st: re: first non-zero observation within a variable

[Kit Baum <baum@bc.edu>]

Thomas said

I am trying to tag the first non-zero, non-missing observation within a
variable by group.  The goal is to drop anything BEFORE the expression
is measured within a group.  For example:

group   time    expression
1       1        0
1       2        0
1       3        3.2
1       4        4.1
1       5        0
1       6        2.5
2       1        0
2       2        .
2       3        0
2       4        3.7
2       5        4.0
..

My goal is to obtain this:

group   time    expression
1       3        3.2
1       4        4.1
1       5        0
1       6        2.5
2       4        3.7
2       5        4.0



tsset group time
tsspell var3,cond((var3>0 | var3[_n-1]>0) & var3<. & var3[_n-1]<.)
keep if _spell

This works on the example given. It might have problems with a run of  
embedded zeros, but it would be possible to deal with that case by  
testing whether a spell was detected before that point (running sum  
of _spell > 0). For instance if the data are

     +---------------------+
     | group   time   var3 |
     |---------------------|
  1. |     1      1      0 |
  2. |     1      2      0 |
  3. |     1      3    3.2 |
  4. |     1      4    4.1 |
  5. |     1      5      0 |
     |---------------------|
  6. |     1      6      0 |
  7. |     1      7      0 |
  8. |     1      8    2.5 |
  9. |     2      1      0 |
10. |     2      2      . |
     |---------------------|
11. |     2      3      0 |
12. |     2      4    3.7 |
13. |     2      5      4 |
     +---------------------+

tsset group time
tsspell var3,cond((var3>0 | var3[_n-1]>0) & var3<. & var3[_n-1]<.)
by group: gen sumspell=sum(_spell)
keep if _spell | sumspell>0

produces

     +-------------------------------------------------------+
     | group   time   var3   _seq   _spell   _end   sumspell |
     |-------------------------------------------------------|
  1. |     1      3    3.2      1        1      0          1 |
  2. |     1      4    4.1      2        1      0          2 |
  3. |     1      5      0      3        1      1          3 |
  4. |     1      6      0      0        0      0          3 |
  5. |     1      7      0      0        0      0          3 |
     |-------------------------------------------------------|
  6. |     1      8    2.5      1        2      1          5 |
  7. |     2      4    3.7      1        1      0          1 |
  8. |     2      5      4      2        1      1          2 |
     +-------------------------------------------------------+

taking account of the run of zeros in group1 after a spell has started.

tsspell is available from SSC.


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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