Hi,
I'm concerned about the impossibility of clustering for standard errors in Tobit
Panel Regressions (xtintreg).
Does anybody know the reason for this? Is there some sort of estimation problem?
Any hint or any source where I may take a look?
Thank you very much,
Francisco
"Scott
Merryman"
<[email protected] To
r.com> <[email protected]>
Sent by: cc
owner-statalist
@hsphsun2.harva Subject
rd.edu st: RE: -egen rank ()
09/21/2006
01:10 PM
Please respond
to
statalist@hsphs
un2.harvard.edu
Do you mean something like this:
clear
input str3 v1 v2
aaa 374
bbb 213
ccc 204
gvfdg 193
gfdg 170
gfdh 166
abc 213
end
egen rank2 = rank2(v2), track
. l, ab(20)
+-------------------+
| v1 v2 rank2 |
|-------------------|
1. | aaa 374 1 |
2. | bbb 213 2.5 |
3. | ccc 204 4 |
4. | gvf 193 5 |
5. | gfd 170 6 |
|-------------------|
6. | gfd 166 7 |
7. | abc 213 2.5 |
+-------------------+
Scott
-----------------------------------------------
*! rank2 adapted from -egen, rank-
*! egen, rank - field option with tie correction
program define _grank2
version 7, missing
syntax newvarname =/exp [if] [in] [, BY(varlist) /*
*/ {Field|Track|Unique} Suffix(str)]
if ("`field'"!="") + ("`track'"!="") + ("`unique'"!="") > 1 {
di as err "{p}only one of field, track, or unique"
di "may be specified{p_end}"
exit 198
}
if ("`by'"!="") + ("`suffix'"!="") > 1 {
di as err "{p}by() and suffix() may not be specified
together{p_end}"
exit 198
}
if ("`suffix'"!="") > 0 & ("`field'"!="") + ("`track'"!="") + /*
*/("`unique'"!="") < 1 {
di as err "{p}suffix() allowed only with the field, track,"
di "or unique options{p_end}"
exit 198
}
local sign = 1
if "`field'"!="" {
local fstar = "*"
local sign = -1
}
if "`track'"!="" {
local tstar = "*"
local sign = -1
}
if "`unique'"!="" {
local ustar = "*"
}
if ("`field'"!="") + ("`track'"!="") + ("`unique'"!="") > 0 {
local space " "
}
tempvar GRV
quietly {
gen double `GRV' = `sign'*(`exp') `if' `in'
sort `by' `GRV'
if "`by'"!="" {
local by2 = `"by `by':"'
}
`by2' gen `typlist' `varlist' = _n if `GRV'<.
`ustar' `by2' replace `varlist' = `varlist'[_n-1] ///
if `GRV'<. & `GRV'==`GRV'[_n-1]
by `by' `GRV': replace `varlist' = `varlist'+(_N-1)/2
if "`by'"!="" {
local by2 = `"by `by'"'
}
label var `varlist' /*
*/ "`field'`track'`unique'`space'rank of `exp'
`by2'"
_getnewlabelname vlbl
tempvar group
if "`suffix'" != "" {
local nties = 0
local i = 1
while `i' <= _N {
count if `varlist' == `i'
if r(N) > 1 { /* there are tied ranks */
label def `vlbl' `i' "`i'`suffix'",
add
local nties = `nties' + 1
}
local i = `i' + 1
}
if `nties' {
label val `varlist' `vlbl'
}
}
}
end
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Nikolaos A. Patsopoulos
> Sent: Thursday, September 21, 2006 8:50 AM
> To: [email protected]
> Subject: st: -egen rank ()
>
> Hi,
>
> I want to create a variable containing the rank order of another one but
> I cannot make tie corrections:
>
> the data:
>
> v6 countMain
>
> aaa 374
> bbb 213
> ccc 204
> gvfdg 193
> gfdg 170
> gfdh 166
>
> I use egen rankMain=rank( countMain) if counter_v6==1, field
> #counter_v6 is a _n variable for v6
>
> if I don't use the /field/ parameter I get the reverse order of that I
> want, e.g. aaa gets a rank of 4880 instead of 1. However using field
> doesn't correct for ties (want to use the average for ties).
>
> Any suggestions?
>
> Thanks in advance,
>
> Nikos
>
> *
> * 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/
*
* 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/
