Hi Nick,
It works fine for me now as well.
Thanks for your help!
Marietta
On Mon, Aug 4, 2008 at 4:25 PM, Nick Cox <[email protected]> wrote:
> I just tried it out and it worked fine for me.
>
> Are you familiar with /// as a way to comment out end-of-lines?
> Are you copying left and right quotes correctly?
>
> local N = _N
> gen count = .
> qui forval i = 1/`N' {
> egen tag = tag(Investor_id) ///
> if Company_no == Company_no[`i'] & ///
> inrange(Date, Date[`i'] - 365, Date[`i'])
>
> count if tag
>
> replace count = r(N) in `i'
>
> drop tag
> }
>
> Nick
> [email protected]
>
> Marietta Jones
>
> Thank you very much for your detailed response.
> I will definitely have a look at the Stata Journal tips that you
> suggested.
>
> The code that you suggested:
>
> local N = _N
>> gen count = .
>> qui forval i = 1/`N' {
>> egen tag = tag(Investor_id) ///
>> if Company_no == Company_no[`i'] & ///
>> inrange(Date, Date[`i'] - 365, Date[`i'])
>>
>> count if tag
>>
>> replace count = r(N) in `i'
>>
>> drop tag
>> }
>
> must have a small error somewhere, as I get an error message when I
> try to run it.
> The error message I get is "varlist not allowed".
> After setting trace on, I found that this error refers to the line of
> code "egen tag = tag(Investor_id) ///".
> Do you have any idea what the error in the code may be?
>
>
> On Fri, Aug 1, 2008 at 5:19 PM, Nick Cox <[email protected]> wrote:
>
>> This problem is the subject of a Stata Journal Tip in which the
>> associated ideas are discussed at excruciating length.
>>
>> SJ-7-3 pr0033 . . . . . . . . . . . . . . Stata tip 51: Events in
>> intervals
>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N.
>> J. Cox
>> Q3/07 SJ 7(3):440--443 (no
>> commands)
>> tip for counting or summarizing irregularly spaced
>> events in intervals
>>
>> The basic idea explored in that Tip is, however, quite simple.
>>
>> We want to count how many investors held stock in that company in the
>> previous 12 months. The Tip analyses it something like this:
>>
>> Focus on observation 1:
>>
>> count if Company_no == Company_no[1] & inrange(Date, Date[1] - 365,
>> Date[1])
>>
>> To extend this to all observations, we loop over observations and make
>> sure that we store values as they emerge from a -count-:
>>
>> local N = _N
>> gen count = .
>> qui forval i = 1/`N' {
>> count if Company_no == Company_no[`i'] & inrange(Date,
> Date[`i']
>> - 365, Date[`i'])
>> replace count = r(N) in `i'
>> }
>>
>> Except that that doesn't count each investor just once, as stipulated.
>>
>> Here's a way of building that in:
>>
>> local N = _N
>> gen count = .
>> qui forval i = 1/`N' {
>> egen tag = tag(Investor_id) ///
>> if Company_no == Company_no[`i'] & ///
>> inrange(Date, Date[`i'] - 365, Date[`i'])
>>
>> count if tag
>>
>> replace count = r(N) in `i'
>>
>> drop tag
>> }
>>
>> Warning: untested code. If the precise definition here of previous
> year
>> doesn't suit, then you need to change it.
>>
>> If this problem interests you, here is more of the same:
>>
>> SJ-7-4 dm0033 . . . . . . Speaking Stata: Counting groups,
> especially
>> panels
>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N.
>> J. Cox
>> Q4/07 SJ 7(4):571--581 (no
>> commands)
>> discusses how to count panels through reduction commands
>> or through tabulation commands and how to overcome
>> problems that do not yield easily to these approaches
>>
>> SJ-7-1 pr0029 . . . . . . . . . . . . . . . Speaking Stata: Making
> it
>> count
>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N.
>> J. Cox
>> Q1/07 SJ 7(1):117--130 (no
>> commands)
>> discusses count used with a loop over observations
>> or variables
>
>> Marietta Jones
>>
>> I have the following dataset:
>>
>> Company_no Date Investor_id
>> 1 03/01/2000 1
>> 1 04/09/2000 1
>> 1 12/12/2001 2
>> 2 13/12/2000 4
>> 2 07/08/2001 7
>> 3 09/08/2000 4
>> 3 19/03/2001 4
>> 3 02/05/2001 5
>> 3 03/12/2001 6
>>
>>
>> For each observation, I would like to calculate the number of distinct
>> investors owning shares in a given company in the previous 12 months.
>> The new variable (No_investors_past_12_months) will look as follows:
>>
>> Company_no Date Investor_id No_investors_past_12_months
>> 1 03/01/2000 1 1
>> 1 04/09/2000 1 1
>> 1 12/12/2001 2 1
>> 2 13/12/2000 4 1
>> 2 07/08/2001 7 2
>> 3 09/08/2000 4 1
>> 3 19/03/2001 4 1
>> 3 02/05/2001 5 2
>> 3 03/12/2001 6 3
>>
>> For example, for company 2 on 07/08/2001 there are two investors who
>> have owned shares of this company within the past 12 months.
>>
>> The idea is that the same investor should be counted only once and we
>> should count all observations over the past 12 months, including the
>> current observation date. If there are no observations over the past
>> 12 months, the value of the new variable should equal 1.
>
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