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Re: st: In unbalanced panel, make sure individuals begin in month X and end in month Y


From   Richard Herron <richard.c.herron@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: In unbalanced panel, make sure individuals begin in month X and end in month Y
Date   Sun, 9 Oct 2011 17:30:31 -0400

I am not sure that it can be done without a loop or with -if-
statements and fewer than 20 conditional statements. I am very
interested to see attempts -- without a loop I could fix beginnings,
but not endings.

Unfortunately -while- loops aren't byable and -_n- and -_N- don't work
properly with -foreach-. My -forvalues- solution is not particularly
efficient, but works.

* ----- begin code -----
* generate random starting dates
clear
set obs 250
egen int id = seq()
generate int date_m = 1 + int(12*runiform())
generate int date_y = 1960 + int(50*runiform())

* add random number of observations to each id
generate int n_obs = 48 + int(10*12*runiform())
expand n_obs

* create seq
tempvar date_m_seq
bysort id: generate int `date_m_seq' = date_m + _n - 1
by id: replace date_m = 1 + mod(`date_m_seq' - 1, 12)
by id: replace date_y = date_y + int((`date_m_seq' - 1) / 12)
by id: generate int id_n = _n

* generate random variables
generate y = rnormal()
generate x = rnormal()

* create panel
generate int date_ym = ym(date_y, date_m)
format date_ym %tm
tsset id date_ym

forvalues i = 1/11 {
    bysort id: drop if ((date_m != 4 & _n == 1) ///
        | (date_m != 4 & _n == _N))
}

* ----- end code -----


On Sat, Oct 8, 2011 at 18:08, Nick Cox <njcoxstata@gmail.com> wrote:
> What's wrong with an -if- condition?
>
> Nick
>
> On Sat, Oct 8, 2011 at 9:59 PM, Richard Herron
> <richard.c.herron@gmail.com> wrote:
>> How can I make sure individuals in a panel begin in one given month
>> and ends in another given month? For example, I want to make sure that
>> every firm in an unbalanced monthly panel begins in April and ends in
>> March. A priori I don't know each firm's first or last month (i.e.,
>> unbalanced panel).
>>
>> My end goal is to use -rolling- to perform regressions with a 48-month
>> window and a 12-month step size to get regression coefficients each
>> year. I want to avoid regressing every month and dropping 11 of 12
>> entries each year, which would be very time-consuming.
>>
>> Thanks! Here is some code:
>>
>> * ----- begin code -----
>> * generate random starting dates
>> clear
>> set obs 250
>> egen int id = seq()
>> generate int date_m = 1 + int(12*runiform())
>> generate int date_y = 1960 + int(50*runiform())
>> generate int date_ym = ym(date_y, date_m)
>> format date_ym %tm
>>
>> * add random number of observations to each id
>> generate int n_obs = 1 + int(20*12*runiform())
>> expand n_obs
>> bysort id: replace date_ym = date_ym + _n
>>
>> * generate random variables
>> generate y = rnormal()
>> generate x = rnormal()
>>
>> * I would like to do this rolling regression with a 12 month step-size
>> * and have them go from April through March four years later
>> tsset id date_ym
>> rolling z = (e(rss) / e(N)) ///
>>    , window(48) stepsize(12) saving(temp, replace) ///
>>    : regress y x
>>
>>  * ----- end code -----
>> *
>
> *
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> *   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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