On Oct 12, 2004, at 2:33, Roberto wrote:
with the tsspell command I have been able to identify the maximum
number of
consecutive observations per firms.
The problem is that if I write
keep if maxrun>=5
stata only drops firm "C" whereas I would want it to drop all the
non-consecutive observations in all panels so that the database would
look
like:
You're almost there. Here is a snippet of code in which I wanted to
drop spells in which there were two years' consecutive net cash flow
(gvkey is the firm id):
* screen2: use tsspell to find spells of at least two years negative CF
tsset
tsspell , cond(data13 < 0)
* the spells must be at least length 2
bysort gvkey _spell : egen _length = max(_seq)
gen byte todrop = _length >= 2
* drop the firm-years identified by todrop
drop if (todrop)
You want to reverse the logic and keep spells that satisfy a condition
on firm# and _seq, as defined by tsspell.
Kit Baum, Boston College Economics [email protected]
http://ideas.repec.org/e/pba1.html
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