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: Panel Data Construction
From
Edward Crawley <[email protected]>
To
[email protected]
Subject
Re: st: Panel Data Construction
Date
Wed, 19 Jun 2013 14:05:10 +0100
Thank you for your help, after I added -sort _j Date- I got what I wanted.
However, I have one follow up question:
I will use my dataset for time-series and panel data calculations and
I want to define Jan10 and Feb10 as monthly dates to Stata. I used the
following code, but it didn't work;
generate time = date(Date,"MY")
Then, I figured out that Stata cannot understand Jan10 as a date.
Thus, I changed Jan10 and Feb10 to 01/01/2010 and 01/02/2010 and used
the following code;
generate time = date(Date,"DMY")
format time %td
Now, it is defined as 01jan2010 and 01feb2010.
My question is, since my dateset is monthly, can I transform these
dates into 2010m1 and 2010m2, which will be understood by Stata for
time-series and panel data calculations?
On Wed, Jun 19, 2013 at 1:29 PM, Nick Cox <[email protected]> wrote:
> Various solutions. Here is one that may help.
>
> input str5 Date GARP GARMV GARMB AKBP AKBMV AKBMB ISCP ISCMV ISCMB
> "Jan10" 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
> "Feb10" 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
> end
> reshape long GAR AKB ISC , i(Date) string
> rename (GAR AKB ISC) (yGAR yAKB yISC)
> rename _j which
> reshape long y, i(Date which) string
> reshape wide y , i(Date _j) j(which) string
> renpfix y
>
> There is more advanced stuff in -reshape- for handling complicated
> name patterns.
>
> Nick
> [email protected]
>
>
> On 19 June 2013 13:12, Edward Crawley <[email protected]> wrote:
>> You are right, sorry about that. When I copy them directly,
>> parentheses are automatically deleted.
>>
>> . describe
>>
>> Contains data
>> obs: 2
>> vars: 10
>> size: 70
>> -------------------------------------------------------------------------------------------------------------------------
>> storage display value
>> variable name type format label variable label
>> -------------------------------------------------------------------------------------------------------------------------
>> date str5 %9s Date
>> garp float %8.0g GAR(P)
>> garmv int %8.0g GAR(MV)
>> garmb float %8.0g GAR(MB)
>> akbp float %8.0g AKB(P)
>> akbmv int %8.0g AKB(MV)
>> akbmb float %8.0g AKB(MB)
>> iscp float %8.0g ISC(P)
>> iscmv int %8.0g ISC(MV)
>> iscmb float %8.0g ISC(MB)
>> --------------------------------------------------------------------
>>
>>
>> On Wed, Jun 19, 2013 at 12:16 AM, Nick Cox <[email protected]> wrote:
>>> Variable names in Stata cannot include parentheses. You can't keep the
>>> (). Import the "names" as variable labels in Stata, and show the
>>> result of -describe-.
>>>
>>> Nick
>>> [email protected]
>>>
>>> On 18 June 2013 21:49, Edward Crawley <[email protected]> wrote:
>>>
>>>> In Stata, Date GAR(P) GAR(MV) .... are copied as variable names to the
>>>> data editor after I copy paste from Excel.
>>>>
>>>> If I do not keep them as variable names, then variable names will be
>>>> var1 var2 ... as default and Date GAR(P) ... will be copied as values
>>>> to the first cell.
>>>>
>>>> I don't know which one is easier to manipulate.
>>>
>>> On Tue, Jun 18, 2013 at 9:34 PM, Edward Crawley <[email protected]> wrote:
>>>
>>>>> I am trying to convert my dataset to panel data, but since I am new to
>>>>> STATA I couldn't figure how to do it. My dataset is as follows;
>>>>>
>>>>> Date GAR(P) GAR(MV) GAR(MB) AKB(P) AKB(MV) AKB(MB) ISC(P) ISC(MV) ISC(MB)
>>>>> Jan10 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
>>>>> Feb10 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
>>>>>
>>>>>
>>>>> GAR, AKB, ISC are the firms' names and P=price, MV=market value,
>>>>> MB=market-to-book ratio.
>>>>>
>>>>>
>>>>> At the end, I would like to have something like this;
>>>>>
>>>>> Firm Date P MV MB
>>>>> GAR Jan10 0.53 110 1.71
>>>>> GAR Feb10 0.47 120 1.54
>>>>> AKB Jan10 0.63 230 1.95
>>>>> AKB Feb10 0.55 205 1.71
>>>>> ISC Jan10 1.7 150 4.6
>>>>> ISC Feb10 1.63 100 4.43
>>> *
>>> * 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/
>> *
>> * 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/
> *
> * 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/
*
* 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/