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RE: st: RE: tsset
I am new to the list and realize this question may interrupt the thread. Can anyone explain the interpretation of the Pitman's test of difference in variance as part of the baplot output. If the r has a statistically significant p-value does that
indicate that the methods do not agree with each other?
Thank you
Dr. Todd Garlie
Research Anthropologist
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Ergonomics Team
US Army Research, Development and Engineering Command (RDECOM)
U.S. Army Soldier Center
Natick, Massachusetts 01760
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-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Alexander Nervedi
Sent: Friday, May 19, 2006 1:32 PM
To: [email protected]
Subject: RE: st: RE: tsset
apologies for any confusion in the way I have been using terms. in my mind
there is no missing data. the data set clearly tells me that for county = x,
household = 1, year = 1 variable V1(x,h,t) = x111. The data set however does
have gaps such as
county household year V1
x 1 1 12
x 1 2 13
x 1 4 12
x 1 7 12
So without any missing data, I define a uniqe household id using
egen uid = group(county household)
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
x 1 4 12 1
x 1 7 12 1
I need this so that I am able to tsset my data set.
tsset uid year
Once tsset, I would like to enter the gaps into the dataset, and tsfill does
it for me.
tsfill, full
However, using tsfill creates missing observations whose values i actually
do know. for variables it is a 0 and for identifies like county and
household, it has to be the same value within uid. Thus, my data set looks
like:
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
. . 3 . 1
x 1 4 12 1
. . 5 . 1
. . 6 . 1
x 1 7 12 1
The coding instructions tell me that V1 = 0 for the missing years. however,
I still need to fill in the county and household vairable missings
observations that tsfill created. and currently, I am using a sequence of
replace with leads and lags within uid to fill this. I was hoping there
maybe an automated way of doing this.
thanks for your response.
>From: "Nick Cox" <[email protected]>
>Reply-To: [email protected]
>To: <[email protected]>
>Subject: st: RE: tsset
>Date: Fri, 19 May 2006 18:17:05 +0100
>
>The effect of your -egen, group()- is
>to lump all the missings on -county-
>and/or -household- together. In cases
>where -household- is missing but not
>-county-, or vice versa, that throws
>away some information.
>
>-egen, group() missing- will do a bit
>better.
>
>But the reconstruction of missing data
>seems somewhere between difficult and
>impossible, on least on the information
>you provide.
>
>For example, suppose
>you have -county- but not -household-.
>There seem two possibilities. The
>household is in fact one of the other
>households in the same county in
>your dataset, or it is not. Do you
>have any grounds to say which is correct?
>
>Conversely, suppose you have -household-
>but -county-. It may be that your numbering
>system will enable you to reconstruct the
>-county-.
>
>Finally, suppose you have neither -household-
>nor -county-. If there is a method for
>imputing, it must be based on the other variables.
>
>Nick
>[email protected]
>
>Alexander Nervedi
> >
> > I have panel data with gaps. After tssfill, full i have a
> > complete data that
> > but there are many covariates, some string and some numeric,
> > that become
> > complete but are actually not. For example.
> >
> > egen uid = group(county household)
> > tsset uid year
> > tsfill, full
> >
> >
> > will generate missing values for county and household to fill
> > in the gaps,
> > even though uid and year are complete. what is a good way to
> > fill in missing
> > observations for variables like county and household ?
>
>*
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