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st: denton updated


From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: denton updated
Date   Thu, 2 Jan 2014 21:05:18 +0000

<>
The -denton- routine (SSC, Baum and Hristakeva) has been updated to trap a couple of user errors. This routine implements the "Proportional Denton" approach to interpolate a low-frequency time series (annual or quarterly) using a higher-frequency time series (quarterly or monthly) as an indicator, subject to the constraint that the interpolated values obey the original totals. It may be applied to either flow or stock series.

An error brought to my attention by a couple of users:  if you have annual data, and give the command

tsset year

(assuming you have a variable named year), Stata does NOT recognize this as annual data! You must say

tsset year, yearly

in order for r(unit1) == y, which specifies that these are annual data.  The -denton- routine now identifies this problem.
The updated routine may be accessed via -ssc install denton- or -adoupdate denton, update- if you already have it installed.

Kit

Kit Baum
Professor of Economics and Social Work, Boston College, Chestnut Hill MA, USA
DIW Research Professor, Department of Macroeconomics, DIW Berlin, Berlin, Germany
[email protected]  |  http://ideas.repec.org/e/pba1.html












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