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Re: RE: st: Looping within a subset under a certain condition
From
"smztsmzt" <[email protected]>
To
"statalist"<[email protected]>
Subject
Re: RE: st: Looping within a subset under a certain condition
Date
Sun, 30 Sep 2012 21:28:47 +0800
Hi Gerard,
I would suggest that you could set a Flag variable (boolean type: 0 / 1) to stop the loop when it finds your -trandate- and changes from 0 to 1 or 1 to 0.
Hope it could be useful.
Best wishes,
Pengpeng
发件人：Gerard Solbrig
发送时间：2012-09-30 21:07
主题：RE: st: Looping within a subset under a certain condition
收件人："statalist"<[email protected]>
抄送：
(in reference to my mails before, concerning your and my code)
I have given this some thought, why -rep_ins- is set to 0 for all
observations, using your code.
The loop runs over all rep = 1 cases and looks into whether the -trandate-
lies within the range of each rep = 1 case.
In case of multiple rep = 1 cases with very different dates, it might find
one rep = 1 case in which's range the current rep = 0 observation's
-trandate- lies. But the loop does not stop there, if it does find one.
It keeps on going and due to the sorting of dates, it inevitably finds a
later rep = 1 case, for which its -trandate- lies outside of the range and
changes -rep_ins- to 0.
Is there a way to tell the loop: stop as soon as you find that your
-trandate- lies in the range of a (or any) rep = 1 case and jump on to the
next rep = 0 case? If not, a loop might not even be the approach to this
problem...
Gerard
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Sonntag, 30. September 2012 12:48
To: [email protected]
Subject: Re: st: Looping within a subset under a certain condition
Should be
sort firm rep trandate
Sorry!
On Sun, Sep 30, 2012 at 11:27 AM, Nick Cox <[email protected]> wrote:
> You are not showing me the complete line you typed, so I can't tell
> you what was wrong exactly.
>
> More positively, here is a stab at your problem, but I haven't tested the
code.
>
> sort firm trandate rep
>
> gen long obsno = _n
>
> * assume all are in some window; will change our mind if we find an
> exception gen all_in_a_window = 1
>
> * numeric ids 1 2 3 ... are just a convenience for looping egen
> firm_numid = group(firm_id) su firm_numid, meanonly
>
> * loop over firms
> forval f = 1/`r(max)' {
>
> * within each firm, which cases have rep == 0 su obsno if firm_numid
> == `f' & rep == 0, meanonly local z1 = r(min) local z2 = r(max)
>
> * ditto, rep == 1
> su obsno if firm_numid == `f' & rep == 1, meanonly local o1 = r(min)
> local o2 = r(max)
>
> * look at each case of rep == 0
> forval i = `z1'/`z2' {
> local allin = 1
>
> * we use the -trandate[`i'] and compare it with the
> windows for each case of rep == 1
> * note the crucial ! [!!!]
> forval o = `o1'/`o2' {
> if !inrange[trandate[`i'], win_start[`o'], win_end[`o']) {
> local allin = 0
> }
> }
>
> if `allin' == 0 replace all_in_window = 0 in `i'
> }
>
> }
>
> Nick
>
> On Sun, Sep 30, 2012 at 11:17 AM, Gerard Solbrig
> <[email protected]> wrote:
>> I understand. That's what I did in an earlier version of the loop,
>> where I subscripted both, -rep- and -trandate- in my loop, but then Stata
returned:
>>
>> '[' invalid obs no
>> r(198);
>>
>> Why is that? That's why I got rid of it in the first place. But
>> without the subscript, the loop does not seem to finish running.
>>
>>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of Nick Cox
>> Sent: Sonntag, 30. September 2012 11:59
>> To: [email protected]
>> Subject: Re: st: Looping within a subset under a certain condition
>>
>> 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.
>>>> *
*
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