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Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods


From   Stuart Buck <[email protected]>
To   [email protected]
Subject   Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
Date   Mon, 29 Apr 2013 16:51:51 -0500

This looks good, except that for any of the tsset commands, I get the
error code 451: "repeated time values within panel."

On Mon, Apr 29, 2013 at 4:05 PM, Nick Cox <[email protected]> wrote:
> Treating each school separately is just a twist on this:
>
> gen cohort = year - grade
> egen id = group(school cohort), label
> tsset id year
>
>
> Nick
> [email protected]
>
>
> On 29 April 2013 20:32, Nick Cox <[email protected]> wrote:
>> Focus on any cohort, say the cohort that was grade 8 in 2011, grade 7
>> in 2010 and so forth. Evidently, the difference (year - grade) is
>> constant, and therefore an identifier, for that cohort. Thus after
>>
>> gen id = year - grade
>>
>> either
>>
>> tsset id year
>>
>> or
>>
>> tsset id grade
>>
>> defines a panel dataset with an identifier and a time variable and
>> time series operators can then be applied.
>>
>> Nick
>> [email protected]
>>
>> On 29 April 2013 19:46, Stuart Buck <[email protected]> wrote:
>>
>>> Passage rates for all Texas schools for 2008, 2009, 2010, and 2011 --
>>> this is important -- by grade. So each row in the dataset is School,
>>> Year, Grade, and then scores (plus other demographic variables, etc.).
>>>
>>> In other words, the dataset looks like this:
>>>
>>> Year     SchoolID     Grade     TestScore
>>> 2011    1                  6               ***
>>> 2011     1                 7               ***
>>> 2011     1                 8               ***
>>>
>>> And so on and so forth -- multiple grades in each school in each year.
>>>
>>> Here's what I want:
>>>
>>> To be able to regress any given school's performance in Grade X in
>>> Year T on, among other things, how that same school did with the same
>>> cohort of kids in the previous grade (Grade X-1) in the previous year
>>> (Year T-1). I.e., if a middle school's Grade 8 passage rate in 2011 is
>>> the outcome, I'd like to be able to control for that same school's
>>> Grade 7 passage rate in 2010, thus giving a somewhat crude measure of
>>> how much that group of kids progressed since the previous year.
>>>
>>> How would I generate an all-purpose lagged TestScore variable for all
>>> the schools in the dataset, lagging by both year and grade at once?
>>> All the Stata instructional material I see on lagged variables just
>>> lags based on time, not on both time and some other variable too
>>> (grade).
> *
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-- 
Stuart Buck
http://about.me/stuartbuck
479-200-2750 (cell)
*
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