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Re: st: Differencing problem
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Differencing problem
Date
Thu, 27 Jun 2013 13:39:42 +0100
The hypotheses span from a bug in Stata to something strange in your
dataset to some misunderstanding (e.g. confusion between variables
with very similar names). Beyond suggesting looking at a -xtdescribe-
carefully I can only advise showing your code and dataset to Stata
tech support.
Nick
[email protected]
On 27 June 2013 13:09, Michael Betz <[email protected]> wrote:
> Right. Whenever I've done this before that is exactly what I would get too. Now the value of the difference for the second observation is missing in each instance. Not sure what is going on.
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
> Sent: Thursday, June 27, 2013 4:26 AM
> To: [email protected]
> Subject: Re: st: Differencing problem
>
> Nothing obviously wrong there.
>
> With panels length 2 what I expect is what I get, just one value of the difference for the second observation.
>
> . set obs 10
> obs was 0, now 10
>
> . gen y = runiform()
>
> . egen id = seq(), block(2)
>
> . egen t = seq(), to(2)
>
> . xtset id t
> panel variable: id (strongly balanced)
> time variable: t, 1 to 2
> delta: 1 unit
>
> . gen dy = d.y
> (5 missing values generated)
>
> . l
>
> +-------------------------------+
> | y id t dy |
> |-------------------------------|
> 1. | .1369841 1 1 . |
> 2. | .6432207 1 2 .5062366 |
> 3. | .5578017 2 1 . |
> 4. | .6047949 2 2 .0469932 |
> 5. | .684176 3 1 . |
> |-------------------------------|
> 6. | .1086679 3 2 -.575508 |
> 7. | .6184582 4 1 . |
> 8. | .0610638 4 2 -.5573944 |
> 9. | .5552388 5 1 . |
> 10. | .8714491 5 2 .3162102 |
> +-------------------------------+
> Nick
> [email protected]
>
>
> On 27 June 2013 02:56, Michael Betz <[email protected]> wrote:
>> . d college_
>>
>> storage display value
>> variable name type format label variable label
>> ------------------------------------------------------------------------------------------------------------------------------------
>> college_ float %9.0g
>>
>> . su college_
>>
>> Variable | Obs Mean Std. Dev. Min Max
>> -------------+--------------------------------------------------------
>> college_ | 716 94970.41 257294.9 3479 3707827
>>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of Nick Cox
>> Sent: Wednesday, June 26, 2013 6:53 PM
>> To: [email protected]
>> Subject: Re: st: Differencing problem
>>
>> I would bet No. Show us the results of
>>
>> d var
>> su var
>>
>> Nick
>> [email protected]
>>
>> On 26 June 2013 23:38, Michael Betz <[email protected]> wrote:
>>
>>> The code you sent works fine. I am using -xtset- to define the panel data. Will that make a difference?
>>
>> Sergiy Radyakin
>>
>>> See if this works. The problem may be with the time variable. Sergiy
>>>
>>> sysuse auto,clear
>>> generate t=_n
>>> tsset t
>>> generate x=d.mpg
>>> list mpg x
>>
>> On Wed, Jun 26, 2013 at 4:20 PM, Michael Betz <[email protected]> wrote:
>>
>>>> I am trying to use the "d." operator to get differenced observations
>>>> but am having some trouble. When I try to calculate differenced
>>>> observations using
>>>>
>>>> gen newvar=d.(var)
>>>>
>>>> Stata returns each observation as missing. My data has observations for each variable in each of two time periods and variation exists over the two time periods. I've used the "d." before without problems so I'm not sure what I'm missing here. Any help is appreciated.
>>
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