<>
Let me guess: You forgot a hard return after the call to -egen-, so the line
continues and Stata thinks that the following -drop- is part of the -egen-
call. At least that is what the -trace- suggests...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Joachim
Landström
Gesendet: Donnerstag, 10. Dezember 2009 11:27
An: [email protected]
Betreff: Re: st: RE: RE: How to adjust the content of a local macro?
I have been trying to implement Nick's proposition of using -egen- to
remove unwanted ids. When I do it interatively in Stata it works
nicely. But when I run exacly the same code from within the program I
end up with error messages. See below. What may be the problem?
. use us_data_ret, clear
. desc
Contains data from us_data_ret.dta
obs: 17,516,468
vars: 5 10 Nov 2009 07:02
size: 525,494,040 (60.5% of memory free)
-------------------------------------------
storage display value
variable name type format label variable label
------------------------------------------------------------
id int %8.0g ID
dscd str6 %9s DSCD
date float %td
year int %8.0g
totalReturn double %10.0g
-----------------------------------------------------
Sorted by: id date
. egen nvalid = count(totalReturn), by(id)
. drop if nvalid < 156
(2257110 observations deleted)
When run trough a program, Stata issues the following error:
option drop not allowed
r(198);
-set trace on- refuses work when implemented directly after -egen- but
works when put before -egen- and then it shows (just the final part of
the output):
- capture noisily `vv' _g`fcn' `type' `dummy' = (`args') `if'
`in' `cma' `byopt' `options'
= capture noisily _gcount float __000009 = (totalReturn) ,
by(id) drop if nvalid < 156
----------------------------------------------------------------------------
------------------ begin _gcount
---
- version 6, missing
- syntax newvarname =/exp [if] [in] [, BY(varlist)]
option drop not allowed
----------------------------------------------------------------------------
-------------------- end _gcount
---
- global EGEN_SVarname
- global EGEN_Varname
- if _rc { exit _rc }
----------------------------------------------------------------------------
------------------------- end egen
---
r(198);
Again: What is going on? Why can I issue the code lines separately but
not as part of a program? Has it something to do with the size of the
database (-egen- takes a few second to finish.
By the way. I have now implemnted -meanonly- and it improves the
performance of my program with approx 20 percent when run on a small
sample. That is great.
/Joachim
Quoting Nick Cox <[email protected]>:
> Having looked again at the code, the problem appears to be
> identifying panels for which the number of non-missing values of
> -TotalReturn- is at least a predefined value stored in a local macro
> -requiredEstimationPeriod-.
>
> That is
>
> egen nvalid = count(TotalReturn), by(id)
> drop if nvalid < `requiredEstimationPeriod'
>
> Nick
> [email protected]
>
> Nick Cox
>
> Martin answered the question here, but various secondary points
> arise from looking at the code. Most are on style and most are of
> some wider interest.
>
> 1. The loop consists of repeated -drop-ping of observations not
> desired, working with the remaining subset and then a -restore- of
> the original. It is difficult to say in general what is most
> efficient and what most elegant but for a situation like that below
> I'd normally just add an extra condition excluding the observations
> not wanted, rather than repeatedly doing major surgery on the
> dataset. However, others could equally point out that applying -if-
> on a very large dataset can be time-consuming.
>
> 2. If only the minimum and maximum are needed from a -summarize- it
> is best just to use a -meanonly- option. (The name -meanonly- is
> misleading, as I've had occasion to remark before.)
>
> 3. Code like
>
> local `minDate' = r(min)
> <stuff> if <stuff> date >= ``minDate''
>
> looks legal but odd. You are probably using more levels of macros
> than you need. It's hard to tell because the code isn't completely
> self-contained (that's not a criticism; it wasn't necessary for your
> question).
>
> 4. Code in which you loop over the contents of a local macro and
> change that macro within the loop can be tricky. Watch out!
>
> 5. The -if- condition in
>
> summarize totalReturn if totalReturn != .
>
> is unnecessary as -summarize- always ignores missings.
>
> 6. To get minimum and maximum dates in a panel, no looping is necessary as
>
> egen mindate = min(date), by(id)
> egen maxdate = max(date), by(id)
>
> will do it. Similarly it looks as if your main problem does not need
> any looping either, as it should yield to -egen- operations. Look
> at -egen, count()- in particular.
>
> 7. More generally, it is not always positive to know too many other
> languages if they lead you to seek a Stata equivalent of other code
> when there's a Stataish way to do it without any real programming.
>
> Nick
> [email protected]
>
> Joachim Landström
>
> I have what I hope to be a minor problem that I nevertheless fail to find
a
> solution to. Suppose that I have a local macro panelVar that contains
panel
> ids. Based on a selection criterion I wish to remove some panel ids from
> panelVar. How do I do that? I use Stata/MP 10.1 in Windows XP 32-bit.
>
> More specifically see example below. Suppose the panel id is called id and
> the time series variable is date. Per id & date I have the actual content
in
> the form of totalReturn (tDelta is 7):
>
> **** Begin Example ****
> local estimationPeriod = 3
>
> local requiredEstimationPeriod = `estimationPeriod' * floor( 365 /
> ``tDelta'' )
>
> levelsof id, local(panelVar)
>
> preserve
>
> quietly foreach i of local panelVar ///
> {
> restore, preserve
> drop if id != `i'
>
> summarize date if totalReturn != .
> local `minDate' = r(min)
> local `maxDate' = r(max)
>
> summarize totalReturn if totalReturn != . ///
> & date >= ``minDate'' & date <=
> ``maxDate''
>
> if `r(N)' < `requiredEstimationPeriod' ///
> {
> ***** Here I wish to update the local macro panelVar
> such `i' is removed *********
> }
> else ///
> {
> }
> }
> **** End Example ****
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Joachim Landström
*
* For searches and help try:
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*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
