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Re: st: Creating a Peer-Variable excluding the focal entity


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Creating a Peer-Variable excluding the focal entity
Date   Tue, 25 Mar 2014 10:50:58 +0000

See

http://www.stata.com/support/faqs/data-management/creating-variables-recording-properties/

for both specific and general advice. Your names and notation still
leave vague how you want this computed, so far as I can see, but
that's a discussion to look at.

Nick
[email protected]


On 25 March 2014 10:33, Houdou Basse Mama <[email protected]> wrote:

> I attempt (with no success) to create a peer group variable each period excluding a focal firm j. Suppose I want to regress a firm's outcome (y_jit) on a vector X that contains two variables. The outcome y_jit should be regressed on X_jit and X_-jit, where the former varibale denotes the a firm-specific determinant of Y_jit and a peer group counterpart, respectively. I need to construct the peer group variable (X_-jit) that excludes the firm itself.
>
> Assume a variable "visibility" that is firm-specific. I want to compute a peer-counterpart for this firm-specific variable using industry affiliation as peer group. Call this new variable "peer_visibility". The computed variable should be industry-year computed.

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