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RE: st: Looping Enquiry


From   George Bouliotis <g.bouliotis@bham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Looping Enquiry
Date   Thu, 29 Sep 2011 17:49:39 +0100

Dear Robert, Nick, Valerie and Richard

Thank you for your response to my question and your fruitful comments. Yes, my problem is programming the running-product estimation.

I have already been through different approaches and ideas (e.g. egen with product function or sums) but nothing worked correctly. The "lagged" approach seems promising but the tricky point is when the (sub)products should be 1

In an attempt to make things more clear, I provide a more clear dataset here:  

   time   group   indic   RESULT   step1   step2   step3  step4
      30       1     0    -.958      47      48   .9791667  1-2*(47/48) =-0.958
      57       0     0    -.916      46      47   .9787234  1-2*((46/47)*(47/48)) =-0.916
      58       0     0    -.874      45      46   .9782609  1-2*((45/46)*(46/47)*(47/48)) =-0.874
      67       0     0    -.834      44      45   .9777778  1-2*((44/45)*(45/46)*(46/47)*(47/48)) =-0.834
      74       0     0    -.792      43      44   .9772727  1-2*((43/44)*(44/45)*(45/46)*(46/47)*(47/48)) =-0.792
      79       0     0     -.75      42      43   .9767442  1-2*((42/43)*(43/44)*(44/45)*(45/46)*(46/47)*(47/48)) =-0.750
      79       1     1     .125      42      43   .9767442  1-1*((42/43)*(43/44)*(44/45)*(45/46)*(46/47)*(47/48)) =0.125
      82       1     1     .125      42      43   .9767442  1-1*((42/43)*(43/44)*(44/45)*(45/46)*(46/47)*(47/48)) =0.125
      89       0     0    -.708      41      42   .9761904  1-2*((41/42)*(42/43)*(43/44)*(44/45)*(45/46)*(46/47)*(47/48)) =0.708
      95       1     0    -.662      40      41   .9756098  and so on...
      98       0     0    -.678      39      40       .975  
     101       0     0    -.574      38      39    .974359  
     104       0     0    -.532      37      38   .9736842  
     110       0     0    -.448      36      37    .972973  
     118       0     0    -.444      35      36   .9722222  

The task is to generate correctly the "step4" variable which varies conditional upon the value of the dummy variable "indic". If indic is 0 then ste4 is calculated as 1-2*(products) and if indic is 0 then step for is estimated as 1-1*(products). The variable (column) RESULT simply illustrates what the correct values should be for the variable "step4".

Thank you very much
George

   


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert Picard
Sent: 29 September 2011 17:40
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Looping Enquiry

It looks like George is stuck on calculating a running product,
similar to the sum() function. This can easily be done without a loop:

gen rp = _n
replace rp = rp * rp[_n-1] if _n > 1

Since George is trying to replicate the RESULT variable and he's not
using the time and group variables, I suspect that Richard's solution
is not what George is looking for. While I can't quite figure out
everything, here's an attempt that get close:

*----------- begin example -------------
clear
input    time   group   var  RESULT
          30       1        0  -0.958
          57       0        0  -0.916
          58       0        0  -0.834
          67       0        0  -0.874
          74       0        0  -0.792
          79       0        0  -0.750
          79       1        1   0.125
          82       1        1   0.125
          89       0        0  -0.706
          95       1        0  -0.662
          98       0        0  -0.678
         101       0        0  -0.574
         104       0        0  -0.532
         110       0        0  -0.448
         118       0        0  -0.444
end

* setup, per OP
egen ssize=seq() if var==0,from(47) to(1)
replace ssize=ssize[_n-1] if ssize==.
gen  product= (ssize/(ssize+1))

* runing product that does not change when var == 1
gen double rprod = cond(var,1,product)
replace rprod = rprod * rprod[_n-1] if _n > 1

* replicate RESULT
gen score = 1 - cond(var,1,2) * rprod
format %9.3g score
list, clean noobs
*------------ end example --------------


On Thu, Sep 29, 2011 at 10:24 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> This looks a neat solution, assuming that Richard has correctly understood the question.
>
> I'd add a thought that no harm would be done by putting the result of -generate- into a -double-. These numbers don't look problematic, but a little worry about loss of precision would do no harm.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Richard Herron
>
> If I understand the question, I think you can do this without a loop.
> If you sort on group and time, then you can create a sequential time
> index, use -tsset-, and use lag operators to generate your product.
> Here's my attempt, please let me know if I got your question wrong.
>
> * begin code
> clear
> input    time   group   var  RESULT
>          30       1        0  -0.958
>          57       0        0  -0.916
>          58       0        0  -0.834
>          67       0        0  -0.874
>          74       0        0  -0.792
>          79       0        0  -0.750
>          79       1        1   0.125
>          82       1        1   0.125
>          89       0        0  -0.706
>          95       1        0  -0.662
>          98       0        0  -0.678
>         101       0        0  -0.574
>         104       0        0  -0.532
>         110       0        0  -0.448
>         118       0        0  -0.444
> end
>
> bysort group (time): generate time_seq = _n
> tsset group time_seq
> by group: generate observ = RESULT * l.RESULT * l2.RESULT * l3.RESULT
> * end code
>
> which produces
>
> . list, clean
>
>       time   group   var   RESULT   time_seq     observ
>  1.     57       0     0    -.916          1          .
>  2.     58       0     0    -.834          2          .
>  3.     67       0     0    -.874          3          .
>  4.     74       0     0    -.792          4   .5288082
>  5.     79       0     0     -.75          5   .4329761
>  6.     89       0     0    -.706          6   .3665241
>  7.     98       0     0    -.678          7   .2843288
>  8.    101       0     0    -.574          8   .2060666
>  9.    104       0     0    -.532          9   .1461699
>  10.    110       0     0    -.448         10   .0927537
>  11.    118       0     0    -.444         11   .0607414
>  12.     30       1     0    -.958          1          .
>  13.     79       1     1     .125          2          .
>  14.     82       1     1     .125          3          .
>  15.     95       1     0    -.662          4   .0099093
>
> .
>
> On Thu, Sep 29, 2011 at 09:22, George Bouliotis <g.bouliotis@bham.ac.uk> wrote:
>
>> Although an old Stata user, currently I am doing my first steps in programming.
>>
>> One of the parts in my programme tries (unsuccessfully) to replicate the column RESULT below. The difficulty is in how to loop a sequential product as, for instance: observ4= obs4 X obs3 (lag1) X obs2 (lag2)  X obs1 (lag1).
>>
>> I tried some loops with "forvalue" but none was successful. I would appreciate any help with this.
>
> [...]
>
>>
>> #####################################
>> set more off
>> clear
>> input    time   group   var  RESULT
>>           30       1        0  -0.958
>>           57       0        0  -0.916
>>           58       0        0  -0.834
>>           67       0        0  -0.874
>>           74       0        0  -0.792
>>           79       0        0  -0.750
>>           79       1        1   0.125
>>           82       1        1   0.125
>>           89       0        0  -0.706
>>           95       1        0  -0.662
>>           98       0        0  -0.678
>>          101       0        0  -0.574
>>          104       0        0  -0.532
>>          110       0        0  -0.448
>>          118       0        0  -0.444
>> end
>>
>>
>> list , clean
>>
>> //Generating Ssize variable
>> egen ssize=seq() if var==0,from(47) to(1)
>> replace ssize=ssize[_n-1] if ssize==.
>> list, noobs clean
>>
>>
>> //Generating product variable
>> gen  product= (ssize/(ssize+1))
>>
>>
>> //Generating Score variable (PRODUCT)
>> gen  score= 1-(2*product) in 1/1 if var==0
>> // for the first observation only
>>
>> //**REPLACEMENT A: when var==0
>> replace  score= 1-(2*(product*product[_n-1]))  if var==0 & score==.
>> // fine for the second obs only  (correct formula for when var=0)
>>
>> //**REPLACEMENT B: when var==1
>> replace  i1= 1-1*(score*score[_n-1])  if var==1
>> // fine for the second observ only (correct formula for when var=1)
>> // but instead of [_n-1] I need a loop for [_n-`n(lagged)'] with "forvalue" command?
>>
>> list, clean noobs
>
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