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RE: st: How to drop low frequency patterns from panel data


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: How to drop low frequency patterns from panel data
Date   Fri, 3 Feb 2012 16:43:13 +0000

That's a good question. It's the kind of tricky detail that is fascinating to some and exasperating to others. 

1. The -by()- option for -egen-'s -total()- function is undocumented, but it still works. 

What -total()- does is (temporarily) -sort- the data as is needed, including what is needed for the -by()- option to work. 

-egen- as mother command is what ensures that any changes in -sort- order made by a daughter function are reversed. 

So, it does what you want. 

2. In contrast, with -by:- it is more nearly the other way round. Calling anything under -by:- requires that the data are sorted as needed, and nothing will happen with -egen- if that isn't true. You can arrange to do the -sort-ing on the fly with e.g. 

bysort patternvar: egen IDcount = total(tag)

Also, the -sort-ing precedes the -egen- call, so the data will stay -sort-ed. That isn't a different rule, as it is still true that -egen- doesn't change the -sort- order that it receives. 

So, although the result in terms of the values of the resulting variable should be identical, the sequence is quite different: 

1. -egen- calls -total()- which does any sorting needed (including that implied by -by()- option) which is then undone by -egen- which quits. 

2. -by:- calls -egen- if and only if data are sorted properly which calls -total()-. In fact -total()- may still temporarily change the -sort- order but as before that is reversed by -egen- if needed. 

Restoring the -sort- order is something that happens off-stage with code that is part of the executable, but the heart of the answer can be seen by looking closely at the code for -total()- which you can do by 

. viewsource _gtotal.ado


Nick 
[email protected] 


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Kim Peeters
Sent: 03 February 2012 15:51
To: [email protected]
Subject: Re: st: How to drop low frequency patterns from panel data

Thank you for the solution. As usual, it is straightforward and logical. :-)

Another related question. My data set is sorted ID Year. When I run the following code:

xtset ID Year
xtpatternvar,gen(patternvar)
egen tag = tag(ID patternvar)
egen IDcount = total(tag), by(patternvar)
drop if IDcount < 20

everything works fine. However, if I replace the second last line by:

by patternvar: egen IDcount = total(tag)

I get error code five: not sorted. Why does a by-prefix result in an understandable sort-error, whereas a by-suffix works fine.

Best regards,
Kim



----- Original Message -----
From: Nick Cox <[email protected]>
To: [email protected]
Cc: 
Sent: Friday, February 3, 2012 2:56 PM
Subject: Re: st: How to drop low frequency patterns from panel data

Your first posting in fact showed a good sense that -egen-'s -tag()-
could be part of an answer. The logic is that each distinct pattern
must be tagged just once for each distinct panel; otherwise we count
more occurrences than we want. So the -tag()- argument has to be

ID patternvar

Once precisely what we want to count has been tagged with 1s, adding
them up gives the frequency. It doesn't matter that we add up the 0s
too, as manifestly they don't count (all puns should be considered
deliberate).

Nick

On Fri, Feb 3, 2012 at 1:46 PM, Kim Peeters <[email protected]> wrote:
> Thank you Nick!
>
>
> ----- Original Message -----
> From: Nick Cox <[email protected]>
> To: [email protected]
> Cc:
> Sent: Friday, February 3, 2012 12:29 PM
> Subject: Re: st: How to drop low frequency patterns from panel data
>
> Sounds more like
>
> egen tag = tag(ID patternvar)
> egen IDcount = total(tag), by(patternvar)
> drop if IDcount < 20
>
> For the kind of logic here, see if desired
>
> SJ-8-4  dm0042  . . . . . . . . . . . .  Speaking Stata: Distinct observations
>         (help distinct if installed)  . . . . . .  N. J. Cox and G. M. Longton
>         Q4/08   SJ 8(4):557--568
>         shows how to answer questions about distinct observations
>         from first principles; provides a convenience command
>
>
>
> On Fri, Feb 3, 2012 at 10:37 AM, Kim Peeters <[email protected]> wrote:
>> Dear Nick,
>>
>> Thank you for your fast reply and my apologies for not mentioning that -xtpatternvar- is a user-written command. Unfortunately, the solution that you suggest does not solve my question. I admit that my question was not clear. :-)
>>
>> Observations (i.e. persons) have multiple rows (one row for every year) of data. The code that you suggest loops through the entire data set and drops the patterns that occur less than twenty times in the entire data set, regardless of the number of rows within observations. However, the solution I’m looking for should drop all persons that share the same pattern if that pattern occurs less than twenty time (i.e. if less than twenty persons have the same pattern).
>>
>> Thank you for your advice.
>>
>> Best regards,
>> Kim
>>
>>
>>
>> ________________________________
>> From: Nick Cox <[email protected]>
>> To: [email protected]
>> Sent: Friday, February 3, 2012 10:35 AM
>> Subject: Re: st: How to drop low frequency patterns from panel data
>>
>> -xtpatternvar- is a user-written command from SSC. Please remember to
>> explain where user-written programs you refer to come from.
>>
>> bysort pattern : drop if _N < 20
>>
>> is I think what you seek.
>>
>> Nick
>>
>> On Fri, Feb 3, 2012 at 9:22 AM, Kim Peeters <[email protected]> wrote:
>>
>>> I have an unbalanced panel data set. The yearly data spans a period of almost twenty years. However, most subjects only participated in the last years of the study, which is confirmed by the analysis of the different panel patterns using -xtdescribe-. While some patterns' frequency is >1000, other patterns only occur once. To improve the data quality, I would like to drop all patterns that occur less than twenty times.
>>>
>>> I have not been able to accomplish this. Thus far, I can only re-generate the -xtdescribe- output again.
>>> xtpatternvar,gen(pattern)
>>> egen tag =tag(ID)
>>> tabulate pattern if tag, sort
>>>
>>> Any advice on how to drop low frequency patterns from panel data?
>
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