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From |
Matthew Baker <matthew.baker@hunter.cuny.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Programming the fixed effect transformation in Mata with an unbalanced panel data |

Date |
Wed, 26 Jun 2013 08:35:10 -0400 |

Matteo -- The following is a way of constructing a matrix like the one you have - but you might run into allocational issues for larger problems, because for large N and large T, M is a matrix with a lot of zeros and can really eat up the space! I might also mention that my little code here uses loops, and there might be a more efficient way to do this. /* Begin example */ clear all webuse union keep if id<5 mata st_view(id=.,.,"idcode") M=J(rows(id),rows(id),0) for (i=1;i<=rows(m);i++) { ni=[i,2]-m[i,1]+1 M[m[i,1]::m[i,2],m[i,1]::m[i,2]]=I(ni)-J(ni,ni,1/ni) } end /* End example */ Hope that helps! Matt On Mon, May 20, 2013 at 12:16 PM, Matteo Pazzona <M.Pazzona@bath.ac.uk> wrote: > Dear Statalist, > > I have an unbalanced panel data and I need to program the fixed effect > transformation with MATA. The code I am trying to program is the usual ( > let's call the matrix for all the panel M): > > M = (I(N) # (I(T) - 1/T(ee')) > > where N stands for unit observations ,T the total number of years, e = > (1,1,...,1) is 1xT vector of ones and # is the kronecker product. Given that > I have an unbalanced panel data, I have a varying number of years. I am > able to program it with balanced panel data but not with unbalanced data. I > have checked on the FAQs but I could not find a clear answer to that. > Secondly, after having computed the fixed effect transformation I need to > delete the last observation for each group. So, if Y is the vector of > independent variables , then I want to delete the Tth observation ( last > observation) for each group of the matrix MY . Again, since the number of > years is not fixed I am not able how to do that. > If you could help me out on this too, it would be very helpful. > > Thanks in advance! > > Best, > > Matteo > > * > * 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/ -- Dr. Matthew J. Baker Department of Economics Hunter College and the Graduate Center, CUNY * * 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/

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