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Re: st: how to balance a panel?


From   "Davide Cantoni" <[email protected]>
To   [email protected]
Subject   Re: st: how to balance a panel?
Date   Tue, 20 May 2008 18:13:56 +0200

Hello Claudio,

this is the trick I use when I want to balance a panel (y is the
outcome variable):

*** begin code

sort id year
by id: egen nonmissing1to7 = count(y) if (year==1 | year==2 | year==3
| year==4 | year==5 | year==6 | year==7)
keep if nonmissing1to7==7

*** end code

Maybe there are more elegant solution around, but this one always
works fine for me.

Best

Davide



2008/5/20 Claudio Cruz Cazares <[email protected]>:
> Dear all!,
>
> I`m working in my Phd. dissertation but a have not find a solution for a crucial problem, hope you could help me.
>
> I have an unbalanced panel data of 4050 firms in 16 years but I have monotone and intermittent (since I clean the data from missing values of my dependent variables) missingness and as far as I know, the intermittent missingnes could cause problems when estimating fist differences.
>
> I wonder if someone could tell me how could I clean the sample. The easiest thing would be to balance it, but even I can see, after xtdes command, how many firms are in all periods, I can not find de way to keep just them. Is there any way to select the firms based upon their pattern?
> Other solution is to eliminate the intermittent observations and keep those who died during the panel and those who growth within the panel, but how can I do that?
>
> I have generated a new variable in order to identify the missingness of a firm in a year.
>
> quietly by Identi: gen dy=year-year[_n-1]
>
> dy would be = 1 if there are non missing observation of the firm. Then, I drop the firms with a dy > 1. But I still have intermittent missigness!
>
> xtdes
>
>  Freq.  Percent    Cum. |  Pattern
>  ---------------------------+-----------------
>      577     18.89  18.89 |  111111111111111
>      158      5.17   24.06 |  11 . . . . . . . . . . . . .
>      150      4.91   28.97 |  1 . . . . . . 11111111
>      136      4.45   33.42 |   . . . . . . . . . . 11111
>      131      4.29   37.71 |  111111111111  . . .
>      126      4.12   41.83 |  1 . . . . . . . .  . . . . . .
>      126      4.12   45.96 |  1111 . . . . 111 . . . .
>      116      3.80   49.75 |  111 . . . . . . . . . . .  .
>       88      2.88   52.64  |  111111 . . . . . . . 11
>     1447     47.36  100.00 | (other patterns)
>  ---------------------------+-----------------
>     3055    100.00         |  XXXXXXXXXXXXXXX
>
>
>
>
> Thanks in advance
>
> Claudio
>
>
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