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Re: st: assymetric start and end dates in a panel dat set


From   loggyedr salvez <loggyedy@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: assymetric start and end dates in a panel dat set
Date   Thu, 24 May 2012 10:02:48 +0200

Thank you Nick.  Suppose that I correct the problem  and that I have
observations every 4 weeks for all countries. Thus, I could apply the
code you proposed-floor(/28)].  The problem is that  I have different
start and end dates and different time periods across countries.
For example
              startdate-enddate
Greece   02/11/06-09/10/09
Italy        07/12/06-06/11/09
 UK          09/11/06-06/11/09

How should I handle this asymmetry?  I  Would be grateful to you if
you could provide more information about which  functions  for –egen-
to look at. Any proposed coding is also  welcomed as I am a new stata
user and I have difficulty with coding. For example your proposed
coding

gen edate2 = floor(edate1/28)
tsset identif2 edate2

was extremely helpful. Should I upload an example of the excel file I
have to take a look?


Thank you for your time,
stefanos


On 5/24/12, loggyedr salvez <loggyedy@googlemail.com> wrote:
> Thank you Nick. suppose that I correct the problem  and that I have 4
> -weekly observations. Thus, I apply the code you proposed-floor(/28)]floo.
> The problem still remains as I have different start and end dates and
> different time periods across countries. I would be grateful to you if you
> could give some more information as well as for the functions egen. I am a
> new stata user and I have some difficulty  moving my work ahead.
>
> Thank you again
>
> On Wed, May 23, 2012 at 9:06 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>
>> The answer to this question is surely based on the answer to your
>> previous question. -tsset- in terms of a time variable that jumps
>> every 28 days. Look at -egen- for functions to count missings, or
>> non-missings, in observations or rows.
>>
>> Nick
>>
>> On Wed, May 23, 2012 at 8:59 PM, loggyedr salvez
>> <loggyedy@googlemail.com> wrote:
>>
>> > I have a panel data set that refers to interest rates over time
>> > accross countries.
>> > I have observations every 4 weeks. For example
>> >
>> >  November 1, 2009
>> > November 29, 2009
>> > December 27, 2009
>> > January 31, 2010
>> >  November 1, 2009
>> >  November 29, 2009
>> >  December 27, 2009
>> >  January 31, 2010
>> >
>> >
>> > The problem is that the  start and the end date across countries is
>> different.
>> >
>> > For example
>> >               startdate-enddate
>> > Greece   02/11/08-09/10/11
>> > Italy        07/12/08-06/11/11
>> >  UK          09/11/08-06/11/11
>> >
>> >
>> > and furthermore as you can see the time interval is not the same for
>> > all the countries (compare the time span of UK with that of Italy)
>> > is there any solution to this problem? I want to regress interest
>> > rates on other variables and if I do not know how to solve this
>> > problem I might end up having wrong results. If I have to trim the
>> > dates to obtain symmetry what would be the code for converting this
>> > series of dates to numeric variable   ( I am referring to format time
>> > %d, tsset identifier time and so forth)
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>

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