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st: Hausman instruments - transfer varying variable of one variable as column next to other variables


From   Nick Darson <nick.darson@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman instruments - transfer varying variable of one variable as column next to other variables
Date   Fri, 7 Sep 2012 06:51:54 +1000

Dear Statalist,

I would like to create Hausman-instruments for the price variable in
my data set, i.e., I use the price of one region as instrument for
another region. Another difficulty is that the prices (and thus the
IV) vary by week (not only by product). E.g., let’s say I have the
following data set (for the sake of simplicity: 3 regions, 2 products
and 2 weeks, see below). Now I want to create a column with the
instrument Z (i.e., the prices of region 3 next to the values for the
other 2 regions (they vary per product and week though). BTW: region 3
data will not be included in the analysis, so no need to do this
cross-over (i.e., I don’t need to use region 2 prices for region 3).

My stata knowledge is quite limited – I am sure this should be
feasible with loops and some matching function. I would appreciate any
help, even just links to similar problems!

Region  Product    week    price	 Z
1		1		1      44	51
1		1		2	43	52
1		2		1	20	31
1		2		2	21	32
2		1		1	40	51
2		1		2	41	52
2		2		1	20	31
2		2		2	20	32
3		1		1	51
3		1		2	52
3		2		1	31
3		2		2	32


Cheers
Nick

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