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Re: st: Looping within a subset under a certain condition


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Looping within a subset under a certain condition
Date   Sun, 30 Sep 2012 10:09:40 +0100

The other thing I wasn't clear on your rules for combining two or more
windows for the same firm. The code example I gave just uses the
overall range of the windows, but that would include any gaps between
windows. Thus if a < b < c < d and there are windows [a,b] and [c,d]
then the combined window [a, d] includes a gap [b, c].

On Sun, Sep 30, 2012 at 9:56 AM, Gerard Solbrig
<gsolbrig@mail.uni-mannheim.de> wrote:
> My bad, sorry! Of course, the observation 5apr2004 should not be considered
> in the window, as it lies outside of the range between 'wind_start' and
> 'wind_end'. Despite, it seems you've understood my problem correctly.
>
> I'll try to incorporate your suggestion into a solution and see whether it
> helps finding a solution. I will post an update on the matter later.
>
> Thanks so far!
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: Sonntag, 30. September 2012 01:13
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Looping within a subset under a certain condition
>
> I had another look at this. I still don't understand your problem exactly
> (e.g. why is the second obs at 5apr2004 considered in window), but the
> technique here may help.
>
> egen first_start = min(wind_start), by(firm_id) egen last_end =
> max(wind_end), by(firm_id)
>
> gen in_window = inrange(date, first_start, last_end)
>
> egen all_0_in_window = min(in_window) if rep == 0, by(firm_id)
>
> On the last line: on all <=> min, any <=> max, see
>
> FAQ     . . Creating variables recording whether any or all possess some
> char.
>         . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J.
> Cox
>         2/03    How do I create a variable recording whether any
>                 members of a group (or all members of a group)
>                 possess some characteristic?
>                 http://www.stata.com/support/faqs/data/anyall.html
>
> Nick
>
> On Fri, Sep 28, 2012 at 9:45 PM, Gerard Solbrig
> <gsolbrig@mail.uni-mannheim.de> wrote:
>>
>> I'm encountering a problem for which I seek your help.
>>
>> Let me start off with an example from my data (what I want it to look
>> like in the end), before I explain my particular problem.
>>
>> firm_id date            rep     wind_start              wind_end
>> rep_ins
>>
>> firm1           01jan2000       0       .                       .
>> 0
>> firm1           05apr2004       0       .                       .
>> 1
>> firm1           01nov2004       1       05may2004               30may2005
>> .
>> firm1           10dec2004       0       .                       .
>> 1
>> firm1           01jan2006       0       .                       .
>> 0
>> firm2           30dec1999       1       03jul1999               27jul2000
>> .
>> firm2           05jan2000       1       09jul1999               02aug2000
>> .
>> firm2           06jun2000       0       .                       .
>> 1
>>
>> Each firm in my data has a 'firm_id'. Variable 'date' refers to an
>> event date. The 'rep' dummy indicates the type of event.
>> I set 'wind_start' and 'wind_end' as period around the event
>> (-180days,+210days), in case it's a rep = 1 type event.
>>
>> Now, I would like the 'rep_ins' dummy to indicate (i.e., rep_ins = 1),
>> whether the date of all other observations of this firm (where rep =
>> 0) lies within the range determined by 'wind_start' and 'wind_end'
>> (which is conditional upon the 'rep' dummy).
>>
>> I've come across looping over observations and tried to design a
>> solution for this problem based on that, but failed to do so. I assume
>> the solution also depends on sorting the data in a special way.
>>
>> Here's the first part of my .do-file:
>>
>> gen wind_start = date-180 if rep == 1
>> gen wind_end = date+210 if rep == 1
>> format wind_start %d
>> format wind_end %d
>> gsort +cusip6 +date +trandate
>> gen rep_ins = 0 if rep != 1
>>
>> I tried to come up with a solution by adding variables 'per_start' and
>> 'per_end' for all rep = 0:
>>
>> gen per_start = date-180 if rep == 0
>> gen per_end = date+180 if rep == 0
>> format per_start %d
>> format per_end %d
>>
>> To mark the period within which the rep = 1 event can lie. Maybe this
>> could contribute to finding a solution as well.
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