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st: Identifying first observation in each panel of unbalanced panel


From   Ivan Png <iplpng@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Identifying first observation in each panel of unbalanced panel
Date   Mon, 4 Jun 2012 13:44:35 -0400

Many thanks, Nick.  Incidentally, thanks for the yeoman service to all
STATAlisters.

The discrepancy I found was by using xtreg to run a fixed-effects
regression on the sample.  xtreg reported 2773 companies.  Yet, when I
used the code below on the regression sample, I got only 1048
companies.  So, the only reason I could think of was that the flag
identified only companies that were present in year 1.



On 4 June 2012 13:21, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Your code looks fine to me, so I have difficulty understanding why you think it doesn't work.
>
> The -sort- on the second command is unnecessary given the previous command, but I don't see that it will change the sort order.
>
> You can check logic in terms of this example:
>
> . webuse grunfeld
>
> . su year
>
>    Variable |       Obs        Mean    Std. Dev.       Min        Max
> -------------+--------------------------------------------------------
>        year |       200      1944.5    5.780751       1935       1954
>
> . drop if year == 1935 & mod(company, 2)
> (5 observations deleted)
>
> . tab year
>
>       year |      Freq.     Percent        Cum.
> ------------+-----------------------------------
>       1935 |          5        2.56        2.56
>       1936 |         10        5.13        7.69
>       1937 |         10        5.13       12.82
>       1938 |         10        5.13       17.95
>       1939 |         10        5.13       23.08
>       1940 |         10        5.13       28.21
>       1941 |         10        5.13       33.33
>       1942 |         10        5.13       38.46
>       1943 |         10        5.13       43.59
>       1944 |         10        5.13       48.72
>       1945 |         10        5.13       53.85
>       1946 |         10        5.13       58.97
>       1947 |         10        5.13       64.10
>       1948 |         10        5.13       69.23
>       1949 |         10        5.13       74.36
>       1950 |         10        5.13       79.49
>       1951 |         10        5.13       84.62
>       1952 |         10        5.13       89.74
>       1953 |         10        5.13       94.87
>       1954 |         10        5.13      100.00
> ------------+-----------------------------------
>      Total |        195      100.00
>
> . bysort company (year) : gen first = _n == 1
>
> . l company year  if first
>
>     +----------------+
>     | company   year |
>     |----------------|
>  1. |       1   1936 |
>  20. |       2   1935 |
>  40. |       3   1936 |
>  59. |       4   1935 |
>  79. |       5   1936 |
>     |----------------|
>  98. |       6   1935 |
> 118. |       7   1936 |
> 137. |       8   1935 |
> 157. |       9   1936 |
> 176. |      10   1935 |
>     +----------------+
>
> Nick
> n.j.cox@durham.ac.uk
>
> Ivan Png
>
> I am analyzing an unbalanced panel of company data, organized by
> company (gvkey) and year.  I want to create  a flag to the first
> observation of each company in the panel.  I tried
>
>  . sort gvkey year
>  . by gvkey , sort: gen flag = 1 if  _n == 1
>
> However, this only flagged flag = 1 if a company was present in year 1
> of the panel.  It missed any company that appeared in later years.
>
> I searched statalist and found this:
> http://www.stata.com/statalist/archive/2005-04/msg00334.html
>
> But it doesn't work.  I'd be grateful for any relevant help.
>
> *
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