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


From   Travis Cyronek <[email protected]>
To   [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 13:00:06 -0800

Sorry about the late response. But it worked!

-Travis

On Tue, Jan 7, 2014 at 5:19 PM, Nick Cox <[email protected]> wrote:
> Should be
>
> drop if present30 == 0
>
> Nick
> [email protected]
>
>
> On 8 January 2014 01:19, Nick Cox <[email protected]> wrote:
>> <>
>>
>> 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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