Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steve Samuels <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Identifying first observation in each panel after regression |

Date |
Mon, 4 Jun 2012 22:27:12 -0400 |

Your claim of discrepancy is false, and did not test it in the do file; it runs the "by gvkey:" statement only after -xtreg-. When I run your do file with: . by gvkey , sort : gen flag1 = 1 if _n ==1 // before the xtreg statement . by gvkey , sort : gen flag2 = 1 if _n ==1 // before the xtreg statement tab flag1 flag2, missing | flag2 flag1 | 1 . | Total -----------+----------------------+---------- 1 | 6,982 0 | 6,982 . | 0 70,797 | 70,797 -----------+----------------------+---------- Total | 6,982 70,797 | 77,779 Steve [email protected] On Jun 4, 2012, at 8:13 PM, Ivan Png wrote: Thanks, Nick. Here's the code https://docs.google.com/open?id=0Bxt3Gm6VpSgiZmJkRUZUUktJQzA And here's the data https://docs.google.com/open?id=0Bxt3Gm6VpSgiNFhhV3dsang4b3M On 4 June 2012 19:00, Nick Cox <[email protected]> wrote: > It should make absolutely no difference whether you do this before or > after a regression. I think we need to see evidence of what you think > is happening in terms of a dataset you provide in its entirety or > using a dataset downloadable by all. Otherwise I'd advise taking up > your puzzlement with Stata tech-support. They would want a copy of > your dataset. > > On Mon, Jun 4, 2012 at 11:43 PM, Ivan Png <[email protected]> wrote: >> What I don't understand: Why the >> >> . by gvkey , sort : gen flag = 1 if _n ==1 >> >> works when I invoke it before the regression (it then picks up the >> first observation of each company), but not when I invoke it after the >> regression (it misses many companies). >> >> I used exactly the same command in both cases. >> >> >> On 4 June 2012 18:31, Nick Cox <[email protected]> wrote: >>> Which bit don't you understand? >>> >>> On Mon, Jun 4, 2012 at 11:16 PM, Ivan Png <[email protected]> wrote: >>>> Dear Nick-- >>>> >>>> Many thanks for your hint. I found the solution. I execute >>>> . by gvkey , sort: gen flag = 1 if _n == 1 >>>> before the regression. >>>> >>>> Then, after the regression, I execute >>>> . gen regsample == 1 if e(sample) >>>> >>>> And, to identify the first observation of each company in the >>>> regression sample, I use >>>> regsample == 1 & flag == 1 >>>> >>>> However, I still don't understand the reason it works. >>>> >>>> >>>> On 4 June 2012 14:24, Nick Cox <[email protected]> wrote: >>>>> What code do you mean by "the code below"? >>>>> >>>>> I suspect there's something else up with your dataset that leads to >>>>> what you see. Examine the data omitted by >>>>> >>>>> . edit if !e(sample) >>>>> >>>>> after your -xtreg- command. >>>>> >>>>> Nick >>>>> >>>>> On Mon, Jun 4, 2012 at 6:44 PM, Ivan Png <[email protected]> wrote: >>>>>> Many thanks, Nick. Incidentally, thanks for the yeoman service to all >>>>>> STATAlisters. >>>>>> >>>>>> The discrepancy I found was by using xtreg to run a fixed-effects >>>>>> regression on the sample. xtreg reported 2773 companies. Yet, when I >>>>>> used the code below on the regression sample, I got only 1048 >>>>>> companies. So, the only reason I could think of was that the flag >>>>>> identified only companies that were present in year 1. >>>>> >>>>> On 4 June 2012 13:21, Nick Cox <[email protected]> wrote: >>>>> >>>>>>> Your code looks fine to me, so I have difficulty understanding why you think it doesn't work. >>>>>>> >>>>>>> The -sort- on the second command is unnecessary given the previous command, but I don't see that it will change the sort order. >>>>>>> >>>>>>> You can check logic in terms of this example: >>>>>>> >>>>>>> . webuse grunfeld >>>>>>> >>>>>>> . su year >>>>>>> >>>>>>> Variable | Obs Mean Std. Dev. Min Max >>>>>>> -------------+-------------------------------------------------------- >>>>>>> year | 200 1944.5 5.780751 1935 1954 >>>>>>> >>>>>>> . drop if year == 1935 & mod(company, 2) >>>>>>> (5 observations deleted) >>>>>>> >>>>>>> . tab year >>>>>>> >>>>>>> year | Freq. Percent Cum. >>>>>>> ------------+----------------------------------- >>>>>>> 1935 | 5 2.56 2.56 >>>>>>> 1936 | 10 5.13 7.69 >>>>>>> 1937 | 10 5.13 12.82 >>>>>>> 1938 | 10 5.13 17.95 >>>>>>> 1939 | 10 5.13 23.08 >>>>>>> 1940 | 10 5.13 28.21 >>>>>>> 1941 | 10 5.13 33.33 >>>>>>> 1942 | 10 5.13 38.46 >>>>>>> 1943 | 10 5.13 43.59 >>>>>>> 1944 | 10 5.13 48.72 >>>>>>> 1945 | 10 5.13 53.85 >>>>>>> 1946 | 10 5.13 58.97 >>>>>>> 1947 | 10 5.13 64.10 >>>>>>> 1948 | 10 5.13 69.23 >>>>>>> 1949 | 10 5.13 74.36 >>>>>>> 1950 | 10 5.13 79.49 >>>>>>> 1951 | 10 5.13 84.62 >>>>>>> 1952 | 10 5.13 89.74 >>>>>>> 1953 | 10 5.13 94.87 >>>>>>> 1954 | 10 5.13 100.00 >>>>>>> ------------+----------------------------------- >>>>>>> Total | 195 100.00 >>>>>>> >>>>>>> . bysort company (year) : gen first = _n == 1 >>>>>>> >>>>>>> . l company year if first >>>>>>> >>>>>>> +----------------+ >>>>>>> | company year | >>>>>>> |----------------| >>>>>>> 1. | 1 1936 | >>>>>>> 20. | 2 1935 | >>>>>>> 40. | 3 1936 | >>>>>>> 59. | 4 1935 | >>>>>>> 79. | 5 1936 | >>>>>>> |----------------| >>>>>>> 98. | 6 1935 | >>>>>>> 118. | 7 1936 | >>>>>>> 137. | 8 1935 | >>>>>>> 157. | 9 1936 | >>>>>>> 176. | 10 1935 | >>>>>>> +----------------+ >>>>>>> >>>>>>> Nick >>>>>>> [email protected] >>>>>>> >>>>>>> Ivan Png >>>>>>> >>>>>>> I am analyzing an unbalanced panel of company data, organized by >>>>>>> company (gvkey) and year. I want to create a flag to the first >>>>>>> observation of each company in the panel. I tried >>>>>>> >>>>>>> . sort gvkey year >>>>>>> . by gvkey , sort: gen flag = 1 if _n == 1 >>>>>>> >>>>>>> However, this only flagged flag = 1 if a company was present in year 1 >>>>>>> of the panel. It missed any company that appeared in later years. >>>>>>> >>>>>>> I searched statalist and found this: >>>>>>> http://www.stata.com/statalist/archive/2005-04/msg00334.html >>>>>>> >>>>>>> But it doesn't work. I'd be grateful for any relevant help. >>> >>> * >>> * 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/ >> >> >> >> -- >> Best wishes >> Ivan Png >> Skype: ipng00 >> >> * >> * 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/ -- Best wishes Ivan Png Skype: ipng00 * * 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/

**References**:**st: Identifying first observation in each panel after regression***From:*Ivan Png <[email protected]>

**Re: st: Identifying first observation in each panel after regression***From:*Nick Cox <[email protected]>

**Re: st: Identifying first observation in each panel after regression***From:*Ivan Png <[email protected]>

**Re: st: Identifying first observation in each panel after regression***From:*Nick Cox <[email protected]>

**Re: st: Identifying first observation in each panel after regression***From:*Ivan Png <[email protected]>

- Prev by Date:
**Re: st: instrumenting Moving average variable** - Next by Date:
**Re: st: Identifying first observation in each panel after regression** - Previous by thread:
**Re: st: Identifying first observation in each panel after regression** - Next by thread:
**Re: st: Identifying first observation in each panel after regression** - Index(es):