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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: pre and post event coding |

Date |
Thu, 12 Dec 2013 23:54:48 +0000 |

Stata uses the terminology of variables, not columns, and observations, not rows. We are not in spreadsheet land any more! With your variable names, try this: tsset GVKEY FYEAR gen d_c_prev = L.cashta if downgrade gen d_c_next = F.cashta if downgrade gen u_c_prev = L.cashta if upgrade gen u_c_next = F.cashta if upgrade and check out -help tsset- -help varlist- and http://www.stata.com/support/faqs/data-management/true-and-false/ Nick njcoxstata@gmail.com On 12 December 2013 21:28, Khieu, Hinh <hdkhieu@usi.edu> wrote: > Dear Fernando, Nick, and other statalist members, > > Thanks for your responses. I am pasting 40 observations below. I need a column for lag of cashta and a column of cashta one year after around downgrade. I also need 2 more columns of cashta before and after upgrade. A total of 4 columns. Could you just help me with one year lead and one year lag? I will figure out more years of lags and leads. For example, the value of second row of cashta is 0.0534525 and should be the in the lag cashta column for upgrades since it is the cash balance one year before upgrade =1 for firm gvkey (an ID in the database) 002812. Similarly, the value of the 4th row of cashta is 0.011070578 and should be in the lead cashta column for upgrades since it is one year after upgrade=1 for the same firm. The two lead and lag cashta just created should be in the same row or something so that I will create a third column for myself which is lead minus lag. I hope this is clearer and greatly appreciate any help with stata coding. > > Thanks, > Hinh > > GVKEY FYEAR cashta upgrade downgrade > 002812 1987 0.033511614 0 0 > 002812 1988 0.0534525 0 0 > 002812 1989 0.019296537 1 0 > 002812 1990 0.011070578 0 0 > 002812 1991 0.014896329 0 0 > 002812 1992 0.018504308 1 0 > 002812 1993 0.011067856 0 0 > 002812 1994 0.012099207 0 0 > 002812 1995 0.029543541 0 0 > 002812 1996 0.013809676 0 0 > 002812 1997 0.012663689 0 0 > 002812 1998 0.012127395 0 0 > 002812 1999 0.013981739 0 0 > 002812 2000 0.01000064 0 0 > 002812 2001 0.131549467 0 0 > 002812 2002 0.213038699 0 0 > 002812 2003 0.008395931 0 1 > 002812 2004 0.01828809 0 0 > 008596 1996 0.069620253 0 0 > 008596 1997 0.060511541 0 0 > 008596 1998 0.050087362 0 0 > 010884 1987 0.158100174 0 0 > 010884 1988 0.134588069 1 0 > 010884 1989 0.179119977 0 0 > 010884 1990 0.160353232 0 0 > 010884 1991 0.264202242 0 0 > 010884 1992 0.143434548 1 0 > 010884 1993 0.055176807 0 0 > 010884 1994 0.061631187 0 1 > 010884 1995 0.10345515 0 0 > 010884 1996 0.115754212 0 1 > 010884 1997 0.052340656 0 0 > 010884 1998 0.035432956 0 0 > 010884 1999 0.037695768 0 0 > 010884 2000 0.040104436 0 0 > 030443 1994 0.03267254 0 0 > 030443 1995 0.016850206 0 1 > 030443 1996 0.036283762 0 1 > 030443 1997 0.107138038 0 0 > 030443 1998 0.03172147 1 0 > 030443 1999 0.025653675 0 0 > 030443 2000 0.008677145 0 0 > 030443 2001 0.010861392 0 0 > 030443 2002 0.007522965 0 0 > 030443 2003 0.034200644 1 0 > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fernando Furquim > Sent: Thursday, December 12, 2013 10:27 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: pre and post event coding > > Hihn, > > Could you share some code or data? Remember to -xtset- your data (so that Stata treats it as panel). Then you could use the lag and lead operators (L4 and F4 to lag/lead 4 time periods, for example). Those will lag and lead appropriately accounting for the use of panel data as long as you -xtset- first. > > Assuming you have a regular old panel dataset, this should be pretty simple, but if your dataset is mixing time periods or something it'd be trickier. > > Good luck! > > Fernando > > On Wed, Dec 11, 2013 at 10:06 PM, Khieu, Hinh <hdkhieu@usi.edu> wrote: >> Dear Statalist members, >> >> I have a panel data of firm years. The events are credit ratings downgrades and upgrades. I want to identify the cash holdings one year before downgrade (or upgrade) and one year after downgrades (or upgrades). One objective is to construct cash holdings after minus cash holdings before the event. Another objective is to calculate cash holdings volatility 4 years before and cash holdings volatility 4 years after an upgrade or downgrade. >> >> I know how to do that in SAS, but do not know how to code it in Stata. I try the [_n-1] and [_n+1] for cash holdings, but it is not necessarily correct because the code does not wrap around an event. Here my downgrades column has 1's for downgrades and 0's otherwise. My upgrades column has 1's for upgrades and 0's otherwise. >> >> I'd appreciate any amount of help. >> >> Thanks, >> Hinh >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: pre and post event coding***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: pre and post event coding***From:*"Khieu, Hinh" <hdkhieu@usi.edu>

**Re: st: pre and post event coding***From:*Fernando Furquim <ffurquim@gmail.com>

**RE: st: pre and post event coding***From:*"Khieu, Hinh" <hdkhieu@usi.edu>

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