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I suspect a precision problem with your firm identifiers which are all displayed here as 1e9. I guess these should be very slightly different but the values have (by default) been put in a -float- variable and come out as identical in some cases where they should be different. Use a -double- instead and check your data. Consider as an equivalent example . set obs 10 obs was 0, now 10 . gen id = 1e9 . replace id = id + 1 in 6/L (0 real changes made) . l +----------+ | id | |----------| 1. | 1.00e+09 | 2. | 1.00e+09 | 3. | 1.00e+09 | 4. | 1.00e+09 | 5. | 1.00e+09 | |----------| 6. | 1.00e+09 | 7. | 1.00e+09 | 8. | 1.00e+09 | 9. | 1.00e+09 | 10. | 1.00e+09 | +----------+ . format id %12.0f . l +------------+ | id | |------------| 1. | 1000000000 | 2. | 1000000000 | 3. | 1000000000 | 4. | 1000000000 | 5. | 1000000000 | |------------| 6. | 1000000000 | 7. | 1000000000 | 8. | 1000000000 | 9. | 1000000000 | 10. | 1000000000 | +------------+ Around 1 billion, different integers cannot all be held as distinct values in a -float-. -search precision- for (many) explanations of this. This is nothing to do with -opreg-. By the way, your reference is incomplete: the journal, volume and pages is not given. On Statalist we ask for the same standards with references as you would expect in decent published papers. Nick On Fri, Mar 2, 2012 at 4:46 AM, Michel Serafinelli <serafine@econ.berkeley.edu> wrote: > I want to use the opreg routine by Yasar, Raciborski, Poi (2008) > ?Production function estimation in Stata using the Olley and Pakes > method? (YRP) > > In this routine exit is a dummy with 1 indicating the firm exited in > the current period. > > at pag 227 of their article, YRP show the commands on how to construct > the exit variable. > > However this does not seem to work for me. > > I copy the log file below in which I also list the first 30 > observations in the dataset. You can see for instance in the > observation 16 and 28 of the dataset the variable exit takes value 1 > even if the firm is not exiting. > > Please let me know if you have any suggestion, thanks! > > . xtset tax_code year > panel variable: tax_code (unbalanced) > time variable: year, 1995 to 2001, but with gaps > delta: 1 unit > > . rename tax_code firmid_op > > . sort firmid_op year > > . by firmid_op: gen count = _N > > . * my dataset is for the period 95-2001 while YRP have data for 95-2002 > . gen survivor = count == 7 > > . gen has95 = 1 if year == 2001 > (14464 missing values generated) > > . sort firmid_op has95 > > . by firmid_op: replace has95 = 1 if has95[_n-1] == 1 > (10848 real changes made) > > . replace has95 = 0 if has95 == . > (3616 real changes made) > > . sort firmid_op year > > . by firmid_op: gen has_gaps = 1 if year[_n-1] != year-1 & _n != 1 > (16414 missing values generated) > > . sort firmid_op has_gaps > > . by firmid_op: replace has_gaps = 1 if has_gaps[_n-1] == 1 > (1921 real changes made) > > . replace has_gaps = 0 if has_gaps == . > (14493 real changes made) > > . by firmid_op: generate exit = survivor == 0 & has95 == 0 & has_gaps > != 1 & _n == _N > > . replace exit = 0 if exit == 1 & year == 2001 > (0 real changes made) > > . * now we can see that this is not working > . xtset firmid_op year > panel variable: firmid_op (unbalanced) > time variable: year, 1995 to 2001, but with gaps > delta: 1 unit > > . *note: matr_az is the string variable corresponding to the > identifier "tax_code/firmid_op" (1:1 relantionship between the two) > . list in 1/30 > > +----------------------------------------------------------------------------+ > | year matr_az firmid_op count survivor has95 > has_gaps exit | > |----------------------------------------------------------------------------| > 1. | 1995 1000009303 1.000e+09 7 1 1 > 0 0 | > 2. | 1996 1000009303 1.000e+09 7 1 1 > 0 0 | > 3. | 1997 1000009303 1.000e+09 7 1 1 > 0 0 | > 4. | 1998 1000009303 1.000e+09 7 1 1 > 0 0 | > 5. | 1999 1000009303 1.000e+09 7 1 1 > 0 0 | > |----------------------------------------------------------------------------| > 6. | 2000 1000009303 1.000e+09 7 1 1 > 0 0 | > 7. | 2001 1000009303 1.000e+09 7 1 1 > 0 0 | > 8. | 1996 1000022830 1.000e+09 6 0 1 > 0 0 | > 9. | 1997 1000022830 1.000e+09 6 0 1 > 0 0 | > 10. | 1998 1000022830 1.000e+09 6 0 1 > 0 0 | > |----------------------------------------------------------------------------| > 11. | 1999 1000022830 1.000e+09 6 0 1 > 0 0 | > 12. | 2000 1000022830 1.000e+09 6 0 1 > 0 0 | > 13. | 2001 1000022830 1.000e+09 6 0 1 > 0 0 | > 14. | 1995 1000028092 1.000e+09 6 0 0 > 0 0 | > 15. | 1996 1000028092 1.000e+09 6 0 0 > 0 0 | > |----------------------------------------------------------------------------| > 16. | 1997 1000028092 1.000e+09 6 0 0 > 0 1 | > 17. | 1998 1000028092 1.000e+09 6 0 0 > 0 0 | > 18. | 1999 1000028092 1.000e+09 6 0 0 > 0 0 | > 19. | 2000 1000028092 1.000e+09 6 0 0 > 0 0 | > 20. | 1995 1000035962 1.000e+09 7 1 1 > 0 0 | > |----------------------------------------------------------------------------| > 21. | 1996 1000035962 1.000e+09 7 1 1 > 0 0 | > 22. | 1997 1000035962 1.000e+09 7 1 1 > 0 0 | > 23. | 1998 1000035962 1.000e+09 7 1 1 > 0 0 | > 24. | 1999 1000035962 1.000e+09 7 1 1 > 0 0 | > 25. | 2000 1000035962 1.000e+09 7 1 1 > 0 0 | > |----------------------------------------------------------------------------| > 26. | 2001 1000035962 1.000e+09 7 1 1 > 0 0 | > 27. | 1996 1000039407 1.000e+09 3 0 0 > 0 0 | > 28. | 1997 1000039407 1.000e+09 3 0 0 > 0 1 | > 29. | 1998 1000039407 1.000e+09 3 0 0 > 0 0 | > * * 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/ References: st: exit variable in opreg by Yasar, Raciborski, Poi (2008) From: Michel Serafinelli <serafine@econ.berkeley.edu> Prev by Date: st: Re: How to compute sample size assuming a specificy accuracy in parameter estimation Next by Date: st: Resampling a vector with replacement Previous by thread: st: exit variable in opreg by Yasar, Raciborski, Poi (2008) Next by thread: RE: st: MIXLPRED: marginal effects after-MIXLOGIT- Index(es): Date Thread * * 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/

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