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Re: st: Nearest value in a not xtset-able panel dataset


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nearest value in a not xtset-able panel dataset
Date   Wed, 28 Mar 2012 18:35:13 +0100

The previous -special_date- (speak softly...) is

gen previous = date if special_date
bysort id (date) : replace previous = previous[_n-1] if missing(previous)

The following -special_date- is got by reversing time temporarily

gen following = date if special_date
gsort id -date
by id : replace following = following[_n-1] if missing(following)

The closer of the two is thus

gen nearer = cond((date - previous) < (following - date), previous, following)

Your difference variable is given by something like

gen diff = date - nearer

The key idea here is explained at

http://www.stata.com/support/faqs/data/missing.html

But

1. Note: None of this code is tested. Some terms may need negation.

2. What about ties, i.e. (previous special date to present date =
present date  to following special date)?

Nick

On Wed, Mar 28, 2012 at 6:12 PM, Francesco <cariboupad@gmx.fr> wrote:
> Dear Statalist,
>
> I have a simple algorithmic problem that I was unable to solve so far...
> Let us assume that I have the following dataset, where special_date
> identifies ... a special date ;-)
>
> ID      DATE  SPECIAL_DATE    DIFFERENCE
> Jack   1               0                           missing
> Jack   4               0                            -1
> Jack   4               0                            -1
> Jack   5               1                            0
> Jack   7               0                            missing
> Jack   9               0                            missing
> Jack   10             0                            missing
> Jack   11             0                            -1
> Jack   12             1                            0
> Jack   13             0                            +1
> Jack   13             0                            +1
> Jack   17             0                            missing
>
> My question is :
>
> How could I obtain the variable DIFFERENCE that gives me the
> difference between the current observation's date and the nearest
> special date if this distance is less than a threshold N (N=1 in the
> example)?
> In any case N is much smaller than the periodicity of special date.
> For example N could be 10 days and Special date could occur only one
> time each quarter.
>
> Could you please help me (if possible)?
>
> Many, many thanks in advance,
>
> Best,
>
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