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

RE: st: Identifying Trends in Panel Data

From   "jyotsna puri" <[email protected]>
To   [email protected]
Subject   RE: st: Identifying Trends in Panel Data
Date   Tue, 21 Jun 2005 22:44:20 +0000


Have you tried running a fixed effects regression,
for each company-product, (or maybe it is
for each company, absorb(product) that you want.)
areg Log(sales) year if company ==1, absorb(product)
xtreg Log(Sales) year if product==1, i(company) fe
xi: reg Log(sales) year| if product==1

The coefficient on the year should give you your time

Jyotsna (Jo) Puri
Cell and Voicemail: 201-805-1690
[email protected]

----Original Message Follows----
From: Jason Hwang <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: st: Identifying Trends in Panel Data
Date: Tue, 21 Jun 2005 16:57:53 -0400 (EDT)

Can someone help with this problem?

I have panel data and I'm trying to identify panels with particular types
of trends. I have looked at -tsspell- but don't think it does what I'm
trying to do.

For example, I have data of the form:

company product year	sales
100	4	1990	312
100	4	1991	400
100	4	1992	350
100	4	1993	280
100	4	1994	302

I have millions of observations like this (thousands of company-products
with about 40 years of data for each company-product)

What I'm looking for is a sample of company-products with either a
positive or a negative trend over time.

Most company-products look like the example above, where there is no
obvious trend (over a longer horizon of course). But there are some that
have a statistically significant trend, either positive or negative, and I
want to isolate those for further ananalysis. Would there be a way to do
this relatively quickly?

On a related point, I want to measure the speed it takes for a variable of
interest to reach a certain threshold. For example, for a company-product
that exhibits a trend, I want to look at how many years it takes for sales
to increase by a factor of x. If anyone knows of a way to do that, that
would be very helpful.

Thank you very much for your help.


*   For searches and help try:

*   For searches and help try:

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