Re: AW: st: RE: Decile sorts

[Jeph Herrin <junk@spandrel.net>]

So, using -levelsof- per Philipp's suggestion:


levelsof yrm, level(l)
foreach X of varlist c1* {
	gen dec_`X'=.
	foreach YRM in `l' {
		xtile deciles=`X' if yrm==`YRM', n(10)
		replace dec_`X'=deciles if yrm==`YRM'
		drop deciles
	}
	bys dec_`X': egen Rr`X'=mean(c1ds_ri)
}

maybe?
jeph


Thomas Erdmann wrote:
> A further note on Jeph's suggestion:
>
> It looks very convenient, but I need to adjust for the fact that I do not
> need the mean of the same item but of a different attribute:
>
> foreach X of varlist c1* {
> 	xtile deciles_`X'=`X', n(10)
> 	bysort deciles_`X': egen Rr`X'=mean(c1ds_ri)
> 	}
>
> But a problem still remains: 
> the deciles are calculated over all observations - but what I need is
> calculating the mean of deciles by yrm (my time variable representing
> YearMonth) and afterwards the mean of all deciles groups (1-10) over all
> yrm's. I was not able to integrate this into this short solution as -by- is
> not allowed for -xtile- . 
> -Tom
>
>
>
>  
> -----Urspr�ngliche Nachricht-----
> Von: statalist-owner@hsphsun2.harvard.edu
> [mailto:statalist-owner@hsphsun2.harvard.edu] Im Auftrag von Jeph Herrin
> Gesendet: Freitag, 10. November 2006 01:26
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: RE: Decile sorts
>
> Oops, don't forget to drop -deciles-
>
>   foreach X of varlist c1* {
>      xtile deciles=`X', n(10)
>      bys deciles: egen R`X'=mean(`X')
>      drop deciles
>   }
>
>
>
>
>
>
> Jeph Herrin wrote:
>
> > 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 n.j.cox@durham.ac.uk
> > > 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.
> > > *
> > > *   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/
> *
> *   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/