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Fwd: st: Creating a dummy variable under certain conditions


From   Abhimanyu Arora <abhimanyu.arora1987@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: st: Creating a dummy variable under certain conditions
Date   Sat, 2 Jun 2012 14:51:59 +0200

I think the bot didn't accept my reply earlier

---------- Forwarded message ----------
From: Abhimanyu Arora <abhimanyu.arora1987@gmail.com>
Date: Sat, Jun 2, 2012 at 2:32 PM
Subject: Re: st: Creating a dummy variable under certain conditions
To: statalist@hsphsun2.harvard.edu


Sebas,
Try this if your data is -xtset-ted
gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0
Cheers


On Sat, Jun 2, 2012 at 2:06 PM, sebas nicaise <sebasnicaise@hotmail.com>
wrote:
>
> Dear all,
>
>
>
> I am struggeling with creating a new dummy variable. I have a very large
> (unbalanced) panel dataset that looks like this:
>
>
>
> date gvkey viol
> 1997q1 1021 0
> 1997q2 1021 0
> 1997q3 1021 0
> 1997q4 1021 0
> 1998q1 1021 1
> 1998q2 1021 0
> 1998q3 1021 0
> 1998q4 1021 1
> 1999q1 1021 0
>
> 1999q2 1021 0
>
> 1999q3 1021 0
> 1999q2 1023 0
> 1999q3 1023 1
> 1999q4 1023 0
> 2000q1 1023 0
> 2000q2 1023 1
>
>
> Where date is calender quarter, gvkey is the company identifier and viol a
> dummy which equals 1 if the firm is in violation of a covenant in a private
> debt contract.
>
>
>
> The problem is that I have to create a new dummy variable ( new violation)
> which meets certain conditions.
>
> The new violation dummy is only allowed to be 1 if in the previous 4
> quarters of a certain company (gvkey) is 0.
>
>
>
> This means for example that:
>
>
>
> date gvkey viol Newviolation
> 1997q1 1021 0       0
> 1997q2 1021 0       0
> 1997q3 1021 0       0
> 1997q4 1021 0       0
> 1998q1 1021 1       1
> 1998q2 1021 0       0
> 1998q3 1021 0       0
> 1998q4 1021 1       0
> 1999q1 1021 0       0
>
> 1999q2 1021 0       0
>
> 1999q3 1021 0       0
> 1999q2 1023 0       0
> 1999q3 1023 1       0
> 1999q4 1023 0       0
> 2000q1 1023 0       0
> 2000q2 1023 1       0
>
>
>
> I do not know how to tell Stata to create this variable, Hope someone is
> so kind to help me.
>
>
>
> Thank you,
>
> Sebastiaan
>
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/

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