Re: st: generate Spell Counter or Duration Variable

[Rebecca Pope <rebecca.a.pope@gmail.com>]

David,
I'm still confused. You say you give the "final" data set below. But
what you are wanting is the duration in a particular state, right?
When I look at what you pasted in, duration looks to me like a count
of # of observations in that set of "d"s, not an actual duration (i.e.
the difference between the time the firm entered the state & the time
they left). Maybe I'm misunderstanding what you're wanting...

Are we supposed to use "Duration" as you already have it to create
some other duration?

Or, is this the variable you really want & you don't know how to get
it? Here's how:
** begin **
bys id (date2): gen duration1 = cond(d==1 & d!=d[_n-1],1,cond(d==1 &
d==d[_n-1],sum(d),0))
** end **

Counting all of the 1s per firm, which gives you the number of months
in the "1" state, but not days, since your dates are (I think) the
last business day of the month:
** begin **
tempvar one duration
egen `one' = tag(id)
bys id: egen `duration' = total(d)
gen duration = `duration' if `one'
** end **

or if you don't mind destroying your data (temporarily) just
-collapse (sum) d, by(id)-

If you want to know the # of days that the firm spends in each spell
(i.e. if the gap between first 3 ones and the next is somehow
significant), then check out -tsspell-. It is my go-to command for
finding state durations & was written by Nick Cox. It is available
from SSC (-ssc install tsspell-). It will create a variable (by ID)
that indicates each distinct "spell" and when it ends. From there it
is easy to calculate start & end of each spell from your existing id,
date2, & the new spell identifier. You'll need to do some preparatory
data manipulation, but it is all pretty basic stuff.

Hope this helps,

Rebecca


On Fri, Dec 7, 2012 at 1:30 PM, David Ashcraft <ashcraftd@rocketmail.com> wrote:
> I am sorry for the confusion: -d- is the dummy variable reflecting change of state from negative to positive (0,1). The final data set would be similar to one appended below.
>
> David
>
>
> ----- Original Message -----
> From: Nick Cox <njcoxstata@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Cc:
> Sent: Friday, December 7, 2012 8:18:22 PM
> Subject: Re: st: generate Spell Counter or Duration Variable
>
> Somebody else may understand this, but I don't think this is complete.
> What's -d-, for example?
>
> Nick
>
> On Fri, Dec 7, 2012 at 4:52 PM, David Ashcraft <ashcraftd@rocketmail.com> wrote:
>> Hi Statalist,
>>
>> I wanted to generate a duration variable to determine, how long a firm remained in a specific state. the dataset is panel where T>N. The change in state of the firm is explained by a dummy variable. The duration variable as shown below capture duration of each spell. I thought of using -xi i.d- but it generate the same variable as -d-.
>>
>> id    date2  d    Duration
>> 1     16587  1     1
>> 1     16617  1     2
>> 1     16646  1     3
>> 1     16679  0     0
>> 1     16709  1     1
>> 1     16740  0     0
>> 1     16770  1     1
>> 1     16800  0     0
>> 1     16832  1     1
>> 1     16860  0     0
>> 1     16891  1     1
>>
>
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