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From |
Abhimanyu Arora <abhimanyu.arora1987@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Creating a dummy variable under certain conditions |

Date |
Sun, 3 Jun 2012 22:09:08 +0200 |

Hi Sebas On further thoughts this is an improvement again using Nick's -tsspell- downloadable from SSC bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 tspell new_viol_dummy replace new_viol_dummy=0 if ceil(_seq/5)!=floor(_seq/5) & _seq!=1 Cheers Abhimanyu On Sun, Jun 3, 2012 at 9:37 PM, Abhimanyu Arora <abhimanyu.arora1987@gmail.com> wrote: > I think this should solve Sebas' problem > > bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 > > After this Nick's -tsspell- (from SSC) can come to the rescue > > tspell new_viol_dummy > > bys gvkey:replace new_viol_dummy=0 if inrange(_seq,2,4) > > > > On Sun, Jun 3, 2012 at 9:06 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> It makes no sense to work with L.gvkey as this just means the previous >> panel identifier, which is constant within a panel . This has already >> been pointed out earlier in the thread. Referring to L.gvkey was a >> slip that was quickly corrected. >> >> Nick >> >> On Sun, Jun 3, 2012 at 7:59 PM, sebas nicaise <sebasnicaise@hotmail.com> wrote: >>> Still not working :( >>> >>> >>> >>> When I use this : >>> >>> bys gvkey gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0 >>> >>> >>> bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1 >>> >>> >>> I get this: >>> >>> date gvkey viol new_viol_dummy >>> 1997q1 1004 0 0 >>> 1997q2 1004 0 0 >>> 1997q3 1004 0 0 >>> 1997q4 1004 0 0 >>> 1998q1 1004 0 1 >>> 1998q2 1004 0 0 >>> 1998q3 1004 0 1 >>> 1998q4 1004 0 0 >>> 1999q1 1004 0 1 >>> 1999q2 1004 0 0 >>> 1999q3 1004 0 1 >>> 1999q4 1004 0 0 >>> 2000q1 1004 0 1 >>> >>> >>> >>> >>> >>> >>> >>> Could you have another look at it :)? >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>>> Date: Sun, 3 Jun 2012 20:24:33 +0200 >>>> Subject: Re: st: Creating a dummy variable under certain conditions >>>> From: abhimanyu.arora1987@gmail.com >>>> To: statalist@hsphsun2.harvard.edu >>>> >>>> Now I see, you have an additional condition, Sebastian. >>>> >>>> In that case, you could simply add an additional command in addition >>>> to either Nick's or my solution with L. (not the F. one) >>>> -bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1 >>>> >>>> >>>> date gvkey viol new_viol_dummy >>>> 1997q1 1004 0 0 >>>> 1997q2 1004 0 0 >>>> 1997q3 1004 0 0 >>>> 1997q4 1004 0 0 >>>> 1998q1 1004 0 0 >>>> 1998q2 1004 0 0 >>>> 1997q1 1021 0 0 >>>> 1997q2 1021 0 0 >>>> 1997q3 1021 0 0 >>>> 1997q4 1021 0 0 >>>> 1998q1 1021 0 0 >>>> 1998q2 1021 0 0 >>>> 1998q3 1021 0 0 >>>> 1998q4 1021 1 1 >>>> 1999q1 1021 1 0 >>>> 1999q2 1021 1 0 >>>> 1999q3 1021 1 0 >>>> 1999q4 1021 0 0 >>>> >>>> >>>> >>>> >>>> On Sun, Jun 3, 2012 at 7:46 PM, sebas nicaise <sebasnicaise@hotmail.com> wrote: >>>>> Dear Abhimanyu, >>>>> >>>>> This also does not give me the right answer.It gives: >>>>> >>>>> date gvkey viol new_viol_dummy1998q4 1095 0 01999q1 1095 0 01999q2 1095 0 01999q3 1095 0 01999q4 1095 1 02000q1 1095 0 02000q2 1095 1 12000q3 1095 1 12000q4 1095 1 12001q1 1095 1 12001q2 1095 1 12001q3 1095 1 0 >>>>> >>>>> It should be:000010000000 >>>>> >>>>> I think the command should be more complicated since the new viol dummy variable is only 1 under certain strict conditions.NEWVIOL is only 1 if the VIOL dummy of the corresponding GVKEY has a 1 IF in the four previous quarters a 0. Furthermore, if NEWVIOL documents a 1, it can only be a 1 again after four quarters of 0. >>>>> >>>>> Hope you, or someone else, can help me with this seemingly easy task :) >>>>> >>>>> Thank you,Sebastiaan >>>>> ---------------------------------------- >>>>>> Date: Sat, 2 Jun 2012 17:21:54 +0200 >>>>>> Subject: Re: st: Creating a dummy variable under certain conditions >>>>>> From: abhimanyu.arora1987@gmail.com >>>>>> To: statalist@hsphsun2.harvard.edu >>>>>> >>>>>> Okay, if I infer correctly, try this: bys gvkey: gen >>>>>> new_viol_dummy=viol+F1.viol+F2.viol+F3.viol==4. >>>>>> Seems good? >>>>>> >>>>>> >>>>>> >>>>>> On Sat, Jun 2, 2012 at 5:07 PM, sebas nicaise <sebasnicaise@hotmail.com> wrote: >>>>>>> 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: >>>>>>>> * 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: >>>> * 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/

**Follow-Ups**:**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**References**:**st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**Fwd: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <sebasnicaise@hotmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

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