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Re: st: reshaping data?

Subject   Re: st: reshaping data?
Date   Fri, 26 Oct 2012 13:31:39 +0200

dear Nick,
I'd like to estimate separate regressions, one for each family, hence the number of predictors would be the same for each family

hope this clarifies

Quoting Nick Cox <>:

In that case I really don't understand what you are seeking. See also
Yuval's comments.

I've never come across a model in which there are a different number
of predictors for different observations, although I am always happy
to be educated.

It seems to me that

1. Either you are applying a standard model, in which case you can
give literature references.

2. Or this is a new model, in which case you need to explain how it
would be set-up and estimated.

Note that it's easy to get variables such as the mean of the other
prices in the same family. See

FAQ . . Creating variables recording prop. of the other members of a group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
        4/05    How do I create variables summarizing for each
                individual properties of the other members of a

On Thu, Oct 25, 2012 at 3:39 PM,  <> wrote:
dear Nick,
thanks for your prompt reply. Unfortunately, the number of items is not
best regards

Quoting Nick Cox <>:

This model formulation makes me feel a bit queasy, but I think what
you want is something like this.

Suppose for concreteness the number of items is fixed at 8. (I don't
see how this will work if the number is not fixed.) So, "for any value
of 8"

sort code_family code_item
forval i = 1/8 {
       by code_family : gen P`i' = P[`i']

Note that, contrary to your title, there is no -reshape- here as you
want your observations to remain observations; at least that's my


On Thu, Oct 25, 2012 at 3:08 PM,  <> wrote:

I have to estimate the equation


Where Q1 is the quantity of item 1 sold by a supermarket during a week ,
is the price of item 1 in that week, the other prices are those of the n
items belonging to the same family of items. My data set is organized as

Code_item       week    Q       P       Code_family
789             1       8       2       1
790             1       25      4       1
791             1       9       1.3     1

792             1       12      2       1

800             1       7       2       2
801             1       20      1.2     2
802             1       11      1.6     2

803             1       12      2       2

And so forth for the other weeks and families...

For each item, how can I include in my regression the prices of the other
(n-1) items of the same family, ignoring the prices of the items
to other families?
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