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From |
Phil Clayton <philclayton@internode.on.net> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 30 Sep 2012 20:24:40 +1000 |

replace rep_ins = 1 in [`z'] Should be: replace rep_ins = 1 in `z' (and the same for the other -replace- command) Phil On 30/09/2012, at 8:17 PM, Gerard Solbrig wrote: > I understand. That's what I did in an earlier version of the loop, where I > subscripted both, -rep- and -trandate- in my loop, but then Stata returned: > > '[' invalid obs no > r(198); > > Why is that? That's why I got rid of it in the first place. But without the > subscript, the loop does not seem to finish running. > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: Sonntag, 30. September 2012 11:59 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Looping within a subset under a certain condition > > This can't be right, if only because you are misunderstanding what the > -if- command does. Stata treats > > if rep == 1 > > as if it were > > if rep[1] == 1 > > See > > FAQ . . . . . . . . . . . . . . . . . . . . . if command vs. if > qualifier > . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . J. > Wernow > 6/00 I have an if command in my program that only seems > to evaluate the first observation, what's going on? > http://www.stata.com/support/faqs/lang/ifqualifier.html > > The context of looping over observations makes no difference here. You > probably intend > > if rep[`i'] == 1 > > Similar comment w.r.t. > > if trandate ... > > where -trandate- _must_ be subscripted. > > > On Sun, Sep 30, 2012 at 10:18 AM, Gerard Solbrig > <gsolbrig@mail.uni-mannheim.de> wrote: >> That sure is correct. Please see my reply to Pengpeng on that matter. >> So far, I've only focused on getting the rep_ins indicator to work at >> all, but multiple windows for one firm is an additional concern. >> Ideally, a code would indicate for each rep = 0 case within which of >> these windows the observation's 'trandate' lies... >> >> Here's the last version of my code (without inclusion of your earlier >> suggestion and the multiple window problem): >> >> forvalues x = 1/`max' { >> summarize obs, meanonly >> local N = r(N) >> forvalues i = 1/`N' { >> if rep == 1 { >> local r = `i' >> local s = `i'+1 >> forvalues z = `s'/`N' { >> if trandate >= wind_start[`r'] & trandate <= >> wind_end[`r'] { >> replace rep_ins = 1 in [`z'] >> } >> else { >> replace rep_ins = 0 in [`z'] >> } >> } >> } >> } >> } >> replace rep_ins = . if rep == 1 >> >> >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox >> Sent: Sonntag, 30. September 2012 11:10 >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: Looping within a subset under a certain condition >> >> 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. >>> * > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Looping within a subset under a certain condition***From:*"Gerard Solbrig" <gsolbrig@mail.uni-mannheim.de>

**Re: st: Looping within a subset under a certain condition***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Looping within a subset under a certain condition***From:*"Gerard Solbrig" <gsolbrig@mail.uni-mannheim.de>

**Re: st: Looping within a subset under a certain condition***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Looping within a subset under a certain condition***From:*"Gerard Solbrig" <gsolbrig@mail.uni-mannheim.de>

**Re: st: Looping within a subset under a certain condition***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Looping within a subset under a certain condition***From:*"Gerard Solbrig" <gsolbrig@mail.uni-mannheim.de>

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