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Re: st: Identifying first observation in each panel after regression
From
Ivan Png <[email protected]>
To
[email protected]
Subject
Re: st: Identifying first observation in each panel after regression
Date
Tue, 5 Jun 2012 07:30:09 -0400
Brilliant. That must explain my puzzle. Many thanks.
On 5 June 2012 06:30, Steve Samuels <[email protected]> wrote:
>
> One likely reason: There are missing values for some of your covariates:
> Some of these occur in the first observation (year) a company has and
> are excluded from analysis sample even when other observations from
> the company are included.
>
>
>
> Steve
> [email protected]
>
>
>
>
> On Jun 5, 2012, at 5:50 AM, Ivan Png wrote:
>
> Many thanks. Sorry, you are right. I wrote wrongly. What I meant was that,
>
> When I run the regression, it shows 2773 groups (companies). But when I run
> . gen rdsample = 1 if e(sample)
> . by gvkey , sort : gen flag = 1 if _n == 1
> /* flag first observation of each company */
>
> . su year if flag == 1 & rdsample == 1
> It indicates 1048 unique companies. I do not understand where are the
> other 2773 - 1048 = 1725 companies.
>
> Anyhow, a friend just suggested the following (and it works)
>
> . sort rdsample gvkey year
> . by rdsample gvkey , sort: gen flag = 1 if rdsample == 1 & _n == 1
> . su year if flag == 1
> This shows 2773 companies. I just do not understand why.
>
>
>
>
>
>
>
> On 4 June 2012 22:36, Steve Samuels <[email protected]> wrote:
>>
>> Correction: the "flag2" statement is run after the regression.
>>
>>
>>
>> Your claim of discrepancy is false, and you did not test it in the do file, which runs the "by gvkey:" statement only after -xtreg-.
>>
>> When I run your do file with:
>>
>> . by gvkey , sort : gen flag1 = 1 if _n ==1 // before the xtreg statement
>>
>> . by gvkey , sort : gen flag2 = 1 if _n ==1 // after the xtreg statement
>>
>> tab flag1 flag2, missing
>>
>> | flag2
>> flag1 | 1 . | Total
>> -----------+----------------------+----------
>> 1 | 6,982 0 | 6,982
>> . | 0 70,797 | 70,797
>> -----------+----------------------+----------
>> Total | 6,982 70,797 | 77,779
>>
>>
>>
>> Steve
>> [email protected]
>>
>> On Jun 4, 2012, at 8:13 PM, Ivan Png wrote:
>>
>> Thanks, Nick.
>>
>> Here's the code
>> https://docs.google.com/open?id=0Bxt3Gm6VpSgiZmJkRUZUUktJQzA
>>
>> And here's the data
>> https://docs.google.com/open?id=0Bxt3Gm6VpSgiNFhhV3dsang4b3M
>>
>>
>>
>> On 4 June 2012 19:00, Nick Cox <[email protected]> wrote:
>>> It should make absolutely no difference whether you do this before or
>>> after a regression. I think we need to see evidence of what you think
>>> is happening in terms of a dataset you provide in its entirety or
>>> using a dataset downloadable by all. Otherwise I'd advise taking up
>>> your puzzlement with Stata tech-support. They would want a copy of
>>> your dataset.
>>>
>>> On Mon, Jun 4, 2012 at 11:43 PM, Ivan Png <[email protected]> wrote:
>>>> What I don't understand: Why the
>>>>
>>>> . by gvkey , sort : gen flag = 1 if _n ==1
>>>>
>>>> works when I invoke it before the regression (it then picks up the
>>>> first observation of each company), but not when I invoke it after the
>>>> regression (it misses many companies).
>>>>
>>>> I used exactly the same command in both cases.
>>>>
>>>>
>>>> On 4 June 2012 18:31, Nick Cox <[email protected]> wrote:
>>>>> Which bit don't you understand?
>>>>>
>>>>> On Mon, Jun 4, 2012 at 11:16 PM, Ivan Png <[email protected]> wrote:
>>>>>> Dear Nick--
>>>>>>
>>>>>> Many thanks for your hint. I found the solution. I execute
>>>>>> . by gvkey , sort: gen flag = 1 if _n == 1
>>>>>> before the regression.
>>>>>>
>>>>>> Then, after the regression, I execute
>>>>>> . gen regsample == 1 if e(sample)
>>>>>>
>>>>>> And, to identify the first observation of each company in the
>>>>>> regression sample, I use
>>>>>> regsample == 1 & flag == 1
>>>>>>
>>>>>> However, I still don't understand the reason it works.
>>>>>>
>>>>>>
>>>>>> On 4 June 2012 14:24, Nick Cox <[email protected]> wrote:
>>>>>>> What code do you mean by "the code below"?
>>>>>>>
>>>>>>> I suspect there's something else up with your dataset that leads to
>>>>>>> what you see. Examine the data omitted by
>>>>>>>
>>>>>>> . edit if !e(sample)
>>>>>>>
>>>>>>> after your -xtreg- command.
>>>>>>>
>>>>>>> Nick
>>>>>>>
>>>>>>> On Mon, Jun 4, 2012 at 6:44 PM, Ivan Png <[email protected]> wrote:
>>>>>>>> Many thanks, Nick. Incidentally, thanks for the yeoman service to all
>>>>>>>> STATAlisters.
>>>>>>>>
>>>>>>>> The discrepancy I found was by using xtreg to run a fixed-effects
>>>>>>>> regression on the sample. xtreg reported 2773 companies. Yet, when I
>>>>>>>> used the code below on the regression sample, I got only 1048
>>>>>>>> companies. So, the only reason I could think of was that the flag
>>>>>>>> identified only companies that were present in year 1.
>>>>>>>
>>>>>>> On 4 June 2012 13:21, Nick Cox <[email protected]> wrote:
>>>>>>>
>>>>>>>>> Your code looks fine to me, so I have difficulty understanding why you think it doesn't work.
>>>>>>>>>
>>>>>>>>> The -sort- on the second command is unnecessary given the previous command, but I don't see that it will change the sort order.
>>>>>>>>>
>>>>>>>>> You can check logic in terms of this example:
>>>>>>>>>
>>>>>>>>> . webuse grunfeld
>>>>>>>>>
>>>>>>>>> . su year
>>>>>>>>>
>>>>>>>>> Variable | Obs Mean Std. Dev. Min Max
>>>>>>>>> -------------+--------------------------------------------------------
>>>>>>>>> year | 200 1944.5 5.780751 1935 1954
>>>>>>>>>
>>>>>>>>> . drop if year == 1935 & mod(company, 2)
>>>>>>>>> (5 observations deleted)
>>>>>>>>>
>>>>>>>>> . tab year
>>>>>>>>>
>>>>>>>>> year | Freq. Percent Cum.
>>>>>>>>> ------------+-----------------------------------
>>>>>>>>> 1935 | 5 2.56 2.56
>>>>>>>>> 1936 | 10 5.13 7.69
>>>>>>>>> 1937 | 10 5.13 12.82
>>>>>>>>> 1938 | 10 5.13 17.95
>>>>>>>>> 1939 | 10 5.13 23.08
>>>>>>>>> 1940 | 10 5.13 28.21
>>>>>>>>> 1941 | 10 5.13 33.33
>>>>>>>>> 1942 | 10 5.13 38.46
>>>>>>>>> 1943 | 10 5.13 43.59
>>>>>>>>> 1944 | 10 5.13 48.72
>>>>>>>>> 1945 | 10 5.13 53.85
>>>>>>>>> 1946 | 10 5.13 58.97
>>>>>>>>> 1947 | 10 5.13 64.10
>>>>>>>>> 1948 | 10 5.13 69.23
>>>>>>>>> 1949 | 10 5.13 74.36
>>>>>>>>> 1950 | 10 5.13 79.49
>>>>>>>>> 1951 | 10 5.13 84.62
>>>>>>>>> 1952 | 10 5.13 89.74
>>>>>>>>> 1953 | 10 5.13 94.87
>>>>>>>>> 1954 | 10 5.13 100.00
>>>>>>>>> ------------+-----------------------------------
>>>>>>>>> Total | 195 100.00
>>>>>>>>>
>>>>>>>>> . bysort company (year) : gen first = _n == 1
>>>>>>>>>
>>>>>>>>> . l company year if first
>>>>>>>>>
>>>>>>>>> +----------------+
>>>>>>>>> | company year |
>>>>>>>>> |----------------|
>>>>>>>>> 1. | 1 1936 |
>>>>>>>>> 20. | 2 1935 |
>>>>>>>>> 40. | 3 1936 |
>>>>>>>>> 59. | 4 1935 |
>>>>>>>>> 79. | 5 1936 |
>>>>>>>>> |----------------|
>>>>>>>>> 98. | 6 1935 |
>>>>>>>>> 118. | 7 1936 |
>>>>>>>>> 137. | 8 1935 |
>>>>>>>>> 157. | 9 1936 |
>>>>>>>>> 176. | 10 1935 |
>>>>>>>>> +----------------+
>>>>>>>>>
>>>>>>>>> Nick
>>>>>>>>> [email protected]
>>>>>>>>>
>>>>>>>>> Ivan Png
>>>>>>>>>
>>>>>>>>> I am analyzing an unbalanced panel of company data, organized by
>>>>>>>>> company (gvkey) and year. I want to create a flag to the first
>>>>>>>>> observation of each company in the panel. I tried
>>>>>>>>>
>>>>>>>>> . sort gvkey year
>>>>>>>>> . by gvkey , sort: gen flag = 1 if _n == 1
>>>>>>>>>
>>>>>>>>> However, this only flagged flag = 1 if a company was present in year 1
>>>>>>>>> of the panel. It missed any company that appeared in later years.
>>>>>>>>>
>>>>>>>>> I searched statalist and found this:
>>>>>>>>> http://www.stata.com/statalist/archive/2005-04/msg00334.html
>>>>>>>>>
>>>>>>>>> But it doesn't work. I'd be grateful for any relevant help.
>>>>>
>>>>> *
>>>>> * 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/
>>>>
>>>>
>>>>
>>>> --
>>>> Best wishes
>>>> Ivan Png
>>>> Skype: ipng00
>>>>
>>>> *
>>>> * 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/
>>
>>
>>
>> --
>> Best wishes
>> Ivan Png
>> Skype: ipng00
>>
>> *
>> * 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/
>
>
>
> --
> Best wishes
> Ivan Png
> Skype: ipng00
>
> *
> * 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/
--
Best wishes
Ivan Png
Skype: ipng00
*
* 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/