Sorry Austin. Here are the codes and outputs for my questions 1 and 2.
Question 1:
clear
input firm year y x
1 1980 20 23
1 1981 22 34
1 1982 20 19
1 1984 22 34
1 1985 20 19
1 1986 28 34
1 1987 30 19
1 2004 33 45
2 1980 15 23
2 1981 55 34
2 1982 29 19
2 1983 15 23
2 1984 55 34
2 1985 29 19
2 1986 28 34
2 1987 30 19
end
fillin firm year
tsset firm year
sort firm year
g double d=.
qui forv i=3/`=_N-2' {
loc f=`i'-2
loc l=`i'+2
if firm[`f']==firm[`i'] & firm[`l']==firm[`i'] {
reg y year in `f'/`l' if firm==firm[`i']
predict double ye if e(sample), resid
reg x year in `f'/`l' if firm==firm[`i']
predict double xe if e(sample), resid
reg ye xe
replace d=_b[xe] in `l'
drop ye xe
}
}
li, noo sepby(firm)
+----------------------------------------------+
| firm year y x _fillin d |
|----------------------------------------------|
| 1 1980 20 23 0 . |
| 1 1981 22 34 0 . |
| 1 1982 20 19 0 . |
| 1 1983 . . 1 . |
| 1 1984 22 34 0 .13832633 |
| 1 1985 20 19 0 .13333333 |
| 1 1986 28 34 0 .24102564 |
| 1 1987 30 19 0 .26666667 |
| 1 2004 33 45 0 -.02459217 |
|----------------------------------------------|
| 2 1980 15 23 0 . |
| 2 1981 55 34 0 . |
| 2 1982 29 19 0 . |
| 2 1983 15 23 0 . |
| 2 1984 55 34 0 2.4384318 |
| 2 1985 29 19 0 2.0094206 |
| 2 1986 28 34 0 1.2739234 |
| 2 1987 30 19 0 1.0499124 |
| 2 2004 . . 1 .36666667 |
+----------------------------------------------+
.
Question 2:
clear
input firm year y x
1 1984 1.061948 3.49672
1 1985 1.83066 4.003654
2 1984 0.5492768 2.696585
2 1985 0.5056121 3.226407
2 1986 1.076026 3.619208
2 1987 -0.3400373 3.646911
2 1988 -1.6812 3.520697
2 1989 -1.200567 3.008994
end
fillin firm year
tsset firm year
sort firm year
g double d=.
qui forv i=3/`=_N-2' {
loc f=`i'-2
loc l=`i'+2
if firm[`f']==firm[`i'] & firm[`l']==firm[`i'] {
reg y year in `f'/`l' if firm==firm[`i']
predict double ye if e(sample), resid
reg x year in `f'/`l' if firm==firm[`i']
predict double xe if e(sample), resid
reg ye xe
replace d=_b[xe] in `l'
drop ye xe
}
}
li, noo sepby(firm)
+--------------------------------------------------+
| firm year y x _fillin d |
|--------------------------------------------------|
| 1 1984 1.061948 3.49672 0 . |
| 1 1985 1.83066 4.003654 0 . |
| 1 1986 . . 1 . |
| 1 1987 . . 1 . |
| 1 1988 . . 1 0 |
| 1 1989 . . 1 . |
|--------------------------------------------------|
| 2 1984 .5492768 2.696585 0 . |
| 2 1985 .5056121 3.226407 0 . |
| 2 1986 1.076026 3.619208 0 . |
| 2 1987 -.3400373 3.646911 0 . |
| 2 1988 -1.6812 3.520697 0 . |
| 2 1989 -1.200567 3.008994 0 . |
+--------------------------------------------------+
.
.
On Fri, May 9, 2008 at 5:31 PM, Austin Nichols <[email protected]> wrote:
> Did you leave out the -fillin- command I added after you mentioned you
> might have gaps in years? I am just guessing--as you are still asking
> incomplete questions (per the Statalist FAQ: show what you typed and
> what output you got).
>
> On Fri, May 9, 2008 at 6:20 AM, Erasmo Giambona <[email protected]> wrote:
>> Thanks Austin. There is still something I don't quite grasp. Thanks in
>> advance for your patience. 1. If I insert another row of data for firm
>> 1 in the dataset from your example, say: 1 2004 33 45, then I noticed
>> that the code does not create missing values from 1988-2003, but
>> rather uses data from 1984-1987 and 2004 to estimate d for 2004, while
>> I would like to get a missing d in this case; 2. When I run the code
>> with my data I cannot obtain any results, despite the fact that the
>> data look very similar to the example at least to me. Here is an
>> excerpt from the real data:
>>
>> 1 1984 1.061948 3.49672
>> 1 1985 1.83066 4.003654
>> 2 1984 0.5492768 2.696585
>> 2 1985 0.5056121 3.226407
>> 2 1986 1.076026 3.619208
>> 2 1987 -0.3400373 3.646911
>> 2 1988 -1.6812 3.520697
>> 2 1989 -1.200567 3.008994
> *
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>
*
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