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RE: st: Looping within a subset under a certain condition
From
"Gerard Solbrig" <[email protected]>
To
<[email protected]>
Subject
RE: st: Looping within a subset under a certain condition
Date
Sun, 30 Sep 2012 10:56:18 +0200
My bad, sorry! Of course, the observation 5apr2004 should not be considered
in the window, as it lies outside of the range between 'wind_start' and
'wind_end'. Despite, it seems you've understood my problem correctly.
I'll try to incorporate your suggestion into a solution and see whether it
helps finding a solution. I will post an update on the matter later.
Thanks so far!
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Sonntag, 30. September 2012 01:13
To: [email protected]
Subject: Re: st: Looping within a subset under a certain condition
I had another look at this. I still don't understand your problem exactly
(e.g. why is the second obs at 5apr2004 considered in window), but the
technique here may help.
egen first_start = min(wind_start), by(firm_id) egen last_end =
max(wind_end), by(firm_id)
gen in_window = inrange(date, first_start, last_end)
egen all_0_in_window = min(in_window) if rep == 0, by(firm_id)
On the last line: on all <=> min, any <=> max, see
FAQ . . Creating variables recording whether any or all possess some
char.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J.
Cox
2/03 How do I create a variable recording whether any
members of a group (or all members of a group)
possess some characteristic?
http://www.stata.com/support/faqs/data/anyall.html
Nick
On Fri, Sep 28, 2012 at 9:45 PM, Gerard Solbrig
<[email protected]> wrote:
>
> I'm encountering a problem for which I seek your help.
>
> Let me start off with an example from my data (what I want it to look
> like in the end), before I explain my particular problem.
>
> firm_id date rep wind_start wind_end
> rep_ins
>
> firm1 01jan2000 0 . .
> 0
> firm1 05apr2004 0 . .
> 1
> firm1 01nov2004 1 05may2004 30may2005
> .
> firm1 10dec2004 0 . .
> 1
> firm1 01jan2006 0 . .
> 0
> firm2 30dec1999 1 03jul1999 27jul2000
> .
> firm2 05jan2000 1 09jul1999 02aug2000
> .
> firm2 06jun2000 0 . .
> 1
>
> Each firm in my data has a 'firm_id'. Variable 'date' refers to an
> event date. The 'rep' dummy indicates the type of event.
> I set 'wind_start' and 'wind_end' as period around the event
> (-180days,+210days), in case it's a rep = 1 type event.
>
> Now, I would like the 'rep_ins' dummy to indicate (i.e., rep_ins = 1),
> whether the date of all other observations of this firm (where rep =
> 0) lies within the range determined by 'wind_start' and 'wind_end'
> (which is conditional upon the 'rep' dummy).
>
> I've come across looping over observations and tried to design a
> solution for this problem based on that, but failed to do so. I assume
> the solution also depends on sorting the data in a special way.
>
> Here's the first part of my .do-file:
>
> gen wind_start = date-180 if rep == 1
> gen wind_end = date+210 if rep == 1
> format wind_start %d
> format wind_end %d
> gsort +cusip6 +date +trandate
> gen rep_ins = 0 if rep != 1
>
> I tried to come up with a solution by adding variables 'per_start' and
> 'per_end' for all rep = 0:
>
> gen per_start = date-180 if rep == 0
> gen per_end = date+180 if rep == 0
> format per_start %d
> format per_end %d
>
> To mark the period within which the rep = 1 event can lie. Maybe this
> could contribute to finding a solution as well.
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