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Re: st: Panel Data Construction


From   Edward Crawley <edward.crwly@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Panel Data Construction
Date   Wed, 19 Jun 2013 17:52:35 +0100

Thank you for your kind explanations and suggestions.

On Wed, Jun 19, 2013 at 5:47 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> -date()- is for creating daily dates, but you have monthly dates. The
> name -date()- itself goes back to earlier versions of Stata in which
> daily dates were the _only_ kind of date for which Stata provided
> special support (years hardly needed any such), but I've suggested
> before that it is too easy to people to guess that -date()- is a kind
> of generic date production function, even though all documentation is
> to the contrary. -date()- has an undocumented synonym -daily()-, which
> captures the meaning better.
>
> That aside, the help for -dates and times- does answer your question:
> given the daily dates you have now, -mofd()- converts to monthly
> dates.
> Nick
> njcoxstata@gmail.com
>
>
> On 19 June 2013 14:05, Edward Crawley <edward.crwly@gmail.com> wrote:
>> Thank you for your help, after I added -sort _j Date- I got what I wanted.
>>
>> However, I have one follow up question:
>>
>> I will use my dataset for time-series and panel data calculations and
>> I want to define Jan10 and Feb10 as monthly dates to Stata. I used the
>> following code, but it didn't work;
>>
>> generate time = date(Date,"MY")
>>
>> Then, I figured out that Stata cannot understand Jan10 as a date.
>> Thus, I changed Jan10 and Feb10 to 01/01/2010 and 01/02/2010 and used
>> the following code;
>>
>> generate time = date(Date,"DMY")
>> format time %td
>>
>> Now, it is defined as 01jan2010 and 01feb2010.
>>
>> My question is, since my dateset is monthly, can I transform these
>> dates into 2010m1 and 2010m2, which will be understood by Stata for
>> time-series and panel data calculations?
>>
>> On Wed, Jun 19, 2013 at 1:29 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>>> Various solutions. Here is one that may help.
>>>
>>> input str5 Date GARP GARMV GARMB AKBP AKBMV AKBMB ISCP ISCMV ISCMB
>>> "Jan10" 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
>>> "Feb10" 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
>>> end
>>> reshape long GAR AKB ISC , i(Date) string
>>> rename (GAR AKB ISC) (yGAR yAKB yISC)
>>> rename _j which
>>> reshape long y, i(Date which) string
>>> reshape wide y , i(Date _j) j(which) string
>>> renpfix y
>>>
>>> There is more advanced stuff in -reshape- for handling complicated
>>> name patterns.
>>>
>>> Nick
>>> njcoxstata@gmail.com
>>>
>>>
>>> On 19 June 2013 13:12, Edward Crawley <edward.crwly@gmail.com> wrote:
>>>> You are right, sorry about that. When I copy them directly,
>>>> parentheses are automatically deleted.
>>>>
>>>> . describe
>>>>
>>>> Contains data
>>>>   obs:             2
>>>>  vars:            10
>>>>  size:            70
>>>> -------------------------------------------------------------------------------------------------------------------------
>>>>               storage  display     value
>>>> variable name   type   format      label      variable label
>>>> -------------------------------------------------------------------------------------------------------------------------
>>>> date            str5   %9s                    Date
>>>> garp            float  %8.0g                  GAR(P)
>>>> garmv           int    %8.0g                  GAR(MV)
>>>> garmb           float  %8.0g                  GAR(MB)
>>>> akbp            float  %8.0g                  AKB(P)
>>>> akbmv           int    %8.0g                  AKB(MV)
>>>> akbmb           float  %8.0g                  AKB(MB)
>>>> iscp            float  %8.0g                  ISC(P)
>>>> iscmv           int    %8.0g                  ISC(MV)
>>>> iscmb           float  %8.0g                  ISC(MB)
>>>> --------------------------------------------------------------------
>>>>
>>>>
>>>> On Wed, Jun 19, 2013 at 12:16 AM, Nick Cox <njcoxstata@gmail.com> wrote:
>>>>> Variable names in Stata cannot include parentheses. You can't keep the
>>>>> (). Import the "names" as variable labels in Stata, and show the
>>>>> result of -describe-.
>>>>>
>>>>> Nick
>>>>> njcoxstata@gmail.com
>>>>>
>>>>> On 18 June 2013 21:49, Edward Crawley <edward.crwly@gmail.com> wrote:
>>>>>
>>>>>> In Stata, Date GAR(P) GAR(MV) .... are copied as variable names to the
>>>>>> data editor after I copy paste from Excel.
>>>>>>
>>>>>> If I do not keep them as variable names, then variable names will be
>>>>>> var1 var2 ... as default and Date GAR(P) ... will be copied as values
>>>>>> to the first cell.
>>>>>>
>>>>>> I don't know which one is easier to manipulate.
>>>>>
>>>>> On Tue, Jun 18, 2013 at 9:34 PM, Edward Crawley <edward.crwly@gmail.com> wrote:
>>>>>
>>>>>>> I am trying to convert my dataset to panel data, but since I am new to
>>>>>>> STATA I couldn't figure how to do it. My dataset is as follows;
>>>>>>>
>>>>>>> Date GAR(P) GAR(MV) GAR(MB) AKB(P) AKB(MV) AKB(MB) ISC(P) ISC(MV) ISC(MB)
>>>>>>> Jan10 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
>>>>>>> Feb10 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
>>>>>>>
>>>>>>>
>>>>>>> GAR, AKB, ISC are the firms' names and P=price, MV=market value,
>>>>>>> MB=market-to-book ratio.
>>>>>>>
>>>>>>>
>>>>>>> At the end, I would like to have something like this;
>>>>>>>
>>>>>>> Firm Date P MV MB
>>>>>>> GAR Jan10 0.53 110 1.71
>>>>>>> GAR Feb10 0.47 120 1.54
>>>>>>> AKB Jan10 0.63 230 1.95
>>>>>>> AKB Feb10 0.55 205 1.71
>>>>>>> ISC Jan10 1.7 150 4.6
>>>>>>> ISC Feb10 1.63 100 4.43
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