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Re: st: Generate combined with if
From
Katia Bobulova <[email protected]>
To
[email protected]
Subject
Re: st: Generate combined with if
Date
Wed, 10 Aug 2011 16:40:05 +0100
This is an example of my dataset:
date time price_b S1 S2 id
26jan2004 83000 100.095 . . 1
26jan2004 83500 100.125 . . 2
26jan2004 84000 100.12 -0.35 2.08 3
26jan2004 84500 100.11 4
26jan2004 85000 100.125 5
26jan2004 85500 100.17 6
26jan2004 90000 100.145 7
26jan2004 90500 100.18 8
26jan2004 91000 100.16 9
26jan2004 91500 100.14 10
26jan2004 92000 100.095
26jan2004 92500 100.12
26jan2004 93000 100.14
26jan2004 93500 100.15
26jan2004 93500 100.15
26jan2004 94500 100.18
26jan2004 95000 100.185
26jan2004 100000 100.185
i want to construct a regression like this:
reg (price_b(id=10)-price_b(id=3))/price_b(id=3) S1(id=3) S2(id=3)
thanks for any help
Katia
2011/8/10 Nick Cox <[email protected]>:
> I guess subscripting provides at least part of the answer, e.g. [_n -
> lag1], [_n + lag2].
>
> To get better answers, you need to tell us much more about your data.
>
> Nick
>
> On Wed, Aug 10, 2011 at 4:23 PM, Katia Bobulova
> <[email protected]> wrote:
>
>> I want just to do regressions for different time intervals (identified
>> by id) and the dependent variable should be the price 30min later
>> (id=10) and 5minutes before (id=3) the event happen.
>>
>> cond doesn't seem to be the solution.
>
>> 2011/8/10 Maarten Buis <[email protected]>:
>>> On Wed, Aug 10, 2011 at 4:48 PM, Katia Bobulova wrote:
>>>> I would like to construct this new price, given by the combination of
>>>> other prices when there is a particular id.
>>>>
>>>> I typed:
>>>>
>>>> by date: gen p=(price_b (if id==10) - price_b (if id==3))/ price_b (if id==3)
>>>
>>> This does not make sense to me, what should happen when id != 10 or
>>> when id != 3?
>>>
>>> Anyhow, the syntax is not valid as you noticed. Consider looking at
>>> -help cond()-.
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