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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Re: Same code, same machine, same data, different results |

Date |
Fri, 7 Sep 2012 11:02:12 +0000 |

<> On Sep 7, 2012, at 2:33 AM, Mattia wrote: > There is no m:m merge, and the same variables are dropped each time. The > problem was indeed one of sorting, as two of the answers mentioned, > together with a wrong use of indexing. There was a command such as > (simplifying) > > sort id year > generate a_lag = a[_n - 1] if id == id[_n - 1] > > the dataset is quarterly, so it has more than one observation per year. > Each time I ran the code, the dataset had a slightly different sorting and > some rows were assigned each time different values. This points out the problem with using the [_n - 1] syntax as opposed to making use of -tsset- or -xtset-. If you use one of those commands, you do not have to worry about sorting the data, and you could use something like g yearqtr = yq(year, qtr) tsset id yearqtr g a_lag - L.a if you really wanted to have such a variable handy. Otherwise, you wouldn't even need to create that lagged variable, and could merely say something like regress a L.a. Avoiding [_n -1] is particularly important in panels, as otherwise you always have to keep checking to ensure that you're not looking back (or ahead) into a different panel. Using -tsset- or -xtset- avoids all that, as Stata will enforce panel boundaries without fail. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

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