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Re: st: Differencing problem
From
Jeph Herrin <[email protected]>
To
[email protected]
Subject
Re: st: Differencing problem
Date
Thu, 27 Jun 2013 08:59:23 -0400
Can you share the output of -xtset- ?
On 6/27/2013 8:09 AM, Michael Betz wrote:
Right. Whenever I've done this before that is exactly what I would get too. Now the value of the difference for the second observation is missing in each instance. Not sure what is going on.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: Thursday, June 27, 2013 4:26 AM
To: [email protected]
Subject: Re: st: Differencing problem
Nothing obviously wrong there.
With panels length 2 what I expect is what I get, just one value of the difference for the second observation.
. set obs 10
obs was 0, now 10
. gen y = runiform()
. egen id = seq(), block(2)
. egen t = seq(), to(2)
. xtset id t
panel variable: id (strongly balanced)
time variable: t, 1 to 2
delta: 1 unit
. gen dy = d.y
(5 missing values generated)
. l
+-------------------------------+
| y id t dy |
|-------------------------------|
1. | .1369841 1 1 . |
2. | .6432207 1 2 .5062366 |
3. | .5578017 2 1 . |
4. | .6047949 2 2 .0469932 |
5. | .684176 3 1 . |
|-------------------------------|
6. | .1086679 3 2 -.575508 |
7. | .6184582 4 1 . |
8. | .0610638 4 2 -.5573944 |
9. | .5552388 5 1 . |
10. | .8714491 5 2 .3162102 |
+-------------------------------+
Nick
[email protected]
On 27 June 2013 02:56, Michael Betz <[email protected]> wrote:
. d college_
storage display value
variable name type format label variable label
------------------------------------------------------------------------------------------------------------------------------------
college_ float %9.0g
. su college_
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
college_ | 716 94970.41 257294.9 3479 3707827
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, June 26, 2013 6:53 PM
To: [email protected]
Subject: Re: st: Differencing problem
I would bet No. Show us the results of
d var
su var
Nick
[email protected]
On 26 June 2013 23:38, Michael Betz <[email protected]> wrote:
The code you sent works fine. I am using -xtset- to define the panel data. Will that make a difference?
Sergiy Radyakin
See if this works. The problem may be with the time variable. Sergiy
sysuse auto,clear
generate t=_n
tsset t
generate x=d.mpg
list mpg x
On Wed, Jun 26, 2013 at 4:20 PM, Michael Betz <[email protected]> wrote:
I am trying to use the "d." operator to get differenced observations
but am having some trouble. When I try to calculate differenced
observations using
gen newvar=d.(var)
Stata returns each observation as missing. My data has observations for each variable in each of two time periods and variation exists over the two time periods. I've used the "d." before without problems so I'm not sure what I'm missing here. Any help is appreciated.
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