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RE: st: issues with tsset based on more than a time variable and duplicates conflicting results


From   "Abdalla, Ahmed" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: issues with tsset based on more than a time variable and duplicates conflicting results
Date   Mon, 20 Jan 2014 17:47:15 +0000

Sorry I forgot to write that I get

. tabmiss mth if mth<1
    Variable |     Obs       Missings   Feq.Missings    NonMiss   Feq.NonMiss
-------------+---------------------------------------------------------------
         mth |       0           0            .              0            .

. tabmiss mth if mth>12
    Variable |     Obs       Missings   Feq.Missings    NonMiss   Feq.NonMiss
-------------+---------------------------------------------------------------
         mth |       0           0            .              0            .

Is that what you mean ? 
Nick, do you think I can any more investigation to track why these results are conflicting ?



________________________________________
From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
Sent: 20 January 2014 17:43
To: [email protected]
Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results

You haven't reported on whether there are non-missing values of -mth-
other than 1 to 12, i.e. <1 and >12.

There is only one way to -tsset- panel data, with a panel identifier
and a time identifier. There is no syntax for three variables; the
-help- tells you that.

Nick
[email protected]


On 20 January 2014 17:38, Abdalla, Ahmed <[email protected]> wrote:
> I run- tabmiss firmid timeid- and -tabmiss permno yr mth- and find no missing values in both cases.
> I run again duplicates report permno yr mth-and-duplicates report firmid timeid- in the fist case, I get no duplicates, however in the second case I get 510,000 duplicates !!
>
> Can I tsset my panel based on permno yr mth, and avoid the grouping I have done?
>
>
>
> ________________________________________
> From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
> Sent: 20 January 2014 17:28
> To: [email protected]
> Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results
>
> A wild guess is to check for missing values on these variables, and
> for rogue values of -mth- (missing, <1, >12).
>
> Nick
> [email protected]
>
>
> On 20 January 2014 17:10, Abdalla, Ahmed <[email protected]> wrote:
>> Dear Statalist
>> I want to tsset my data based on  permno yr mth:
>> I tried - tsset permno yr mth  - I get the error message "too many varaibles specified"
>> I tried - gen firmid= group(permno)
>>               gen timeid = ym(yr, mth)
>>                tsset firmid timeid  - I get the error " repeated time values with panel
>> So I tried to investigate my duplicates :
>> I run the command:
>> duplicates report firmid timeid
>> I get
>>    copies | observations       surplus
>> ----------+---------------------------
>>         1 |      2181223             0
>>         2 |        53712         26856
>>         3 |        16515         11010
>>         4 |         9556          7167
>>         5 |         5510          4408
>>         6 |         1698          1415
>>         7 |          196           168
>>         8 |           48            42
>>         9 |           18            16
>>
>> I drop my duplicates and tsset my data, it works properly. But I though to investigate the duplicates again and run this code (of course before dropping my duplicates):
>> duplicates report permno mth yr, I get:
>>
>>    copies | observations       surplus
>> ----------+---------------------------
>>         1 |      2268476             0
>>
>>
>> Why both duplicates drop based on firmid and timeid versus permno yr mth are different though the firm id groups permno and the timeid groups yr and mth ?
>> Is there any other way to tsset my data based on permno yr mth rather than the grouping I have done (firmid and timeid) ?
>>
>>
>> Thanks
>>
>>
>>
>>
>>
>>
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