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Re: st: reshaping data?


From   agostino@unical.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: reshaping data?
Date   Sat, 27 Oct 2012 18:50:34 +0200

dear Nick,
P_1 and P_2 are the prices of two substitute goods,
in the example each of the three items (belonging to the family) has two substitutes: the other two goods belonging to the family
best
Maria



  Quoting Nick Cox <njcoxstata@gmail.com>:

I am getting closer, but it seems to me that there is still some
arbitrariness here.

If I am 789 then the others are 790 and 791 and should be P_1 P_2. But
which should be which? I can't see a rationale here.

Nick

On Fri, Oct 26, 2012 at 2:35 PM,  <agostino@unical.it> wrote:
dear Nick,
each item is observed each week (for two years, so  I have 106 observations
for each supermarket in my sample), and belongs to a family. The families
include from one up to 16 items (the number of items is not fixed for each
fam). What follows is an example of a family made up of three items


Code_item       week    Q       P       Code_family
789             1       8       2       1
790             1       25      4       1
791             1       9       1.3     1

789             2       12      2       1
790             2       2       3       1
791             2       20      1.2     1


and so forth for  106 times (each supermarket)
I'd like to regress Q on P (and other ctrl vbls, that I omit for brevity)
and the prices of the other two items (substitute goods), in other words to
have a dataset like follows:

Code_item       week    Q       P       Code_family   P_1  P_2
789             1       8       2       1              4   1.3
790             1       25      4       1              2   1.3
791             1       9       1.3     1              2    4

789             2       12      2       1              3    1.2
790             2       2       3       1              2    1.2
791             2       20      1.2     1              2     3

thanks for your patience...



Quoting Nick Cox <njcoxstata@gmail.com>:

Sorry, but this seems to imply as many predictors as observations,
which isn't a good idea.

Presumably you don't mean that, so you have tell us more about your
data structure for this to be clear to me.

Nick

On Fri, Oct 26, 2012 at 12:31 PM,  <agostino@unical.it> wrote:

dear Nick,
I'd like to estimate separate regressions, one for each family, hence the
number of predictors would be  the same for each family

hope this clarifies
best
M.


Quoting Nick Cox <njcoxstata@gmail.com>:

In that case I really don't understand what you are seeking. See also
Yuval's comments.

I've never come across a model in which there are a different number
of predictors for different observations, although I am always happy
to be educated.

It seems to me that

1. Either you are applying a standard model, in which case you can
give literature references.

2. Or this is a new model, in which case you need to explain how it
would be set-up and estimated.

Note that it's easy to get variables such as the mean of the other
prices in the same family. See

FAQ     . . Creating variables recording prop. of the other members of a
group
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N.
J.
Cox
        4/05    How do I create variables summarizing for each
                individual properties of the other members of a
                group?
                http://www.stata.com/support/faqs/data/members.html


On Thu, Oct 25, 2012 at 3:39 PM,  <agostino@unical.it> wrote:


dear Nick,
thanks for your prompt reply. Unfortunately, the number of items is not
fixed
best regards
Maria


Quoting Nick Cox <njcoxstata@gmail.com>:

This model formulation makes me feel a bit queasy, but I think what
you want is something like this.

Suppose for concreteness the number of items is fixed at 8. (I don't
see how this will work if the number is not fixed.) So, "for any value
of 8"

sort code_family code_item
forval i = 1/8 {
       by code_family : gen P`i' = P[`i']
}

Note that, contrary to your title, there is no -reshape- here as you
want your observations to remain observations; at least that's my
understanding.

Nick

On Thu, Oct 25, 2012 at 3:08 PM,  <agostino@unical.it> wrote:

I have to estimate the equation

Q1=a+b1P1+b2P2+...bnPn+e


Where Q1 is the quantity of item 1 sold by a supermarket during a
week
,
P1
is the price of item 1 in that week, the other prices are those of
the
n
items belonging to the same family of items. My data set is organized
as
follows:


Code_item       week    Q       P       Code_family
789             1       8       2       1
790             1       25      4       1
791             1       9       1.3     1

792             1       12      2       1

800             1       7       2       2
801             1       20      1.2     2
802             1       11      1.6     2

803             1       12      2       2

And so forth for the other weeks and families...


For each item, how can I include in my regression the prices of the
other
(n-1) items of the same family, ignoring the prices of the items
belonging
to other families?


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