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Re: st: Removing a panel observation if it does not have an entry for a certain period


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Removing a panel observation if it does not have an entry for a certain period
Date   Wed, 8 Jan 2014 01:19:00 +0000

<>

bysort cert : egen present30 = total(period == 30)
drop if cert == 0
drop present30

See also http://www.stata-journal.com/article.html?article=dm0055

Nick
[email protected]

On 8 January 2014 00:48, Travis Cyronek <[email protected]> wrote:

> I am using an unbalanced panel with a total
> of about 450000 observations. These observations are of roughly 16000
> banks over 44 quarters. My panel variable is cert (FDIC certification
> number, assigned to banks with FDI) and my time variable is period (1 for
> the first quarter in my study, and 44 for the last quarter in my study).
>
> I am looking at the effect of a piece of legislation passed during this
> time frame using a dummy variable. However, the data I have include banks
> that exited the market before this change and also includes banks that
> entered the market after. I would like to remove the banks that do not have
> observations for the period when the legislation was passed (for example,
> say period 30).
>
> All that I have found as far as removing variables involves removing
> individual observations. I, however, would like to remove the entire set of
> observations for bank i IF it does not have an observation for period 30.
>
> Given that my data file is huge, manually going through each of the 16000
> banks to see if there is an entry for period 30 is not practical. So I
> was wondering how I would go about this.
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