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]
Re: st: Looping within a subset under a certain condition
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Looping within a subset under a certain condition
Date
Sun, 30 Sep 2012 10:58:56 +0100
This can't be right, if only because you are misunderstanding what the
-if- command does. Stata treats
if rep == 1
as if it were
if rep[1] == 1
See
FAQ . . . . . . . . . . . . . . . . . . . . . if command vs. if qualifier
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . J. Wernow
6/00 I have an if command in my program that only seems
to evaluate the first observation, what's going on?
http://www.stata.com/support/faqs/lang/ifqualifier.html
The context of looping over observations makes no difference here. You
probably intend
if rep[`i'] == 1
Similar comment w.r.t.
if trandate ...
where -trandate- _must_ be subscripted.
On Sun, Sep 30, 2012 at 10:18 AM, Gerard Solbrig
<[email protected]> wrote:
> That sure is correct. Please see my reply to Pengpeng on that matter. So
> far, I've only focused on getting the rep_ins indicator to work at all, but
> multiple windows for one firm is an additional concern. Ideally, a code
> would indicate for each rep = 0 case within which of these windows the
> observation's 'trandate' lies...
>
> Here's the last version of my code (without inclusion of your earlier
> suggestion and the multiple window problem):
>
> forvalues x = 1/`max' {
> summarize obs, meanonly
> local N = r(N)
> forvalues i = 1/`N' {
> if rep == 1 {
> local r = `i'
> local s = `i'+1
> forvalues z = `s'/`N' {
> if trandate >= wind_start[`r'] & trandate <=
> wind_end[`r'] {
> replace rep_ins = 1 in [`z']
> }
> else {
> replace rep_ins = 0 in [`z']
> }
> }
> }
> }
> }
> replace rep_ins = . if rep == 1
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nick Cox
> Sent: Sonntag, 30. September 2012 11:10
> To: [email protected]
> Subject: Re: st: Looping within a subset under a certain condition
>
> The other thing I wasn't clear on your rules for combining two or more
> windows for the same firm. The code example I gave just uses the overall
> range of the windows, but that would include any gaps between windows. Thus
> if a < b < c < d and there are windows [a,b] and [c,d] then the combined
> window [a, d] includes a gap [b, c].
>
> On Sun, Sep 30, 2012 at 9:56 AM, Gerard Solbrig
> <[email protected]> wrote:
>> 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.
>> *
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/