njcoxstata@gmail.com>:
> I guess subscripting provides at least part of the answer, e.g. [_n -
> lag1], [_n + lag2].
>
> To get better answers, you need to tell us much more about your data.
>
> Nick
>
> On Wed, Aug 10, 2011 at 4:23 PM, Katia Bobulova
> <katia.bobulova@googlemail.com> wrote:
>
>> I want just to do regressions for different time intervals (identified
>> by id) and the dependent variable should be the price 30min later
>> (id=10) and 5minutes before (id=3) the event happen.
>>
>> cond doesn't seem to be the solution.
>
>> 2011/8/10 Maarten Buis <maartenlbuis@gmail.com>:
>>> On Wed, Aug 10, 2011 at 4:48 PM, Katia Bobulova wrote:
>>>> I would like to construct this new price, given by the combination of
>>>> other prices when there is a particular id.
>>>>
>>>> I typed:
>>>>
>>>> by date: gen p=(price_b (if id==10) - price_b (if id==3))/ price_b (if id==3)
>>>
>>> This does not make sense to me, what should happen when id != 10 or
>>> when id != 3?
>>>
>>> Anyhow, the syntax is not valid as you noticed. Consider looking at
>>> -help cond()-.
> *
> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index