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Re: st: The accuracy of the float data type
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: The accuracy of the float data type
Date
Sat, 25 Jan 2014 00:41:39 +0000
OK then;
bysort firmID year : egen double maxsale=max(sales)
is, we bet, your solution.
Nick
[email protected]
On 24 January 2014 20:13, R Zhang <[email protected]> wrote:
> sales was double %12.0g, maxsale was float %9.0g. My apology.
On Fri, Jan 24, 2014 at 1:09 PM, Nick Cox <[email protected]> wrote:
>> I wondered that too, but Rochelle said that both variables were
>> -float-. But if that is not so, then it's likely to be the
>> explanation.
>>
>> Note by the way that Stata does not use terminology such as "storage
>> format". Display format and variable type are, as Nick Winter implies,
>> quite different notions.
On 24 January 2014 17:32, Nick Winter <[email protected]> wrote:
>>> Perhaps the problem comes because the *storage* format of sales and maxsale
>>> are different. (This is not the same as the *display* format).
>>>
>>> Consider:
>>>
>>> clear
>>> set seed 1234567
>>> set obs 10
>>> gen double sales = round(uniform()*100,.001)
>>> gen year = _n
>>> egen float maxsale = max(sales), by(year)
>>> gen equal = sales == maxsale
>>>
>>> egen double maxsale2 = max(sales), by(year)
>>> gen equal2 = sales == maxsale2
>>>
>>> gen equal3 = float(sales) == maxsale
>>>
>>> list
>>>
>>>
>>> +--------------------------------------------------------------+
>>> | sales year maxsale equal maxsale2 equal2 equal3 |
>>> |--------------------------------------------------------------|
>>> 1. | 2.65 1 2.65 0 2.65 1 1 |
>>> 2. | 17.274 2 17.274 0 17.274 1 1 |
>>> 3. | 2.923 3 2.923 0 2.923 1 1 |
>>> 4. | 75.377 4 75.377 0 75.377 1 1 |
>>> 5. | 65.559 5 65.559 0 65.559 1 1 |
>>> |--------------------------------------------------------------|
>>> 6. | 81.163 6 81.163 0 81.163 1 1 |
>>> 7. | 17.459 7 17.459 0 17.459 1 1 |
>>> 8. | 24.531 8 24.531 0 24.531 1 1 |
>>> 9. | 11.195 9 11.195 0 11.195 1 1 |
>>> 10. | 75.953 10 75.953 0 75.953 1 1 |
>>> +--------------------------------------------------------------+
>>>
>>>
>>> If that's the case, then you need to assure that your sales and maxsale
>>> variables are in the same storage precision (float, double); OR you need to
>>> explicitly round the one that is double-precision to float precision when
>>> you make the comparison, using the float() function.
>>>
>>> See -help precision- for more on what's going on here.
On 1/24/2014 11:55 AM, R Zhang wrote:
>>>> Thanks to you both, Sergiy and Nick .
>>>>
>>>> Nick,
>>>>
>>>> 1.are you saying that I should follow Sergiy's advice to change
>>>> format? If so, given the large number of observations I have , how do
>>>> I automate the process?
>>>>
>>>> 2. if I do not change the format, I listed some observations below to
>>>> show you that sales and maxsale look the same, however, when I use" l
>>>> if sales == maxsale" it does not list all of the observations that
>>>> appear equal.
>>>>
>>>>
>>>> *****************
>>>> +--------------------+
>>>> | sales maxsale1 |
>>>> |--------------------|
>>>> 1. | 25.395 25.395 |
>>>> 2. | 32.007 32.007 |
>>>> 3. | 53.798 53.798 |
>>>> 4. | 12.748 12.748 |
>>>> 5. | 13.793 13.793 |
>>>> ..... omitted to save space
>>>>
>>>> 31. | 166.181 166.181 |
>>>> 32. | 21.927 166.181 |
>>>> 33. | 26.328 189.897 |
>>>> 34. | 31.787 189.897 |
>>>> 35. | 189.897 189.897 |
>>>> |--------------------|
>>>> 36. | 264.582 264.582 |
>>>> 37. | 33.61 264.582 |
>>>> 38. | 312.227 312.227 |
>>>> 39. | 35.413 312.227 |
>>>> 40. | 406.36 406.36 |
>>>> |--------------------|
>>>> 41. | 444.875 444.875 |
>>>>
>>>>
>>>> egen maxsale=max(sales), by (gvkey year)
>>>>
>>>> l if sales == maxsale,
>>>>
>>>> the first observation that is listed is 444.875 444.875 ,
>>>>
>>>> why is that?
>>>>
>>>> thanks!
>>>>
>>>> On Fri, Jan 24, 2014 at 11:34 AM, Nick Cox <[email protected]> wrote:
>>>>>
>>>>> This is very good advice in general, but in this case the maxima are
>>>>> selected from the original values, so that equality is to be expected
>>>>> for some observations.
>>>>> Nick
>>>>> [email protected]
>>>>>
>>>>>
>>>>> On 24 January 2014 16:31, Sergiy Radyakin <[email protected]> wrote:
>>>>>>
>>>>>> Zhang, avoid comparing floating point numbers for equality. Instead
>>>>>> there is a system variable c(epsfloat) , which you can refer to when
>>>>>> you need to deal with precision:
>>>>>>
>>>>>> clear
>>>>>> input float sales
>>>>>> 25.395
>>>>>> 32.007
>>>>>> end
>>>>>>
>>>>>> list
>>>>>>
>>>>>> display c(epsfloat)
>>>>>>
>>>>>> list if sales==25.395
>>>>>> list if abs(sales-25.395)<=10*c(epsfloat)
>>>>>>
>>>>>> list if sales==32.007
>>>>>> list if abs(sales-32.007)<=10*c(epsfloat)
>>>>>>
>>>>>>
>>>>>> Best, Sergiy Radyakin
>>>>>>
>>>>>> On Fri, Jan 24, 2014 at 11:23 AM, Maarten Buis <[email protected]>
>>>>>> wrote:
>>>>>>>
>>>>>>> I would do this differently:
>>>>>>>
>>>>>>> *------------------ begin example ------------------
>>>>>>> // get some example data
>>>>>>> sysuse auto
>>>>>>>
>>>>>>> // create a variable denoting missing values
>>>>>>> gen byte miss = missing(rep78, price)
>>>>>>>
>>>>>>> // create our indicator variable
>>>>>>> bys rep78 miss (price) : gen max = _n == _N if !miss
>>>>>>>
>>>>>>> // admire the result
>>>>>>> list rep78 miss price max in 1/12, sepby(rep78)
>>>>>>> *------------------- end example -------------------
>>>>>>> * (For more on examples I sent to the Statalist see:
>>>>>>> * http://www.maartenbuis.nl/example_faq )
>>>>>>>
>>>>>>> Hope this helps,
>>>>>>> Maarten
>>>>>>>
>>>>>>>
>>>>>>> On Fri, Jan 24, 2014 at 4:53 PM, R Zhang <[email protected]> wrote:
>>>>>>>>
>>>>>>>> Dear Statalist,
>>>>>>>>
>>>>>>>> my data structure is as follows
>>>>>>>>
>>>>>>>> firmID segmentID sales year
>>>>>>>> 1001 1 25.395 1990
>>>>>>>> 1001 1 32.007 1991
>>>>>>>>
>>>>>>>> ............
>>>>>>>>
>>>>>>>> a firm can operate in multiple segments as identified by segmentID .
>>>>>>>> I wanted to identify the largest segment by sales,so I used
>>>>>>>>
>>>>>>>> bysort firmID year : egen maxsale=max(sales)
>>>>>>>>
>>>>>>>> then I did
>>>>>>>> gen PriSIC=0
>>>>>>>> replace PriSIC=1 if sales=maxsale
>>>>>>>>
>>>>>>>> I got
>>>>>>>> firmID segmentID sales year maxsale prisic
>>>>>>>> 1001 1 25.395 1990 25.395 0
>>>>>>>> 1001 1 32.007 1991 32.007 0
>>>>>>>>
>>>>>>>> I could not figure out why prisic is 0, so I compute the diffderence
>>>>>>>> (sales-maxsale), it shows a very small negative number , and the data
>>>>>>>> dictionary shows sales format float %12.0g, and maxsale format float
>>>>>>>> %9.0g
>>>>>>>>
>>>>>>>> what should I do to correct this?
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