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From |
Ichiro Fujikake <[email protected]> |

To |
<[email protected]> |

Subject |
Re: st: Programing "by" and creating a new dataset |

Date |
Thu, 10 Mar 2005 10:16:51 +0900 |

Hi Cameron, Following is a byable and with newfile() option version of your program, I hope. Please refer to byable and syntax entries of Programming manual and -help levels- for information on what I added. Ichiro =*=*=*= capture program drop kpmetric qui program kpmetric , byable(onecall) version 8 syntax , newfile(string) local by "`_byvars'" tempvar chng generate `chng' = sign(x2 - x1) tempvar gr if _by()==1 { qui egen `gr'=group(`by') } else { qui gen `gr'=1 } qui levels `gr', local(list) foreach X of local list { preserve qui keep if `gr'==`X' qui count local n = r(N) local n1 = r(N) - 1 local p = 0 forvalues i =1/`n1' { local k = `i' + 1 forvalues j = `k'/`n' { local opposite = `chng'[`i'] * `chng'[`j'] < 0 local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] - x2[`j']) local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] - x1[`j']) if `opposite' & (`flip' | `diverge') { local p = `p' + 1 } } } local p_`X' = `p'/comb(`n',2) local n_`X'=`n' restore } preserve qui { keep `by' `gr' if _by()==1 { bysort `by' : keep if _n==1 } else { keep if _n==1 } gen p=. gen n=. foreach X of local list { replace p=`p_`X'' if `gr'==`X' replace n=`n_`X'' if `gr'==`X' } } drop `gr' save `newfile' restore end =*=*=*= On 05.3.10 6:41, "Cameron Hooper" <[email protected]> wrote: > Consider the following data: > > . use http://www-personal.umich.edu/~chooper/stata/kptest1 > . list > > +---------------------+ > | id year x1 x2 | > |---------------------| > 1. | 1 1990 10 8 | > 2. | 1 1990 7 11 | > 3. | 1 1990 6 4 | > 4. | 1 1990 9 12 | > 5. | 1 1990 8 6 | > +---------------------+ > . > > I want to create a new variable based on the pairwise comparisons of > -sign(x2 - x1)-. (I've included a brief explanation of these comparison > as a postscript to this post. I don't think it is necessary to read it > to understand my question.) > > To achieve this I've written the following program. I don't think it is > important to follow the code inside the -forvalues- loop. > > ------------------------------------- > > capture program drop kpmetric > program kpmetric , rclass > version 8 > tempvar chng > generate `chng' = sign(x2 - x1) > qui count > local n = r(N) > local n1 = r(N) - 1 > local p = 0 > > forvalues i =1/`n1' { > local k = `i' + 1 > forvalues j = `k'/`n' { > > local opposite = `chng'[`i'] != `chng'[`j'] & \\\ > `chng'[`i'] != 0 & `chng'[`j'] != 0 > local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] - x2[`j']) > local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] - x1[`j']) > > if `opposite' & (`flip' | `diverge') { > local p = `p' + 1 > } > } > } > > local p = `p'/comb(`n',2) > return scalar p = `p' > end > > -------------------------------------------------------------------------- > Here as a sample run: > > . use http://www-personal.umich.edu/~chooper/stata/kptest1 > . kpmetric > . return list > > scalars: > r(p) = .6 > > > In practice my data is more complex. I have multiple years and companies > so I need to make my program understand the -by- prefix. I also need a > way of capturing the results of the program. This is what I would want > to achieve: > > . use http://www-personal.umich.edu/~chooper/stata/kptest2 > . sort id year > . list > > +---------------------+ > | id year x1 x2 | > |---------------------| > 1. | 1 1990 10 8 | > 2. | 1 1990 7 11 | > 3. | 1 1990 6 4 | > 4. | 1 1990 9 12 | > 5. | 1 1990 8 6 | > |---------------------| > 6. | 1 1991 5 8 | > 7. | 1 1991 7 9 | > 8. | 1 1991 4 4 | > 9. | 2 1988 2 6 | > 10. | 2 1988 5 3 | > |---------------------| > 11. | 2 1988 9 7 | > 12. | 2 1988 4 1 | > 13. | 2 1989 7 7 | > 14. | 2 1989 8 8 | > 15. | 2 1989 3 3 | > +---------------------+ > > . by id year: kpmetric > . list > > id year p n > 1. 1 1990 0.60 5 > 2. 1 1991 0.00 3 > 3. 2 1988 0.33 4 > 4. 2 1989 0.00 3 > > Any suggestions on how I can achieve this? > > Thanks, > > Cameron > > PS. For those interested in what this code is trying to achieve here is > a brief explanation. Consider the following data: > > analyst f1 f2 > 1 10 12 > 2 11 9 > 3 8 10 > > This represents the forecasts of three analysts. f1 is forecast at time > 1 and f2 is the revised forecast at time 2, after the analysts' observe > a publicly available signal. Define a measure of differential > interpretations of the public signal to be the proportion of > inconsistent revisions. Inconsistent revision move in opposite > directions AND either flip or end up further apart they the original > forecasts.For example, analyst 1 revised his forecast upwards (from 10 > to 12) while analyst 2 revised her forecast downwards (11 to 9). Since > the revisions are in opposite directions and cross they are defined as > inconsistent. In contrast both analysts 1 and 3 revise their forecasts > upwards and are thus consistent revisions. While analysts 2 and 3 revise > in different directions, they are not inconsistent because they converge > as a result of observing the common signal. Of the 3 analyst pairs only > 1 is inconsistent (1v2) so the value of the differential interpretations > metrics equals 1/3 (#inconsistent pairs / total pairs). > > * > * 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/ > * * 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/

**Follow-Ups**:**Re: st: Programing "by" and creating a new dataset***From:*Cameron Hooper <[email protected]>

**References**:**st: Programing "by" and creating a new dataset***From:*Cameron Hooper <[email protected]>

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