Ariel Linden <[email protected]>:
Probably you are not running any logits. Maybe you want:
g double ps=.
forv i=14/24 {
loc j=`j'-14
logit Y l(0/`j').X1 l(0/`j').X2 l(0/`j').X3 if month==`i'
tempvar w
predict double `w'
replace ps=`w' if e(sample)
drop `w'
}
On Mon, Oct 5, 2009 at 3:18 PM, Ariel Linden <[email protected]> wrote:
> Hi Nick,
>
> Thank you for reviewing my code. I tried running it and it did not return
> any value for any of the ps`j'
>
>
> Per your comment about the "data-dredging involved" this is not the case. I
> am trying to predict the propensity score for each person-month of data, so
> that I can ultimately create weights and then use them within a xtreg model.
>
>
> This code is supposed to use the current and lagged months covariates in the
> logistic model to account for past treatment and covariate history.
>
> So, given that context, I would like to loop at each month, incorporating
> the lags of all prior months starting at month 14, working up to the end of
> the last period (month 24). Month 14 will only have 1 lag (this is where the
> month 13 data comes in), while month 24 will contain covariate values from
> month 13 all the way up to month 24.
>
> Any help would be appreciated. Doing this manually is both tedious and
> inefficient.
>
> Thanks!
>
> Ariel
>
>
> Date: Fri, 2 Oct 2009 18:29:32 +0100
> From: "Nick Cox" <[email protected]>
> Subject: st: RE: nested forvalues loop
>
> There is some inconsistency here over whether you want to start at 13 or 14.
>
>
> Your -predict- command won't work. Second time around the inner loop, ps`i'
> already exists.
>
> There might be some conservative ill-ease at the data-dredging involved but
> that's a separate issue.
>
> Here's a guess at better code.
>
> forvalues j=1/10 {
> gen ps`j' = .
> forvalues i=14/24 {
> capture logit Y l(0/`j').X1 l(0/`j').X2 l(0/`j').X3 month
> if month==`i'
> if _rc == 0 {
> tempvar work
> predict `work'
> replace ps`j' = `work' if month == `i'
> drop `work'
> }
> }
> }
>
>
> Nick
> [email protected]
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