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Re: st: RE: Decile sorts
Hey, I posted my correction the same minute you did...
Nick Cox wrote:
I guess you're onto something good, except
that second time around the loop -deciles-
already exists. So this needs a tweak,
depending on whether -deciles- is dispensable.
Nick
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Jeph Herrin
Sent: 09 November 2006 23:46
To: [email protected]
Subject: Re: st: RE: Decile sorts
Maybe I'm missing something, but why not:
foreach X of varlist c1* {
xtile deciles=`X', n(10)
bys deciles: egen R`X'=mean(`X')
}
?
hth,
Jeph
Nick Cox wrote:
Various comments sprinkled here and there. You may have
strong reasons to use these decile bins, but binning
strikes me as, usually, at best a means towards an end
(or perhaps ends towards some means). Some nonparametric
regression might do more justice to the data.
Also, you are mixing two naming conventions 1...10
and 10...90. Just use one.
Nick
[email protected]
Thomas Erdmann
I am trying to sort my observations into deciles according to
one attribute
and afterwards calculating the average of another attribute
of those ten groups.
Please find the code I came up with below [lines with ... are
omitted], yrm is the time variable (YearMonth)
(1) As far as I can tell it works out, but a) it's a lot
of code and
b)produces a lot of variables and c)generating the output is
rather awkward.
Could you give me hints on how to implement a smarter
solution or if there
are any errors in the way the calculation is carried out currently?
*** Generate Percentiles
sort yrm
foreach X of varlist c1* {
by yrm: egen p10_`X'= pctile(`X'), p(10.0)
by yrm: egen p20_`X'= pctile(`X'), p(20.0)
by yrm: egen p30_`X'= pctile(`X'), p(30.0)
...
by yrm: egen p90_`X'= pctile(`X'), p(90.0)
}
This is two loops rolled out into one.
sort yrm
foreach X of varlist c1* {
forval i = 10(10)90 {
by yrm : egen p`i'_`X' = pctile(`X'), p(`i')
}
}
*** Sort into Percentile groups
foreach X of varlist c1* {
gen G_`X'=1 if `X'<p10_`X' & `X'~=.
replace G_`X'=2 if `X'>p10_`X' & `X'<p20_`X'
...
replace G_`X'=9 if `X'>p80_`X' & `X'<p90_`X'
replace G_`X'=10 if `X'>p90_`X' & `X'~=.
}
Similar story with boundary conditions.
foreach X of varlist c1* {
gen byte G_`X' = `X' < p10_`X'
forval i = 2/9 {
local j = 10 * `i'
replace G_`X' = `i' if `X' < p`j'_`X' &
G_`X' == 0
}
replace G_`X' = cond(`X' == ., ., 10) if G_`X' == 0
}
*** Calculate return mean for each group
sort yrm
foreach X of varlist G* {
by yrm: egen R1`X'= mean(c1ds_ri) if `X'==1
by yrm: egen R2`X'= mean(c1ds_ri) if `X'==2
...
by yrm: egen R9`X'= mean(c1ds_ri) if `X'==9
by yrm: egen R10`X'= mean(c1ds_ri) if `X'==10
}
Why do you need all these variables? The results
for bin are disjoint, so can be put in a single
variable.
foreach X of varlist G* {
bysort yrm `X' : egen R`X' = mean(c1ds_ri)
}
Having said that, it can probably done more
directly with a series of -collapse-s.
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