Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Identifying first observation in each panel after regression


From   Ivan Png <iplpng@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Identifying first observation in each panel after regression
Date   Mon, 4 Jun 2012 18:43:23 -0400

What I don't understand: Why the

. by gvkey , sort : gen flag = 1 if _n ==1

works when I invoke it before the regression (it then picks up the
first observation of each company), but not when I invoke it after the
regression (it misses many companies).

I used exactly the same command in both cases.


On 4 June 2012 18:31, Nick Cox <njcoxstata@gmail.com> wrote:
> Which bit don't you understand?
>
> On Mon, Jun 4, 2012 at 11:16 PM, Ivan Png <iplpng@gmail.com> wrote:
>> Dear Nick--
>>
>> Many thanks for your hint.  I found the solution.  I execute
>>  . by gvkey , sort: gen flag = 1 if  _n == 1
>> before the regression.
>>
>> Then, after the regression, I execute
>>  . gen regsample == 1 if e(sample)
>>
>> And, to identify the first observation of each company in the
>> regression sample, I use
>>   regsample == 1 & flag == 1
>>
>> However, I still don't understand the reason it works.
>>
>>
>> On 4 June 2012 14:24, Nick Cox <njcoxstata@gmail.com> wrote:
>>> What code do you mean by "the code below"?
>>>
>>> I suspect there's something else up with your dataset that leads to
>>> what you see. Examine the data omitted by
>>>
>>> . edit if !e(sample)
>>>
>>> after your -xtreg- command.
>>>
>>> Nick
>>>
>>> On Mon, Jun 4, 2012 at 6:44 PM, Ivan Png <iplpng@gmail.com> wrote:
>>>> 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.
>
> *
> *   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/



-- 
Best wishes
Ivan Png
Skype: ipng00

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index