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From |
Nick Cox <njcoxstata@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 |
Mon, 10 Oct 2011 01:46:10 +0100 |

An overall -if- could constrain any analysis to a the same time interval. Nick On Sun, Oct 9, 2011 at 10:30 PM, Richard Herron <richard.c.herron@gmail.com> wrote: > 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 ----- >>> * >> * * 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/

**Follow-Ups**:**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>

**References**:**st: In unbalanced panel, make sure individuals begin in month X and end in month Y***From:*Richard Herron <richard.c.herron@gmail.com>

**Re: st: In unbalanced panel, make sure individuals begin in month X and end in month Y***From:*Nick Cox <njcoxstata@gmail.com>

**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>

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