Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: RE: A Question on Selecting a Sample from a Panel Data Set
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
st: RE: RE: A Question on Selecting a Sample from a Panel Data Set
Date
Tue, 15 Jun 2010 21:36:03 +0100
Not quite.
-derivuse- is undefined, namely missing, for years not 2000. You need to
spread that property to other observations for the same firms.
bysort firm (derivuse) : replace derivuse = derivuse[1] == 1
Nick
[email protected]
Martin Weiss
If your dataset looks like this:
***********
clear*
set obs 19
gen int year=_n+1986
//10 firms
expand 10
bys year: gen byte firm =_n
gen byte derivuse=runiform()>.25 if year==2000
***********
you can simply condition on -if derivuse==1- in your analyses.
Hong Nguyen
I have a panel data set consisting of financial data for 423 firms over
a 19-year period. For one of the years (2000) I have data on
derivatives use (use or non-use) for these 423 firms. I need to generate
a sample of firms that used derivatives in 2000 and use it to run
regressions over the entire period 1987-2005. This is where I'm stuck.
*
* 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/