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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 14:31:53 +0100 |

The code is testing whether every case of 0 is within all the windows defined by cases of 1, which I thought was what you wanted. That is not what you want, it seems. If you are happy that a case of 0 is within at least one of the windows defined by cases of 1, then the code is different. sort firm rep trandate gen long obsno = _n * assume not in a window; will change our mind if we find an exception gen in_a_window = 0 * numeric ids 1 2 3 ... are just a convenience for looping egen firm_numid = group(firm_id) su firm_numid, meanonly * loop over firms forval f = 1/`r(max)' { * within each firm, which cases have rep == 0 su obsno if firm_numid == `f' & rep == 0, meanonly local z1 = r(min) local z2 = r(max) * ditto, rep == 1 su obsno if firm_numid == `f' & rep == 1, meanonly local o1 = r(min) local o2 = r(max) * look at each case of rep == 0 forval i = `z1'/`z2' { local isin = 0 * we use the -trandate[`i'] and compare it with the windows for each case of rep == 1 forval o = `o1'/`o2' { if inrange[trandate[`i'], win_start[`o'], win_end[`o']) { local isin = 1 } } if `isin' replace in_a_window = 1 in `i' } If you then want to check that _all_ cases of rep==0 for each firm_id are within a window egen all_in_window = min(in_a_window / (rep == 0)) , by(firm_id) Nick On Sun, Sep 30, 2012 at 2:05 PM, Gerard Solbrig <gsolbrig@mail.uni-mannheim.de> wrote: > (in reference to my mails before, concerning your and my code) > > I have given this some thought, why -rep_ins- is set to 0 for all > observations, using your code. > > The loop runs over all rep = 1 cases and looks into whether the -trandate- > lies within the range of each rep = 1 case. > In case of multiple rep = 1 cases with very different dates, it might find > one rep = 1 case in which's range the current rep = 0 observation's > -trandate- lies. But the loop does not stop there, if it does find one. > It keeps on going and due to the sorting of dates, it inevitably finds a > later rep = 1 case, for which its -trandate- lies outside of the range and > changes -rep_ins- to 0. > > Is there a way to tell the loop: stop as soon as you find that your > -trandate- lies in the range of a (or any) rep = 1 case and jump on to the > next rep = 0 case? If not, a loop might not even be the approach to this > problem... > > Gerard > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: Sonntag, 30. September 2012 12:48 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Looping within a subset under a certain condition > > Should be > > sort firm rep trandate > > Sorry! > > On Sun, Sep 30, 2012 at 11:27 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> You are not showing me the complete line you typed, so I can't tell >> you what was wrong exactly. >> >> More positively, here is a stab at your problem, but I haven't tested the > code. >> >> sort firm trandate rep >> >> gen long obsno = _n >> >> * assume all are in some window; will change our mind if we find an >> exception gen all_in_a_window = 1 >> >> * numeric ids 1 2 3 ... are just a convenience for looping egen >> firm_numid = group(firm_id) su firm_numid, meanonly >> >> * loop over firms >> forval f = 1/`r(max)' { >> >> * within each firm, which cases have rep == 0 su obsno if firm_numid >> == `f' & rep == 0, meanonly local z1 = r(min) local z2 = r(max) >> >> * ditto, rep == 1 >> su obsno if firm_numid == `f' & rep == 1, meanonly local o1 = r(min) >> local o2 = r(max) >> >> * look at each case of rep == 0 >> forval i = `z1'/`z2' { >> local allin = 1 >> >> * we use the -trandate[`i'] and compare it with the >> windows for each case of rep == 1 >> * note the crucial ! [!!!] >> forval o = `o1'/`o2' { >> if !inrange[trandate[`i'], win_start[`o'], win_end[`o']) { >> local allin = 0 >> } >> } >> >> if `allin' == 0 replace all_in_window = 0 in `i' >> } >> >> } >> >> Nick >> >> On Sun, Sep 30, 2012 at 11:17 AM, Gerard Solbrig >> <gsolbrig@mail.uni-mannheim.de> 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/

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

**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>

**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:*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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