Dear all,
I am interested to do a statistical analysis repeteadly for a number of
companies. The observations are organized as follows:
Country Id Numerical Data
UK 1
UK 2
UK 3
.
.
.
France 101
France 102
.
and so on for other EU countries.
I want to run a regression from which I will exclude company X but use data
from all other companies in the same country. My solution is as follows:
gen byte iscountry=0
sort id year
gen obs=_n
by id: gen obs_no=_n
by id: gen obs_lot=_N
sort obs_no id
gen comp_no=_n if obs_no==1
sort obs
replace comp_no=comp_no[_n-1] if comp_no >=.
forval i=1/1302 {
replace iscountry=0
replace iscountry=1 if comp_no==`i'
bysort country (iscountry): replace iscountry = iscountry[_N]
sureg ....... if comp_no!=`i' & iscountry==1, robust
}
Is this the best possible approach? Indeed, is it a correct approach?
Thanks for all assistance.
Apostolos
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