Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Drop observations


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Drop observations
Date   Mon, 10 Nov 2003 16:56:41 -0000

I assume identifier variable -id-, time variable -t- 
and that you have -tsset- the data. 

For regression it's problematic if either the response
or any of the covariates is missing. Compute 

. egen nmiss = rmiss(y x1 x2 x3) 

One way of doing it then is to use -tsspell- from 
SSC. 

. ssc inst tsspell 
. tsspell, cond(nmiss == 0) 

defines spells for which all variables are present, 
and does so automatically within panels. 

The longest spell in each panel is then 

. egen longest = max(_seq), by(id) 

and you can 

. drop if longest < 4 


Nick 
[email protected] 

Vidya Mahambare

> For panel data regression, I want to include only those 
> firms which have
> observations for at least for four consecutive years out of 
> ten. I suppose I
> have to use drop or keep command, but can't figure out how.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index