Thank you very much for your prompt reply! Maybe a short explanation of my
dataset would clarify my question.
This is a crime dataset that I collected with other colleagues over the last
year. It includes more than 19 thousand events for which we have around 20
variables, including the day in which the event took place and the location.
I would need to associate each event with a time period and a spatial code,
which I plan to do with -tabulate-. What I really want then is to generate a
panel from those events for n regions and t months (or, say, days).
My problem is the degree of "aggregation" for each one of these dimensions.
Regarding time, I need to reduce the frequency of variables using sum and
count in order to obtain, dayly, weekly, monthly, and yearly variables
independently of the location (for the whole country). Later I can generate
panels by region and month, say.
Would then it be possible to use tscollap or a modification of it to
generate daily and monthly variables from the initial time code in each
event? Is there another command to "generate" panels from event data?
Many thanks.
Jorge A Restrepo
-----Original Message-----
From: Kit Baum [mailto:[email protected]]
Sent: 26 January 2004 17:42
To: Restrepo J
Cc: [email protected]
Subject: Re: tscollap query
Dear Jorge
tscollap is just a convenience, "hard wiring" various features of
-collapse- to take advantage of what we know about calendar-time data.
Since -collapse- can generate arbitrary subsets of a dataset, where you
specify exactly how the data are to be collapsed, I should think that you
can use -collapse- to deal with your event-oriented data. I'm not sure how,
though, you plan to "aggregate the variables on each event according to
different time
>> periodicity (days, weeks, months, quarter, years) and/or by spatial
> clusters
>> (both defined by the user and statistically generated)". It seems to
>> me that an observation in the result data
would either be identified by a time period, or by an event, but could not
very well be associated with both; and how would you deal with a result
dataset in which the observations either belong to a time period or to a
specific event?
Best wishes
Kit
On Jan 26, 2004, at 12:24 PM, Restrepo J wrote:
> Dear Professor Baum:
>
> I am taking the liberty of writing you regarding the program you wrote
> in Stata for collapsing time series. Nick Cox pointed to it in
> statalist after my query in Statalist:
>
>> I am working with a relatively large data set organised by events
>> (19.000
> in
>> total). Each event has time and spatial descriptors and several
>> variables.
>>
>> My query is: Is there a command-routine-program for Stata to
>> aggregate the variables on each event according to different time
>> periodicity (days, weeks, months, quarter, years) and/or by spatial
> clusters
>> (both defined by the user and statistically generated)? I would
>> appreciate any kind of guidance on this question.
>
> It seems that your program in combination with the command Collapse
> would allow me to do most of what I need, as I would be able to
> aggregate from monthly to lower frequencies. The problem is that I
> have my original data in "event" form, i.e. a collection of daily
> events that I would need also to collapse to daily and monthly
> frequencies. Do you know of a way of doing this? Is it possible to do
> this with your programme or with a variation of it?
>
> Best regards,
>
>
> Jorge Alberto Restrepo
> ____________________________
> Department of Economics
> Royal Holloway-University of London
> Egham Hill, Egham, Surrey
> TW20 0EX, United Kingdom
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