Hi Ichiro
Thanks very much for your help. I've had a look at -byable- as
suggested. Having your code as a guide to its use will make it much
easier to see how to implement this command.
Cheers
Cameron
Ichiro Fujikake wrote:
> Hi Cameron,
>
> Following is a byable and with newfile() option version of your program, I
> hope. Please refer to byable and syntax entries of Programming manual and
> -help levels- for information on what I added.
>
> Ichiro
>
> =*=*=*=
> capture program drop kpmetric
> qui program kpmetric , byable(onecall)
> version 8
> syntax , newfile(string)
> local by "`_byvars'"
> tempvar chng
> generate `chng' = sign(x2 - x1)
>
> tempvar gr
> if _by()==1 {
> qui egen `gr'=group(`by')
> }
> else {
> qui gen `gr'=1
> }
> qui levels `gr', local(list)
> foreach X of local list {
> preserve
> qui keep if `gr'==`X'
> qui count
> local n = r(N)
> local n1 = r(N) - 1
> local p = 0
>
> forvalues i =1/`n1' {
> local k = `i' + 1
> forvalues j = `k'/`n' {
> local opposite = `chng'[`i'] * `chng'[`j'] < 0
> local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] -
> x2[`j'])
> local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] -
> x1[`j'])
>
> if `opposite' & (`flip' | `diverge') {
> local p = `p' + 1
> }
> }
> }
>
> local p_`X' = `p'/comb(`n',2)
> local n_`X'=`n'
> restore
> }
> preserve
> qui {
> keep `by' `gr'
> if _by()==1 {
> bysort `by' : keep if _n==1
> }
> else {
> keep if _n==1
> }
> gen p=.
> gen n=.
> foreach X of local list {
> replace p=`p_`X'' if `gr'==`X'
> replace n=`n_`X'' if `gr'==`X'
> }
> }
> drop `gr'
> save `newfile'
> restore
> end
>
> =*=*=*=
>
> On 05.3.10 6:41, "Cameron Hooper" <[email protected]> wrote:
>
>
>>Consider the following data:
>>
>>. use http://www-personal.umich.edu/~chooper/stata/kptest1
>>. list
>>
>> +---------------------+
>> | id year x1 x2 |
>> |---------------------|
>> 1. | 1 1990 10 8 |
>> 2. | 1 1990 7 11 |
>> 3. | 1 1990 6 4 |
>> 4. | 1 1990 9 12 |
>> 5. | 1 1990 8 6 |
>> +---------------------+
>>.
>>
>>I want to create a new variable based on the pairwise comparisons of
>>-sign(x2 - x1)-. (I've included a brief explanation of these comparison
>>as a postscript to this post. I don't think it is necessary to read it
>>to understand my question.)
>>
>>To achieve this I've written the following program. I don't think it is
>>important to follow the code inside the -forvalues- loop.
>>
>>-------------------------------------
>>
>>capture program drop kpmetric
>>program kpmetric , rclass
>>version 8
>>tempvar chng
>>generate `chng' = sign(x2 - x1)
>>qui count
>>local n = r(N)
>>local n1 = r(N) - 1
>>local p = 0
>>
>>forvalues i =1/`n1' {
>> local k = `i' + 1
>> forvalues j = `k'/`n' {
>>
>> local opposite = `chng'[`i'] != `chng'[`j'] & \\\
>> `chng'[`i'] != 0 & `chng'[`j'] != 0
>> local flip = sign(x1[`i'] - x1[`j']) != sign(x2[`i'] - x2[`j'])
>> local diverge = abs(x2[`i'] - x2[`j']) > abs(x1[`i'] - x1[`j'])
>>
>> if `opposite' & (`flip' | `diverge') {
>> local p = `p' + 1
>> }
>> }
>>}
>>
>>local p = `p'/comb(`n',2)
>>return scalar p = `p'
>>end
>>
>>--------------------------------------------------------------------------
>>Here as a sample run:
>>
>>. use http://www-personal.umich.edu/~chooper/stata/kptest1
>>. kpmetric
>>. return list
>>
>>scalars:
>> r(p) = .6
>>
>>
>>In practice my data is more complex. I have multiple years and companies
>>so I need to make my program understand the -by- prefix. I also need a
>>way of capturing the results of the program. This is what I would want
>>to achieve:
>>
>>. use http://www-personal.umich.edu/~chooper/stata/kptest2
>>. sort id year
>>. list
>>
>> +---------------------+
>> | id year x1 x2 |
>> |---------------------|
>> 1. | 1 1990 10 8 |
>> 2. | 1 1990 7 11 |
>> 3. | 1 1990 6 4 |
>> 4. | 1 1990 9 12 |
>> 5. | 1 1990 8 6 |
>> |---------------------|
>> 6. | 1 1991 5 8 |
>> 7. | 1 1991 7 9 |
>> 8. | 1 1991 4 4 |
>> 9. | 2 1988 2 6 |
>> 10. | 2 1988 5 3 |
>> |---------------------|
>> 11. | 2 1988 9 7 |
>> 12. | 2 1988 4 1 |
>> 13. | 2 1989 7 7 |
>> 14. | 2 1989 8 8 |
>> 15. | 2 1989 3 3 |
>> +---------------------+
>>
>>. by id year: kpmetric
>>. list
>>
>> id year p n
>>1. 1 1990 0.60 5
>>2. 1 1991 0.00 3
>>3. 2 1988 0.33 4
>>4. 2 1989 0.00 3
>>
>>Any suggestions on how I can achieve this?
>>
>>Thanks,
>>
>>Cameron
>>
>>PS. For those interested in what this code is trying to achieve here is
>>a brief explanation. Consider the following data:
>>
>>analyst f1 f2
>> 1 10 12
>> 2 11 9
>> 3 8 10
>>
>>This represents the forecasts of three analysts. f1 is forecast at time
>>1 and f2 is the revised forecast at time 2, after the analysts' observe
>>a publicly available signal. Define a measure of differential
>>interpretations of the public signal to be the proportion of
>>inconsistent revisions. Inconsistent revision move in opposite
>>directions AND either flip or end up further apart they the original
>>forecasts.For example, analyst 1 revised his forecast upwards (from 10
>>to 12) while analyst 2 revised her forecast downwards (11 to 9). Since
>>the revisions are in opposite directions and cross they are defined as
>>inconsistent. In contrast both analysts 1 and 3 revise their forecasts
>>upwards and are thus consistent revisions. While analysts 2 and 3 revise
>>in different directions, they are not inconsistent because they converge
>>as a result of observing the common signal. Of the 3 analyst pairs only
>>1 is inconsistent (1v2) so the value of the differential interpretations
>>metrics equals 1/3 (#inconsistent pairs / total pairs).
>>
>>*
>>* For searches and help try:
>>* http://www.stata.com/support/faqs/res/findit.html
>>* http://www.stata.com/support/statalist/faq
>>* http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
--
Cameron Hooper <[email protected]>
University of Michigan Business School
701 Tappan St., Ann Arbor, MI 48109
phone: 734-615-4178 fax: 734-936-0282
Public Key:
http://wwwkeys.pgp.net:11371/pks/lookup?op=index&search=0xFCCF8C91
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
