st: extract rows from panel dataset

[Kit Baum <kitbaum@mac.com>]

Tom Boonen wants to write a utility that allows the user to specify a  
set of units, time periods and variables, and produce a Stata matrix  
of the resulting rows and columns of a panel-format dataset. Scott  
presented a nice solution for that -- but how is Tom going to use it?  
Stata doesn't perform statistical analysis on Stata matrices.

The unnecessary part here, it seems to me, is to subset the dataset  
for a particular set of variables. This could be done with preserve  
and restore, but that tends to be really slow on a big panel dataset.  
Here is my take on the solution:

program drop _all

program foo2 , rclass
  version 9.2
  syntax /* varlist(ts min=2 numeric) */, Timex(numlist >=0 integer)  
Units(numlist integer) Gen(string)
  qui tsset
  local tvar `r(timevar)'
  local pvar "`r(panelvar)'"
  local tx: subinstr local timex " " ",", all
  local u: subinstr local units " " ",", all
  gen `gen' = ( inlist(`tvar',`tx') & inlist(`pvar', `u'))
  end

use http://fmwww.bc.edu/ec-p/data/wooldridge2k/CORNWELL,clear
tsset county year

foo2, timex(83(2)87) units(7 9 11 13 19 21) gen(mysamp1)
xtdes if mysamp1

reg avgsen polpc density taxpc if mysamp1


This approach does nothing with variables, but allows you to carry  
out any number of analyses on the designated subsample of units and  
time periods just by appending the if condition that identifies those  
observations. No need to fool around with the variables. If Tom  
really wants to create a subset dataset, then reinstate the variable  
list (per Scott's code) and have the routiine

preserve
keep (only those variables, plus the panel identifiers)
keep if `gen'
save newdatasetname
restore

after the gen `gen' statement.



Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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