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Re: st: Creating a dummy variable under certain conditions
From
Abhimanyu Arora <[email protected]>
To
[email protected]
Subject
Re: st: Creating a dummy variable under certain conditions
Date
Sun, 3 Jun 2012 22:09:08 +0200
Hi Sebas
On further thoughts this is an improvement again using Nick's
-tsspell- downloadable from SSC
bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0
tspell new_viol_dummy
replace new_viol_dummy=0 if ceil(_seq/5)!=floor(_seq/5) & _seq!=1
Cheers
Abhimanyu
On Sun, Jun 3, 2012 at 9:37 PM, Abhimanyu Arora
<[email protected]> wrote:
> I think this should solve Sebas' problem
>
> bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0
>
> After this Nick's -tsspell- (from SSC) can come to the rescue
>
> tspell new_viol_dummy
>
> bys gvkey:replace new_viol_dummy=0 if inrange(_seq,2,4)
>
>
>
> On Sun, Jun 3, 2012 at 9:06 PM, Nick Cox <[email protected]> wrote:
>> It makes no sense to work with L.gvkey as this just means the previous
>> panel identifier, which is constant within a panel . This has already
>> been pointed out earlier in the thread. Referring to L.gvkey was a
>> slip that was quickly corrected.
>>
>> Nick
>>
>> On Sun, Jun 3, 2012 at 7:59 PM, sebas nicaise <[email protected]> wrote:
>>> Still not working :(
>>>
>>>
>>>
>>> When I use this :
>>>
>>> bys gvkey gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0
>>>
>>>
>>> bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1
>>>
>>>
>>> I get this:
>>>
>>> date gvkey viol new_viol_dummy
>>> 1997q1 1004 0 0
>>> 1997q2 1004 0 0
>>> 1997q3 1004 0 0
>>> 1997q4 1004 0 0
>>> 1998q1 1004 0 1
>>> 1998q2 1004 0 0
>>> 1998q3 1004 0 1
>>> 1998q4 1004 0 0
>>> 1999q1 1004 0 1
>>> 1999q2 1004 0 0
>>> 1999q3 1004 0 1
>>> 1999q4 1004 0 0
>>> 2000q1 1004 0 1
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> Could you have another look at it :)?
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>> Date: Sun, 3 Jun 2012 20:24:33 +0200
>>>> Subject: Re: st: Creating a dummy variable under certain conditions
>>>> From: [email protected]
>>>> To: [email protected]
>>>>
>>>> Now I see, you have an additional condition, Sebastian.
>>>>
>>>> In that case, you could simply add an additional command in addition
>>>> to either Nick's or my solution with L. (not the F. one)
>>>> -bys gvkey:replace new_viol_dummy=0 if new_viol_dummy[_n-1]==1
>>>>
>>>>
>>>> date gvkey viol new_viol_dummy
>>>> 1997q1 1004 0 0
>>>> 1997q2 1004 0 0
>>>> 1997q3 1004 0 0
>>>> 1997q4 1004 0 0
>>>> 1998q1 1004 0 0
>>>> 1998q2 1004 0 0
>>>> 1997q1 1021 0 0
>>>> 1997q2 1021 0 0
>>>> 1997q3 1021 0 0
>>>> 1997q4 1021 0 0
>>>> 1998q1 1021 0 0
>>>> 1998q2 1021 0 0
>>>> 1998q3 1021 0 0
>>>> 1998q4 1021 1 1
>>>> 1999q1 1021 1 0
>>>> 1999q2 1021 1 0
>>>> 1999q3 1021 1 0
>>>> 1999q4 1021 0 0
>>>>
>>>>
>>>>
>>>>
>>>> On Sun, Jun 3, 2012 at 7:46 PM, sebas nicaise <[email protected]> wrote:
>>>>> Dear Abhimanyu,
>>>>>
>>>>> This also does not give me the right answer.It gives:
>>>>>
>>>>> date gvkey viol new_viol_dummy1998q4 1095 0 01999q1 1095 0 01999q2 1095 0 01999q3 1095 0 01999q4 1095 1 02000q1 1095 0 02000q2 1095 1 12000q3 1095 1 12000q4 1095 1 12001q1 1095 1 12001q2 1095 1 12001q3 1095 1 0
>>>>>
>>>>> It should be:000010000000
>>>>>
>>>>> I think the command should be more complicated since the new viol dummy variable is only 1 under certain strict conditions.NEWVIOL is only 1 if the VIOL dummy of the corresponding GVKEY has a 1 IF in the four previous quarters a 0. Furthermore, if NEWVIOL documents a 1, it can only be a 1 again after four quarters of 0.
>>>>>
>>>>> Hope you, or someone else, can help me with this seemingly easy task :)
>>>>>
>>>>> Thank you,Sebastiaan
>>>>> ----------------------------------------
>>>>>> Date: Sat, 2 Jun 2012 17:21:54 +0200
>>>>>> Subject: Re: st: Creating a dummy variable under certain conditions
>>>>>> From: [email protected]
>>>>>> To: [email protected]
>>>>>>
>>>>>> Okay, if I infer correctly, try this: bys gvkey: gen
>>>>>> new_viol_dummy=viol+F1.viol+F2.viol+F3.viol==4.
>>>>>> Seems good?
>>>>>>
>>>>>>
>>>>>>
>>>>>> On Sat, Jun 2, 2012 at 5:07 PM, sebas nicaise <[email protected]> wrote:
>>>>>>> Maybe I can better show it visually:
>>>>>>> Your commands give me the following output:
>>>>>>> bys gvkey: gen new_viol_dummy=L.viol+L2.viol+L3.viol+L4.viol==0
>>>>>>> date gvkey viol new_viol_dummy 1997q1 1004 0 01997q2 1004 0 01997q3 1004 0 01997q4 1004 0 01998q1 1004 0 11998q2 1004 0 11997q1 1021 0 01997q2 1021 0 01997q3 1021 0 01997q4 1021 0 01998q1 1021 0 11998q2 1021 0 11998q3 1021 0 11998q4 1021 1 11999q1 1021 1 01999q2 1021 1 01999q3 1021 1 01999q4 1021 0 0
>>>>>>> While I want this: date gvkey viol new_viol_dummy 1997q1 1004 0 01997q2 1004 0 01997q3 1004 0 01997q4 1004 0 01998q1 1004 0 01998q2 1004 0 01997q1 1021 0 01997q2 1021 0 01997q3 1021 0 01997q4 1021 0 01998q1 1021 0 01998q2 1021 0 01998q3 1021 0 01998q4 1021 1 11999q1 1021 1 01999q2 1021 1 01999q3 1021 1 01999q4 1021 0 0
>>>>>>> If it is not clear what I mean, let me know :)
>>>>>>> Thank you,Sebastiaan
>>>>>>>> Date: Sat, 2 Jun 2012 16:34:41 +0200
>>>>>>>> Subject: Re: st: Creating a dummy variable under certain conditions
>>>>>>>> From: [email protected]
>>>>>>>> To: [email protected]
>>>>>>>>
>>>>>>>> Sebas,
>>>>>>>> Adding to Nick's comment, did you not -xtset- the data? You also have
>>>>>>>> an option of bys id_var: command, otherwise
>>>>>>>>
>>>>>>>>
>>>>>>>> On Sat, Jun 2, 2012 at 4:29 PM, Nick Cox <[email protected]> wrote:
>>>>>>>>> You will probably want to exclude or ignore the first few observations
>>>>>>>>> in each panel or -replace- it with missing. Otherwise, what's wrong?
>>>>>>>>>
>>>>>>>>> Abhimanyu's slip has already been corrected in this thread, as below.
>>>>>>>>>
>>>>>>>>> Nick
>>>>>>>>>
>>>>>>>>> On Sat, Jun 2, 2012 at 3:12 PM, sebas nicaise <[email protected]> wrote:
>>>>>>>>>
>>>>>>>>>> Thank you for the quick replys.
>>>>>>>>>>
>>>>>>>>>> However, the suggested solutions did not give the right answer.
>>>>>>>>>>
>>>>>>>>>> Nick, your solution gives me way too many 1's. I do think the first step with the cusum was the right way to go.
>>>>>>>>>>
>>>>>>>>>> Abhimanyu, your solution does not distinquish between the id's, the calculation has to start over for every gvkey.
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> Hope you can have another look at it, I will also try to work with the suggestions you gave me.
>>>>>>>>>>
>>>>>>>>>>> From: [email protected]
>>>>>>>>>>> To: [email protected]
>>>>>>>>>>>
>>>>>>>>>>> Thanks Nick, yes.
>>>>>>>>>>> But I would go for your solution which would be better in case he had
>>>>>>>>>>> a longer lag.
>>>>>>>>>>>
>>>>>>>>>>> On Sat, Jun 2, 2012 at 2:56 PM, Nick Cox <[email protected]> wrote:
>>>>>>>>>>>> This looks OK as long as you substitute -viol- for -gvkey-. The
>>>>>>>>>>>> previous values concerned are for -viol-, not -gvkey-.
>>>>>>>>>>>>
>>>>>>>>>>>> Nick
>>>>>>>>>>>>
>>>>>>>>>>>> On Sat, Jun 2, 2012 at 1:51 PM, Abhimanyu Arora
>>>>>>>>>>>> <[email protected]> wrote:
>>>>>>>>>>>>
>>>>>>>>>>>>> Try this if your data is -xtset-ted
>>>>>>>>>>>>> gen new_viol_dummy=L.gvkey+L2.gvkey+L3.gvkey+L4.gvkey==0
>>>>>>>>>>>>
>>>>>>>>>>>>> On Sat, Jun 2, 2012 at 2:06 PM, sebas nicaise <[email protected]>
>>>>>>>>>>>>>
>>>>>>>>>>>>>> I am struggeling with creating a new dummy variable. I have a very large
>>>>>>>>>>>>>> (unbalanced) panel dataset that looks like this:
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> date gvkey viol
>>>>>>>>>>>>>> 1997q1 1021 0
>>>>>>>>>>>>>> 1997q2 1021 0
>>>>>>>>>>>>>> 1997q3 1021 0
>>>>>>>>>>>>>> 1997q4 1021 0
>>>>>>>>>>>>>> 1998q1 1021 1
>>>>>>>>>>>>>> 1998q2 1021 0
>>>>>>>>>>>>>> 1998q3 1021 0
>>>>>>>>>>>>>> 1998q4 1021 1
>>>>>>>>>>>>>> 1999q1 1021 0
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> 1999q2 1021 0
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> 1999q3 1021 0
>>>>>>>>>>>>>> 1999q2 1023 0
>>>>>>>>>>>>>> 1999q3 1023 1
>>>>>>>>>>>>>> 1999q4 1023 0
>>>>>>>>>>>>>> 2000q1 1023 0
>>>>>>>>>>>>>> 2000q2 1023 1
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> Where date is calender quarter, gvkey is the company identifier and viol a
>>>>>>>>>>>>>> dummy which equals 1 if the firm is in violation of a covenant in a private
>>>>>>>>>>>>>> debt contract.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> The problem is that I have to create a new dummy variable ( new violation)
>>>>>>>>>>>>>> which meets certain conditions.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> The new violation dummy is only allowed to be 1 if in the previous 4
>>>>>>>>>>>>>> quarters of a certain company (gvkey) is 0.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> This means for example that:
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> date gvkey viol Newviolation
>>>>>>>>>>>>>> 1997q1 1021 0 0
>>>>>>>>>>>>>> 1997q2 1021 0 0
>>>>>>>>>>>>>> 1997q3 1021 0 0
>>>>>>>>>>>>>> 1997q4 1021 0 0
>>>>>>>>>>>>>> 1998q1 1021 1 1
>>>>>>>>>>>>>> 1998q2 1021 0 0
>>>>>>>>>>>>>> 1998q3 1021 0 0
>>>>>>>>>>>>>> 1998q4 1021 1 0
>>>>>>>>>>>>>> 1999q1 1021 0 0
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> 1999q2 1021 0 0
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> 1999q3 1021 0 0
>>>>>>>>>>>>>> 1999q2 1023 0 0
>>>>>>>>>>>>>> 1999q3 1023 1 0
>>>>>>>>>>>>>> 1999q4 1023 0 0
>>>>>>>>>>>>>> 2000q1 1023 0 0
>>>>>>>>>>>>>> 2000q2 1023 1 0
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> I do not know how to tell Stata to create this variable, Hope someone is
>>>>>>>>>>>>>> so kind to help me.
>>>>>>>>>>>>
>>>>>>>>>>>> *
>>>>>>>>>>>> * 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/
>>>>>>>>>>>
>>>>>>>>>>> *
>>>>>>>>>>> * 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/
>>>>>>>>>> *
>>>>>>>>>> * 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/
>>>>>>>>>
>>>>>>>>> *
>>>>>>>>> * 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/
>>>>>>>>
>>>>>>>> *
>>>>>>>> * 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/
>>>>>>>
>>>>>>> *
>>>>>>> * 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/
>>>>>>
>>>>>> *
>>>>>> * 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/
>>>>>
>>>>> *
>>>>> * 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/
>>>>
>>>> *
>>>> * 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/
>>> *
>>> * 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/
>>
>> *
>> * 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/
*
* 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/