Re: st: inconsistent do-file execution PLUS

[Rufus Peabody <rufus.peabody@gmail.com>]

Friedrich (and others),

I think I found the problem.  I didn't have an ID variable for a  
certain subsection of the data, but I'm still curious why the file  
would execute differently each time.  The problem was the commands:


> > sort gameid
> > gen runavg_opp_pred=runavg_tm_pred[_n-1] if gameid[_n-1]==gameid
> > replace runavg_opp_pred=runavg_tm_pred[_n+1] if gameid[_n+1]==gameid
I'm using a dataset with many observations from years 2001-2007.  The  
variable "gameid" was missing for all 2006 & 2007 observations.  Would  
the sort execute differently each time for observations where the  
sorting variable is missing?  That doesn't seem to make sense to me.


Another question that's somewhat related:

I just got Stata 10, but I had Stata 9 IC for Mac for the previous  
year and every so often Stata would go bonkers on me.  I would execute  
a simple command (like summarize) and it would give me different  
results each time.  Sometimes Stata would even change my dataset by  
deleting lots of observations and copying some rows hundreds of  
times.  Other times, it would make the dataset look like nonsense (it  
would be filled with characters such as ~ˆøå¬πøˆ¨©.  When I  
quit Stata and restarted it, everything would be back to normal.  I  
should note that Stata would usually only mess up like this after I  
had been using it for awhile--it would never do this right after I  
launched it.  Would have written about this problem earlier, but just  
found out about the listserv.

Thanks again,

Rufus



On Jun 8, 2008, at 7:54 PM, Friedrich Huebler wrote:


> Rufus,
>
> At which step do you get different results? Please provide a more
> precise description of your problem.
>
> Thanks,
>
> Friedrich
>
> On Sun, Jun 8, 2008 at 7:48 PM, Rufus Peabody  
> <rufus.peabody@gmail.com> wrote:
>
> > Hey all,
> >
> > I'm using Stata 10 SE for Mac.  I'm having a problem with the  
> > execution of a
> > do-file--each time I do the do-file, I get different results for  
> > only a
> > subset of the data.  First of all, is there any reason why running  
> > the same
> > do-file which is using the exact same data would give me different  
> > results?
> > The do-file is a bit long but I'll paste it in here, although I'm  
> > not sure
> > how it would give me different results since I'm not simulating  
> > anything...
> >
> > Thanks,
> > Rufus
> >
> >
> > use iteration2a_lag_bet.dta
> >
> >
> > regress kpct lkpct_norm_pit_003 lkpct_norm_opp_01 ltotal_bf
> > lp_pa_norm_pit_up003 lstrike_pct_norm_opp_up01 lbip_pct_norm_opp_up01
> > kpct_int_bf if year<2005 & home==1
> > predict kpct_pred_home if home==1
> > regress kpct lkpct_norm_pit_003 lkpct_norm_opp_01 ltotal_bf
> > lp_pa_norm_pit_up003  lbip_pct_norm_opp_up01 kpct_int_bf if  
> > year<2005 &
> > home==0
> > predict kpct_pred_away if home==0
> >
> > regress bbpct ltotal_bf lbbpct_norm_pit_003 lbbpct_norm_opp_up01
> > bbpct_int_bf lp_pa_norm_pit_up003 lp_pa_norm_opp_up01
> > lstrike_pct_norm_opp_up01 lstrike_pct_norm_pit_up003  
> > lhrpct_norm_opp_up01 if
> > year<2005 & home==1
> > predict bbpct_pred_home if home==1
> > regress bbpct ltotal_bf lbbpct_norm_pit_003 lbbpct_norm_opp_up01
> > bbpct_int_bf lp_pa_norm_pit_up003 lp_pa_norm_opp_up01
> > lstrike_pct_norm_opp_up01 lstrike_pct_norm_pit_up003 if year<2005 &  
> > home==0
> > predict bbpct_pred_away if home==0
> >
> > regress hrpct ltotal_bf hr_bip_pfbf ladjhrpct_norm_pit_up003
> > ladjhrpct_norm_opp_up01 lebh_bip_norm_opp_up01  
> > lebh_bip_norm_pit_up003
> > lbip_pct_norm_pit_up003 lgdppct_norm_pit_up003 if year<2005 & home==1
> > predict hrpct_pred_home if home==1
> > regress hrpct ltotal_bf hr_bip_pfbf ladjhrpct_norm_pit_up003
> > ladjhrpct_norm_opp_up01 lebh_bip_norm_pit_003 lbip_pct_norm_pit_up003
> > lgdppct_norm_pit_up003 lgdppct_norm_opp_01 if year<2005 & home==0
> > predict hrpct_pred_away if home==0
> >
> > regress babip babip_pfbf ltotal_bf lbabip_norm_pit_003  
> > lbabip_norm_opp
> > lbip_pct_norm_pit_up003 if home==1 & year<2005
> > predict babip_pred_home if home==1
> > regress babip babip_pfbf ltotal_bf lbabip_norm_pit_003  
> > lbabip_norm_opp_up
> > lbip_pct_norm_pit_up003 if home==0 & year<2005
> > predict babip_pred_away if home==0
> >
> > regress woba woba_pfbf kpct_pred_home bbpct_pred_home hrpct_pred_home
> > babip_pred_home if home==1 & year<2005, robust
> > predict woba_pred_home if home==1
> > regress woba woba_pfbf kpct_pred_away bbpct_pred_away hrpct_pred_away
> > babip_pred_away if home==0 & year<2005, robust
> > predict woba_pred_away if home==0
> >
> > regress ip lip_norm_pit_up003 ltotal_bf woba_pred_home  
> > bbpct_pred_home if
> > year<2005 & home==1, robust
> > predict ip_pred_home if home==1
> > regress ip lip_norm_pit_up003 ltotal_bf woba_pred_away if year<2005 &
> > home==0, robust
> > predict ip_pred_away if home==0
> >
> > regress bip_pct lbip_pct_norm_pit_up003 lkpct_norm_opp_up01
> > lbbpct_norm_opp_up01   if year<2005 & home==1, robust
> > predict bip_pct_pred_home if home==1
> > regress bip_pct lbip_pct_norm_pit_up003 lkpct_norm_opp_up01
> > lbbpct_norm_opp_up01   if year<2005 & home==0, robust
> > predict bip_pct_pred_away if home==0
> >
> >
> > regress kpct_pen lkpct_norm_pen_up01 lkpct_norm_opp_up01
> > lbip_pct_norm_opp_up01 ip_pred_home pitchers_lastweek_pen if  
> > year<2005 &
> > home==1, robust
> > predict kpct_pen_pred_home if home==1
> > regress kpct_pen lkpct_norm_pen_01 lkpct_norm_opp_01  
> > lbip_pct_norm_opp_up01
> > lbip_pct_norm_pen_01 lstrike_pct_norm_pen_01 pitchers_lastweek_pen
> > ip_pred_away if year<2005 & home==0, robust
> > predict kpct_pen_pred_away if home==0
> >
> > regress bbpct_pen lbbpct_norm_pen_01  lbbpct_norm_opp_01
> > lstrike_pct_norm_pen_01 pitchers_lastweek_pen if year<2005 &  
> > home==1, robust
> > predict bbpct_pen_pred_home if home==1
> > regress bbpct_pen  lbbpct_norm_opp_01 lstrike_pct_norm_pen_01
> > pitchers_lastweek_pen if year<2005 & home==0, robust
> > predict bbpct_pen_pred_away if home==0
> >
> > regress babip_pen babip_pfbf lbabip_norm_pen_01  ip_pred_home
> > ip_lastweek_pen if year<2005 & home==1, robust
> > predict babip_pen_pred_home if home==1
> > regress babip_pen babip_pfbf lbabip_norm_pen_01  ip_pred_away
> > pitchers_lastweek_pen if year<2005 & home==0, robust
> > predict babip_pen_pred_away if home==0
> >
> > regress hrpct_pen hrpct_pfbf ladjhrpct_norm_opp_01  
> > ladjhrpct_norm_pen_01
> > ip_pred_home ip_lastweek_pen  if year<2005 & home==1
> > predict hrpct_pen_pred_home if home==1
> > regress hrpct_pen hrpct_pfbf ladjhrpct_norm_opp_01  
> > ladjhrpct_norm_pen_01  if
> > year<2005 & home==0
> > predict hrpct_pen_pred_away if home==0
> >
> > regress woba_pen kpct_pen_pred_home bbpct_pen_pred_home  
> > babip_pen_pred_home
> > hrpct_pen_pred_home if year<2005 & home==1, robust
> > predict woba_pen_pred_home if home==1
> > regress woba_pen kpct_pen_pred_away bbpct_pen_pred_away  
> > babip_pen_pred_away
> > hrpct_pen_pred_away if year<2005 & home==0, robust
> > predict woba_pen_pred_away if home==0
> >
> >
> > regress runavg_pen woba_pen_pred_home if year<2005 & home==1, robust
> > predict runavg_pen_pred_home if home==1
> > regress runavg_pen woba_pen_pred_away if year<2005 & home==0, robust
> > predict runavg_pen_pred_away if home==0
> >
> >
> > regress runavg woba_pred_home if year<2005 & home==1, robust
> > predict runavg_pred_home if home==1
> > regress runavg woba_pred_away if year<2005 & home==0, robust
> > predict runavg_pred_away if home==0
> >
> > gen runavg_pred_home_IP=runavg_pred_home*ip_pred_home
> > gen runavg_pred_away_IP=runavg_pred_away*ip_pred_away
> >
> > regress runavg_tm runavg_pen_pred_home runavg_pred_home  
> > runavg_pred_home_IP
> > if year<2005 & home==1, robust beta
> > predict runavg_tm_pred_home if home==1
> > regress runavg_tm runavg_pen_pred_away runavg_pred_away  
> > runavg_pred_away_IP
> > if year<2005 & home==0, robust beta
> > predict runavg_tm_pred_away if home==0
> >
> > gen runavg_tm_pred=runavg_tm_pred_home if home==1
> > replace runavg_tm_pred=runavg_tm_pred_away if home==0
> >
> > sort gameid
> > gen runavg_opp_pred=runavg_tm_pred[_n-1] if gameid[_n-1]==gameid
> > replace runavg_opp_pred=runavg_tm_pred[_n+1] if gameid[_n+1]==gameid
> >
> > logit tm_win runavg_opp_pred runavg_tm_pred if home==1 & year<2005,  
> > robust
> > predict home_win_new2 if home==1
> >
> >
> > gen away_win_new2=1-home_win_new2
> >
> > gen strat1_ols_in_new2=tm_unit if home==1 & home_win_new2>tm_perc &
> > home_win_new2~=. & year<2005
> > gen strat1_ols_out_new2=tm_unit if home==1 & home_win_new2>tm_perc &
> > home_win_new2~=. & year>2004
> > replace strat1_ols_in_new2=opp_unit if home==1 &  
> > away_win_new2>opp_perc &
> > home_win_new2~=. & year<2005
> > replace strat1_ols_out_new2=opp_unit if home==1 &  
> > away_win_new2>opp_perc &
> > home_win_new2~=. & year>2004
> >
> >
> > regress tm_unit home_win_new2 tm_perc if home==1 & home_win_new2~=. &
> > year<2005
> > predict exp_return_home_new2 if home_win_new2!=.
> > regress opp_unit home_win_new2 tm_perc if home==1 &  
> > home_win_new2~=. &
> > year<2005
> > predict exp_return_away_new2 if home_win_new2!=.
> >
> > ***
> > gen strat2_ols_in_new2=opp_unit if exp_return_away_new2>0 &
> > away_win_new2>opp_perc & year<=2004 & home_win_new2~=. & home==1 &
> > exp_return_away_new2!=.
> > replace strat2_ols_in_new2=tm_unit if exp_return_home_new2>0 &
> > home_win_new2>tm_perc & year<=2004 & home_win_new2~=. & home==1 &
> > exp_return_home_new2!=.
> > gen strat2_ols_out_new2=opp_unit if exp_return_away_new2>0 &
> > away_win_new2>opp_perc & year>2004 & home_win_new2~=. & home==1 &
> > exp_return_away_new2!=.
> > replace strat2_ols_out_new2=tm_unit if exp_return_home_new2>0 &
> > home_win_new2>tm_perc & year>2004 & home_win_new2~=. & home==1 &
> > exp_return_home_new2!=.
> >
> >
> > bysort year: summ strat2_ols_in strat2_ols_out strat1_ols_in  
> > strat1_ols_out
> > [iweight=abs(home_win_new2-tm_perc)]*
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