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Re: st: Question about generating the weight of WLS


From   ayayi@uqtr.ca
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question about generating the weight of WLS
Date   Thu, 25 Apr 2013 08:12:35 -0400

Many thanks Nick. I going to try it and come back to you
You made my day
--
Ayi Gavriel Ayayi; Ph.D.
Professor of Financial Economics
Editors of AEFR, AFJ, EFR and IJEMS
Département des Sciences de la Gestion
Université du Québec
3351 Boulevard des Forges C.P 500
Trois Rivières, Québec, G9A 5H7 Canada
E-mail: ayi.ayayi@uqtr.ca
Some of my recent papers at: http://ssrn.com/author=301328
Tel: (1) 819 376-5011 ext 3137




Nick Cox <njcoxstata@gmail.com> a écrit :

This is a common kind of question in data management, so you should
expect that -search- will turn up resources. Even if the keyword to
use in -search- is not evident, browsing the data management FAQs
reveals

FAQ . . . . . . . . . . . . . . . . . . . Number of distinct observations . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and G. Longton
        4/02    How do I compute the number of distinct observations?
http://www.stata.com/support/faqs/data-management/number-of-distinct-observations/

A general survey of counting distinct values is given in

SJ-8-4 dm0042 . . . . . . . . . . . . Speaking Stata: Distinct observations (help distinct if installed) . . . . . . N. J. Cox and G. M. Longton
        Q4/08   SJ 8(4):557--568
        shows how to answer questions about distinct observations
        from first principles; provides a convenience command

A .pdf is accessible at
http://www.stata-journal.com/sjpdf.html?articlenum=dm0042

Those surveys show several ways to approach this. Here is one:

egen tag = tag(country mfi year)
egen ndistinct = total(tag), by(country year)

In fact your example data suggest that

bysort country year : gen ndistinct2 = _N

would work too, but the first method is more general, just in case
there is a good reason for duplicates.

After that you just feed that variable within an expression for
weights to -regress-.

Nick
njcoxstata@gmail.com


On 25 April 2013 11:37,  <ayayi@uqtr.ca> wrote:

- I have stata IC 10

-I have a panel data. To take in to consideration the considerable variation
of the MFIs  (microfinance institutions) across countries on the empirical
results, I resort to a weighted least squares with the weight being the
inverse of the number of MFIs for the country in the database in a given
year.

Can someone help me on how to generate the inverse of the number of MFIs for
the country in the database in a given year and how to handle this WLS.
Please find below an example  of the data
Thanks for your time and consideration

year        mfi        country
2004        AFS        Afghanistan
2004        BRAC - AFG        Afghanistan
2004        FINCA - AFG        Afghanistan
2004        FMFB - AFG        Afghanistan
2005        AFS                 Afghanistan
2005        BRAC - AFG        Afghanistan
2005        CFA                 Afghanistan
2005        FINCA - AFG        Afghanistan
2005        FMFB - AFG        Afghanistan
2005        MADRAC                 Afghanistan
2004        ASC Union         Albania
2004        BESA                  Albania
2004        FAF-DC                  Albania
2004        NOA - ALB         Albania
2005        ASC Union         Albania
2005        BESA                  Albania
2005        FAF-DC                 Albania
2005        NOA -   ALB        Albania
2004        BMM C rdoba        Argentina
2004        Emprenda                 Argentina
2004        Entre Todos        Argentina
2004        FIE Gran Poder        Argentina
2004        Grameen Chaco        Argentina
2005        Alternativa 3        Argentina
2005        BMM C? rdoba        Argentina
2005        Emprenda                 Argentina
2005        Entre Todos        Argentina
2005        FIE Gran Poder        Argentina
2005        Grameen Chaco        Argentina
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