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From |
sebas nicaise <[email protected]> |

To |
<[email protected]> |

Subject |
RE: st: Creating a dummy variable under certain conditions |

Date |
Mon, 4 Jun 2012 08:22:13 +0000 |

Dear Abhimanyu, First of all I am pleased with your quick responses and thoughts. However, The code still does not work :) When I enter : bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 tspell new_viol_dummy replace new_viol_dummy=0 if ceil(_seq/5)!=floor(_seq/5) & _seq!=1 I get: date gvkey viol new_viol_dummy 1997q1 1004 0 0 1997q2 1004 0 0 1997q3 1004 0 0 1997q4 1004 0 0 1998q1 1004 0 1 1998q2 1004 0 0 1998q3 1004 0 0 1998q4 1004 0 0 1999q1 1004 0 1 1999q2 1004 0 0 It is important that new viol dummy can only be 1 if viol is 1 and in the previous 4 quarters viol is 0. > Date: Sun, 3 Jun 2012 22:09:08 +0200 > Subject: Re: st: Creating a dummy variable under certain conditions > From: [email protected] > To: [email protected] > > Hi Sebas > On further thoughts this is an improvement again using Nick's > -tsspell- downloadable from SSC > > bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 > tspell new_viol_dummy > replace new_viol_dummy=0 if ceil(_seq/5)!=floor(_seq/5) & _seq!=1 > > Cheers > > Abhimanyu > > On Sun, Jun 3, 2012 at 9:37 PM, Abhimanyu Arora > <[email protected]> wrote: > > I think this should solve Sebas' problem > > > > bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 > > > > After this Nick's -tsspell- (from SSC) can come to the rescue > > > > tspell new_viol_dummy > > > > bys gvkey:replace new_viol_dummy=0 if inrange(_seq,2,4) > > > > > > > > On Sun, Jun 3, 2012 at 9:06 PM, Nick Cox <[email protected]> wrote: > >> It makes no sense to work with L.gvkey as this just means the previous > >> panel identifier, which is constant within a panel . This has already > >> been pointed out earlier in the thread. Referring to L.gvkey was a > >> slip that was quickly corrected. > >> > >> Nick > >> > >> On Sun, Jun 3, 2012 at 7:59 PM, sebas nicaise <[email protected]> wrote: > >>> Still not working :( > >>> > >>> > >>> > >>> When I use this : > >>> > >>> bys gvkey gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0 > >>> > >>> > >>> bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1 > >>> > >>> > >>> I get this: > >>> > >>> date gvkey viol new_viol_dummy > >>> 1997q1 1004 0 0 > >>> 1997q2 1004 0 0 > >>> 1997q3 1004 0 0 > >>> 1997q4 1004 0 0 > >>> 1998q1 1004 0 1 > >>> 1998q2 1004 0 0 > >>> 1998q3 1004 0 1 > >>> 1998q4 1004 0 0 > >>> 1999q1 1004 0 1 > >>> 1999q2 1004 0 0 > >>> 1999q3 1004 0 1 > >>> 1999q4 1004 0 0 > >>> 2000q1 1004 0 1 > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> Could you have another look at it :)? > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>>> Date: Sun, 3 Jun 2012 20:24:33 +0200 > >>>> Subject: Re: st: Creating a dummy variable under certain conditions > >>>> From: [email protected] > >>>> To: [email protected] > >>>> > >>>> Now I see, you have an additional condition, Sebastian. > >>>> > >>>> In that case, you could simply add an additional command in addition > >>>> to either Nick's or my solution with L. (not the F. one) > >>>> -bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1 > >>>> > >>>> > >>>> date gvkey viol new_viol_dummy > >>>> 1997q1 1004 0 0 > >>>> 1997q2 1004 0 0 > >>>> 1997q3 1004 0 0 > >>>> 1997q4 1004 0 0 > >>>> 1998q1 1004 0 0 > >>>> 1998q2 1004 0 0 > >>>> 1997q1 1021 0 0 > >>>> 1997q2 1021 0 0 > >>>> 1997q3 1021 0 0 > >>>> 1997q4 1021 0 0 > >>>> 1998q1 1021 0 0 > >>>> 1998q2 1021 0 0 > >>>> 1998q3 1021 0 0 > >>>> 1998q4 1021 1 1 > >>>> 1999q1 1021 1 0 > >>>> 1999q2 1021 1 0 > >>>> 1999q3 1021 1 0 > >>>> 1999q4 1021 0 0 > >>>> > >>>> > >>>> > >>>> > >>>> On Sun, Jun 3, 2012 at 7:46 PM, sebas nicaise <[email protected]> wrote: > >>>>> Dear Abhimanyu, > >>>>> > >>>>> This also does not give me the right answer.It gives: > >>>>> > >>>>> date gvkey viol new_viol_dummy1998q4 1095 0 01999q1 1095 0 01999q2 1095 0 01999q3 1095 0 01999q4 1095 1 02000q1 1095 0 02000q2 1095 1 12000q3 1095 1 12000q4 1095 1 12001q1 1095 1 12001q2 1095 1 12001q3 1095 1 0 > >>>>> > >>>>> It should be:000010000000 > >>>>> > >>>>> I think the command should be more complicated since the new viol dummy variable is only 1 under certain strict conditions.NEWVIOL is only 1 if the VIOL dummy of the corresponding GVKEY has a 1 IF in the four previous quarters a 0. Furthermore, if NEWVIOL documents a 1, it can only be a 1 again after four quarters of 0. > >>>>> > >>>>> Hope you, or someone else, can help me with this seemingly easy task :) > >>>>> > >>>>> Thank you,Sebastiaan > >>>>> ---------------------------------------- > >>>>>> Date: Sat, 2 Jun 2012 17:21:54 +0200 > >>>>>> Subject: Re: st: Creating a dummy variable under certain conditions > >>>>>> From: [email protected] > >>>>>> To: [email protected] > >>>>>> > >>>>>> Okay, if I infer correctly, try this: bys gvkey: gen > >>>>>> new_viol_dummy=viol+F1.viol+F2.viol+F3.viol==4. > >>>>>> Seems good? > >>>>>> > >>>>>> > >>>>>> > >>>>>> On Sat, Jun 2, 2012 at 5:07 PM, sebas nicaise <[email protected]> wrote: > >>>>>>> Maybe I can better show it visually: > >>>>>>> Your commands give me the following output: > >>>>>>> bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0 > >>>>>>> date gvkey viol new_viol_dummy 1997q1 1004 0 01997q2 1004 0 01997q3 1004 0 01997q4 1004 0 01998q1 1004 0 11998q2 1004 0 11997q1 1021 0 01997q2 1021 0 01997q3 1021 0 01997q4 1021 0 01998q1 1021 0 11998q2 1021 0 11998q3 1021 0 11998q4 1021 1 11999q1 1021 1 01999q2 1021 1 01999q3 1021 1 01999q4 1021 0 0 > >>>>>>> While I want this: date gvkey viol new_viol_dummy 1997q1 1004 0 01997q2 1004 0 01997q3 1004 0 01997q4 1004 0 01998q1 1004 0 01998q2 1004 0 01997q1 1021 0 01997q2 1021 0 01997q3 1021 0 01997q4 1021 0 01998q1 1021 0 01998q2 1021 0 01998q3 1021 0 01998q4 1021 1 11999q1 1021 1 01999q2 1021 1 01999q3 1021 1 01999q4 1021 0 0 > >>>>>>> If it is not clear what I mean, let me know :) > >>>>>>> Thank you,Sebastiaan > >>>>>>>> Date: Sat, 2 Jun 2012 16:34:41 +0200 > >>>>>>>> Subject: Re: st: Creating a dummy variable under certain conditions > >>>>>>>> From: [email protected] > >>>>>>>> To: [email protected] > >>>>>>>> > >>>>>>>> Sebas, > >>>>>>>> Adding to Nick's comment, did you not -xtset- the data? You also have > >>>>>>>> an option of bys id_var: command, otherwise > >>>>>>>> > >>>>>>>> > >>>>>>>> On Sat, Jun 2, 2012 at 4:29 PM, Nick Cox <[email protected]> wrote: > >>>>>>>>> You will probably want to exclude or ignore the first few observations > >>>>>>>>> in each panel or -replace- it with missing. Otherwise, what's wrong? > >>>>>>>>> > >>>>>>>>> Abhimanyu's slip has already been corrected in this thread, as below. > >>>>>>>>> > >>>>>>>>> Nick > >>>>>>>>> > >>>>>>>>> On Sat, Jun 2, 2012 at 3:12 PM, sebas nicaise <[email protected]> wrote: > >>>>>>>>> > >>>>>>>>>> Thank you for the quick replys. > >>>>>>>>>> > >>>>>>>>>> However, the suggested solutions did not give the right answer. > >>>>>>>>>> > >>>>>>>>>> Nick, your solution gives me way too many 1's. I do think the first step with the cusum was the right way to go. > >>>>>>>>>> > >>>>>>>>>> Abhimanyu, your solution does not distinquish between the id's, the calculation has to start over for every gvkey. > >>>>>>>>>> > >>>>>>>>>> > >>>>>>>>>> Hope you can have another look at it, I will also try to work with the suggestions you gave me. > >>>>>>>>>> > >>>>>>>>>>> From: [email protected] > >>>>>>>>>>> To: [email protected] > >>>>>>>>>>> > >>>>>>>>>>> Thanks Nick, yes. > >>>>>>>>>>> But I would go for your solution which would be better in case he had > >>>>>>>>>>> a longer lag. > >>>>>>>>>>> > >>>>>>>>>>> On Sat, Jun 2, 2012 at 2:56 PM, Nick Cox <[email protected]> wrote: > >>>>>>>>>>>> This looks OK as long as you substitute -viol- for -gvkey-. The > >>>>>>>>>>>> previous values concerned are for -viol-, not -gvkey-. > >>>>>>>>>>>> > >>>>>>>>>>>> Nick > >>>>>>>>>>>> > >>>>>>>>>>>> On Sat, Jun 2, 2012 at 1:51 PM, Abhimanyu Arora > >>>>>>>>>>>> <[email protected]> wrote: > >>>>>>>>>>>> > >>>>>>>>>>>>> Try this if your data is -xtset-ted > >>>>>>>>>>>>> gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0 > >>>>>>>>>>>> > >>>>>>>>>>>>> On Sat, Jun 2, 2012 at 2:06 PM, sebas nicaise <[email protected]> > >>>>>>>>>>>>> > >>>>>>>>>>>>>> I am struggeling with creating a new dummy variable. I have a very large > >>>>>>>>>>>>>> (unbalanced) panel dataset that looks like this: > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> date gvkey viol > >>>>>>>>>>>>>> 1997q1 1021 0 > >>>>>>>>>>>>>> 1997q2 1021 0 > >>>>>>>>>>>>>> 1997q3 1021 0 > >>>>>>>>>>>>>> 1997q4 1021 0 > >>>>>>>>>>>>>> 1998q1 1021 1 > >>>>>>>>>>>>>> 1998q2 1021 0 > >>>>>>>>>>>>>> 1998q3 1021 0 > >>>>>>>>>>>>>> 1998q4 1021 1 > >>>>>>>>>>>>>> 1999q1 1021 0 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> 1999q2 1021 0 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> 1999q3 1021 0 > >>>>>>>>>>>>>> 1999q2 1023 0 > >>>>>>>>>>>>>> 1999q3 1023 1 > >>>>>>>>>>>>>> 1999q4 1023 0 > >>>>>>>>>>>>>> 2000q1 1023 0 > >>>>>>>>>>>>>> 2000q2 1023 1 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> Where date is calender quarter, gvkey is the company identifier and viol a > >>>>>>>>>>>>>> dummy which equals 1 if the firm is in violation of a covenant in a private > >>>>>>>>>>>>>> debt contract. > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> The problem is that I have to create a new dummy variable ( new violation) > >>>>>>>>>>>>>> which meets certain conditions. > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> The new violation dummy is only allowed to be 1 if in the previous 4 > >>>>>>>>>>>>>> quarters of a certain company (gvkey) is 0. > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> This means for example that: > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> date gvkey viol Newviolation > >>>>>>>>>>>>>> 1997q1 1021 0 0 > >>>>>>>>>>>>>> 1997q2 1021 0 0 > >>>>>>>>>>>>>> 1997q3 1021 0 0 > >>>>>>>>>>>>>> 1997q4 1021 0 0 > >>>>>>>>>>>>>> 1998q1 1021 1 1 > >>>>>>>>>>>>>> 1998q2 1021 0 0 > >>>>>>>>>>>>>> 1998q3 1021 0 0 > >>>>>>>>>>>>>> 1998q4 1021 1 0 > >>>>>>>>>>>>>> 1999q1 1021 0 0 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> 1999q2 1021 0 0 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> 1999q3 1021 0 0 > >>>>>>>>>>>>>> 1999q2 1023 0 0 > >>>>>>>>>>>>>> 1999q3 1023 1 0 > >>>>>>>>>>>>>> 1999q4 1023 0 0 > >>>>>>>>>>>>>> 2000q1 1023 0 0 > >>>>>>>>>>>>>> 2000q2 1023 1 0 > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> > >>>>>>>>>>>>>> I do not know how to tell Stata to create this variable, Hope someone is > >>>>>>>>>>>>>> so kind to help me. > >>>>>>>>>>>> > >>>>>>>>>>>> * > >>>>>>>>>>>> * 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/ > >>>>>>>>>>> > >>>>>>>>>>> * > >>>>>>>>>>> * 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/ > >>>>>>>>>> * > >>>>>>>>>> * 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/ > >>>>>>>>> > >>>>>>>>> * > >>>>>>>>> * 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/ > >>>>>>>> > >>>>>>>> * > >>>>>>>> * 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/ > >>>>>>> > >>>>>>> * > >>>>>>> * 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/ > >>>>>> > >>>>>> * > >>>>>> * 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/ > >>>>> > >>>>> * > >>>>> * 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/ > >>>> > >>>> * > >>>> * 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/ > >>> * > >>> * 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/ > >> > >> * > >> * 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/ > > * > * 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/ * * 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/

**Follow-Ups**:**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**References**:**st: Creating a dummy variable under certain conditions***From:*sebas nicaise <[email protected]>

**Fwd: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**RE: st: Creating a dummy variable under certain conditions***From:*sebas nicaise <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Nick Cox <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

**Re: st: Creating a dummy variable under certain conditions***From:*Abhimanyu Arora <[email protected]>

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