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RE: st: Creating a dummy variable under certain conditions


From   sebas nicaise <sebasnicaise@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Creating a dummy variable under certain conditions
Date   Sat, 2 Jun 2012 15:07:46 +0000

Maybe I can better show it visually:
Your commands give me the following output:
bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0
date	gvkey	viol	new_viol_dummy   1997q1	1004	0	01997q2	1004	0	01997q3	1004	0	01997q4	1004	0	01998q1	1004	0	11998q2	1004	0	11997q1	1021	0	01997q2	1021	0	01997q3	1021	0	01997q4	1021	0	01998q1	1021	0	11998q2	1021	0	11998q3	1021	0	11998q4	1021	1	11999q1	1021	1	01999q2	1021	1	01999q3	1021	1	01999q4	1021	0	0
While I want this: date	gvkey	viol	new_viol_dummy   1997q1	1004	0	01997q2	1004	0	01997q3	1004	0	01997q4	1004	0	01998q1	1004	0	01998q2	1004	0	01997q1	1021	0	01997q2	1021	0	01997q3	1021	0	01997q4  1021    0       01998q1	1021	0	01998q2  1021    0       01998q3	1021	0	01998q4	1021	1	11999q1	1021	1	01999q2	1021	1	01999q3	1021	1	01999q4	1021	0	0
If it is not clear what I mean, let me know :)
Thank you,Sebastiaan
> Date: Sat, 2 Jun 2012 16:34:41 +0200
> Subject: Re: st: Creating a dummy variable under certain conditions
> From: abhimanyu.arora1987@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> Sebas,
> Adding to Nick's comment, did you not -xtset- the data? You also have
> an option of bys id_var: command, otherwise
> 
> 
> On Sat, Jun 2, 2012 at 4:29 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> > You will probably want to exclude or ignore the first few observations
> > in each panel or -replace- it with missing. Otherwise, what's wrong?
> >
> > Abhimanyu's slip has already been corrected in this thread, as below.
> >
> > Nick
> >
> > On Sat, Jun 2, 2012 at 3:12 PM, sebas nicaise <sebasnicaise@hotmail.com> wrote:
> >
> >> Thank you for the quick replys.
> >>
> >>  However, the suggested solutions did not give the right answer.
> >>
> >> Nick, your solution gives me way too many 1's. I do think the first step with the cusum was the right way to go.
> >>
> >>  Abhimanyu, your solution does not distinquish between the id's, the calculation has to start over for every gvkey.
> >>
> >>
> >>  Hope you can have another look at it, I will also try to work with the suggestions you gave me.
> >>
> >>> From: abhimanyu.arora1987@gmail.com
> >>> To: statalist@hsphsun2.harvard.edu
> >>>
> >>> Thanks Nick, yes.
> >>> But I would go for your solution which would be better in case he had
> >>> a longer lag.
> >>>
> >>> On Sat, Jun 2, 2012 at 2:56 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> >>> > This looks OK as long as you substitute -viol- for -gvkey-. The
> >>> > previous values concerned are for -viol-, not -gvkey-.
> >>> >
> >>> > Nick
> >>> >
> >>> > On Sat, Jun 2, 2012 at 1:51 PM, Abhimanyu Arora
> >>> > <abhimanyu.arora1987@gmail.com> wrote:
> >>> >
> >>> >> Try this if your data is -xtset-ted
> >>> >> gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0
> >>> >
> >>> >> On Sat, Jun 2, 2012 at 2:06 PM, sebas nicaise <sebasnicaise@hotmail.com>
> >>> >>
> >>> >>> 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.
> >>> >
> >>> > *
> >>> > * 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/
> >>>
> >>> *
> >>> * 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/
> >> *
> >> *   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/
> >
> > *
> > *   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/
> 
> *
> *   For searches and help try:
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