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st: RE: RE: RE: extending levelsof to more than one variable


From   Pradipto Banerjee <pradipto.banerjee@adainvestments.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: RE: extending levelsof to more than one variable
Date   Fri, 29 Jun 2012 10:24:40 -0500

Nick, actually, the problem may be with the "su `group', meanonly" which doesn't seem to generate anything and thus didn't generate the `r(max)' value.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pradipto Banerjee
Sent: Friday, June 29, 2012 11:19 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: RE: extending levelsof to more than one variable

Nick, thanks. I tried out your code, but Stata throws up an error: invalid syntax, r(198). It appears to be in the 2nd half of your code, but I can't figure out what is the issue ...

        qui forval i = 1/`r(max)' {
        capture regress `varlist' if `group' == `i'
              tempvar d
        predict `d', residuals
                replace `g' = `d' if `group' == `i'
                drop `d'
     }


I suspected the -regress- is causing an issue, particularly for the missing values , and so I tried another variant

        qui forval i = `r(max)' {
                capture regress `varlist' if `group' == `i'
                if _rc==0 {
                        tempvar d
                        predict `d', residuals
                        replace `g' = `d' if `group' == `i'
                        drop `d'
                        }
                }

But it make any difference either. Same error



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Friday, June 29, 2012 10:48 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: extending levelsof to more than one variable

-levelsof- is a command, not a function.

Note that your -syntax- makes the -by()- option optional, but your program will fail if it is not specified.

-levelsof- is not a good approach to your problem even for one variable.

At the moment you are tacitly assuming that what you specify in -by()- is a numeric variable and that you can refer to its distinct levels without precision problems.

It is better just to avoid any such assumptions altogether, even if they might never bite you.

   levelsof `by', local(groups)
   foreach a of local groups {
       regress `varlist' if `by'==`a'
       tempvar d
       predict `d', residuals
       replace `g'=`d' if `by'==`a'
       }

would be better as something like

        tempvar group
        bysort `by': gen `group' = _n == 1
        replace `group' = sum(`group')
        su `group', meanonly

        qui forval i = 1/`r(max)' {
        capture regress `varlist' if `group' == `i'
              tempvar d
        predict `d', residuals
                replace `g' = `d' if `group' == `i'
                drop `d'
     }

The program is not especially smart about missing values, in `varlist' or `by', but -capture- may be sufficient protection about most such uses. But watch out.



Nick
n.j.cox@durham.ac.uk


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pradipto Banerjee
Sent: 29 June 2012 15:27
To: statalist@hsphsun2.harvard.edu
Subject: st: extending levelsof to more than one variable

I have a code below that I use as follows: "by group1 : egen var1new = neutralize (var1 var2 var3)" . The problem is that if I extend it to "by group1 group2 : egen var1new = neutralize (var1 var2 var3)" or "by group1 group2, sort : egen var1new = neutralize (var1 var2 var3)"  etc., then the code does not work as it depends upon levelsof to loop.

program define _gneutralize
   gettoken type 0 : 0
   gettoken g    0 : 0
   gettoken eqs  0 : 0
   syntax varlist(min=2) [, BY(string)]

   gen `type' `g' = .
   levelsof `by', local(groups)
   foreach a of local groups {
       regress `varlist' if `by'==`a'
       tempvar d
       predict `d', residuals
       replace `g'=`d' if `by'==`a'
       }
end

Is there is  an easy way to change this function to handle more than one group1 and also to include the ", sort" option within "by" ?

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 inancial data and other information are not warranted as to completeness or accuracy and are subject to change without notice.

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