Re: st: Question about generating the weight of WLS

[ayayi@uqtr.ca]

Many thanks Nick. I going to try it and come back to you
You made my day
--
Ayi Gavriel Ayayi; Ph.D.
Professor of Financial Economics
Editors of AEFR, AFJ, EFR and IJEMS
Département des Sciences de la Gestion
Université du Québec
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Trois Rivières, Québec, G9A 5H7 Canada
E-mail: ayi.ayayi@uqtr.ca
Some of my recent papers at: http://ssrn.com/author=301328
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Nick Cox <njcoxstata@gmail.com> a écrit :

> This is a common kind of question in data management, so you should
> expect that -search- will turn up resources. Even if the keyword to
> use in -search- is not evident, browsing the data management FAQs
> reveals
>
> FAQ     . . . . . . . . . . . . . . . . . . .  Number of distinct   
> observations
>         . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and   
> G. Longton
>         4/02    How do I compute the number of distinct observations?
> http://www.stata.com/support/faqs/data-management/number-of-distinct-observations/
>
> A general survey of counting distinct values is given in
>
> SJ-8-4  dm0042  . . . . . . . . . . . .  Speaking Stata: Distinct   
> observations
>         (help distinct if installed)  . . . . . .  N. J. Cox and G.   
> M. Longton
>         Q4/08   SJ 8(4):557--568
>         shows how to answer questions about distinct observations
>         from first principles; provides a convenience command
>
> A .pdf is accessible at
> http://www.stata-journal.com/sjpdf.html?articlenum=dm0042
>
> Those surveys show several ways to approach this. Here is one:
>
> egen tag = tag(country mfi year)
> egen ndistinct = total(tag), by(country year)
>
> In fact your example data suggest that
>
> bysort country year : gen ndistinct2 = _N
>
> would work too, but the first method is more general, just in case
> there is a good reason for duplicates.
>
> After that you just feed that variable within an expression for
> weights to -regress-.
>
> Nick
> njcoxstata@gmail.com
>
>
> On 25 April 2013 11:37,  <ayayi@uqtr.ca> wrote:
>
> > - I have stata IC 10
> >
> > -I have a panel data. To take in to consideration the considerable variation
> > of the MFIs  (microfinance institutions) across countries on the empirical
> > results, I resort to a weighted least squares with the weight being the
> > inverse of the number of MFIs for the country in the database in a given
> > year.
> >
> > Can someone help me on how to generate the inverse of the number of MFIs for
> > the country in the database in a given year and how to handle this WLS.
> > Please find below an example  of the data
> > Thanks for your time and consideration
> >
> > year        mfi        country
> > 2004        AFS        Afghanistan
> > 2004        BRAC - AFG        Afghanistan
> > 2004        FINCA - AFG        Afghanistan
> > 2004        FMFB - AFG        Afghanistan
> > 2005        AFS                 Afghanistan
> > 2005        BRAC - AFG        Afghanistan
> > 2005        CFA                 Afghanistan
> > 2005        FINCA - AFG        Afghanistan
> > 2005        FMFB - AFG        Afghanistan
> > 2005        MADRAC                 Afghanistan
> > 2004        ASC Union         Albania
> > 2004        BESA                  Albania
> > 2004        FAF-DC                  Albania
> > 2004        NOA - ALB         Albania
> > 2005        ASC Union         Albania
> > 2005        BESA                  Albania
> > 2005        FAF-DC                 Albania
> > 2005        NOA -   ALB        Albania
> > 2004        BMM C rdoba        Argentina
> > 2004        Emprenda                 Argentina
> > 2004        Entre Todos        Argentina
> > 2004        FIE Gran Poder        Argentina
> > 2004        Grameen Chaco        Argentina
> > 2005        Alternativa 3        Argentina
> > 2005        BMM C? rdoba        Argentina
> > 2005        Emprenda                 Argentina
> > 2005        Entre Todos        Argentina
> > 2005        FIE Gran Poder        Argentina
> > 2005        Grameen Chaco        Argentina
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