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RE: st: issues with tsset based on more than a time variable and duplicates conflicting results


From   "Abdalla, Ahmed" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: issues with tsset based on more than a time variable and duplicates conflicting results
Date   Mon, 20 Jan 2014 18:11:05 +0000

Nick, to follow up. I tried to play around with it again. 
I have -firmid=group(permno)  and timeid=group(yr mth)
I have duplicates when I run-duplicates report firmid timeid
and I have no duplicates when I run -duplicates report permno yr mth

Since I can't -tsset- based on two time variables,i.e. tsset permno yr mth - is incorrect and tsset firmid timeid-doesn't work UNTIL I drop the duplicates on firmid and timeid that don't show up at the same time in duplicates report permno yr mth, I tried the command- tsset permno timeid- i.e. I thought to group only the time variables in one variable and no need to do the same with the panel id variable(permno). Surprisingly, though I don't know if this is correct, it worked properly and no duplicates based on permno timeid.

Is this correct? Can I do that and proceed with the analysis in my panel dat or do I mix things up that way? do you know why this might even happen? 



________________________________________
From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
Sent: 20 January 2014 17:55
To: [email protected]
Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results

OK; that rules out that idea. No more ideas from me, sorry.
Nick
[email protected]


On 20 January 2014 17:47, Abdalla, Ahmed <[email protected]> wrote:
> Sorry I forgot to write that I get
>
> . tabmiss mth if mth<1
>     Variable |     Obs       Missings   Feq.Missings    NonMiss   Feq.NonMiss
> -------------+---------------------------------------------------------------
>          mth |       0           0            .              0            .
>
> . tabmiss mth if mth>12
>     Variable |     Obs       Missings   Feq.Missings    NonMiss   Feq.NonMiss
> -------------+---------------------------------------------------------------
>          mth |       0           0            .              0            .
>
> Is that what you mean ?
> Nick, do you think I can any more investigation to track why these results are conflicting ?
>
>
>
> ________________________________________
> From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
> Sent: 20 January 2014 17:43
> To: [email protected]
> Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results
>
> You haven't reported on whether there are non-missing values of -mth-
> other than 1 to 12, i.e. <1 and >12.
>
> There is only one way to -tsset- panel data, with a panel identifier
> and a time identifier. There is no syntax for three variables; the
> -help- tells you that.
>
> Nick
> [email protected]
>
>
> On 20 January 2014 17:38, Abdalla, Ahmed <[email protected]> wrote:
>> I run- tabmiss firmid timeid- and -tabmiss permno yr mth- and find no missing values in both cases.
>> I run again duplicates report permno yr mth-and-duplicates report firmid timeid- in the fist case, I get no duplicates, however in the second case I get 510,000 duplicates !!
>>
>> Can I tsset my panel based on permno yr mth, and avoid the grouping I have done?
>>
>>
>>
>> ________________________________________
>> From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
>> Sent: 20 January 2014 17:28
>> To: [email protected]
>> Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results
>>
>> A wild guess is to check for missing values on these variables, and
>> for rogue values of -mth- (missing, <1, >12).
>>
>> Nick
>> [email protected]
>>
>>
>> On 20 January 2014 17:10, Abdalla, Ahmed <[email protected]> wrote:
>>> Dear Statalist
>>> I want to tsset my data based on  permno yr mth:
>>> I tried - tsset permno yr mth  - I get the error message "too many varaibles specified"
>>> I tried - gen firmid= group(permno)
>>>               gen timeid = ym(yr, mth)
>>>                tsset firmid timeid  - I get the error " repeated time values with panel
>>> So I tried to investigate my duplicates :
>>> I run the command:
>>> duplicates report firmid timeid
>>> I get
>>>    copies | observations       surplus
>>> ----------+---------------------------
>>>         1 |      2181223             0
>>>         2 |        53712         26856
>>>         3 |        16515         11010
>>>         4 |         9556          7167
>>>         5 |         5510          4408
>>>         6 |         1698          1415
>>>         7 |          196           168
>>>         8 |           48            42
>>>         9 |           18            16
>>>
>>> I drop my duplicates and tsset my data, it works properly. But I though to investigate the duplicates again and run this code (of course before dropping my duplicates):
>>> duplicates report permno mth yr, I get:
>>>
>>>    copies | observations       surplus
>>> ----------+---------------------------
>>>         1 |      2268476             0
>>>
>>>
>>> Why both duplicates drop based on firmid and timeid versus permno yr mth are different though the firm id groups permno and the timeid groups yr and mth ?
>>> Is there any other way to tsset my data based on permno yr mth rather than the grouping I have done (firmid and timeid) ?
>>>
>>>
>>> Thanks
>>>
>>>
>>>
>>>
>>>
>>>
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