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Re: st: Sorting data in deciles and then regressing and storing coefficients. (Looping)


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Sorting data in deciles and then regressing and storing coefficients. (Looping)
Date   Thu, 11 Jul 2013 12:11:01 +0100

Some further details:

> 1. I am using -xtile-. Typing -which xtile- in Stata shows me:
> *! version 3.1.6  04feb2013
> Yet typing -which _gxtile- gives me:
>
> *! _gxtile version 1.2 UK 08 Mai 2006
>
> What would be the difference here as I don't know.

-which xtile- shows which version of the -xtile- command you are
using. The -xtile- command is defined by an .ado file and is part of
official Stata.

-which _gxtile- shows which version of an -xtile()- function for
-egen- you are using. The -xtile()- function is also defined by an
.ado file. The arcane detail here is that -egen- expects its functions
to be defined by programs whose names become with the letters "_g".
(Using that prefix for programs for other purposes remains possible.)
This function is accessible to you only become you or somebody else
downloaded it from SSC as part of the -egenmore- package. It is
documented under -help egenmore-.

> -egen portfolio = rowtotal( portfolio_1964 portfolio_1965 portfolio_1966
> portfolio_1967 portfolio_1968 portfolio_1969 portfolio_1970 portfolio_1971
> portfolio_1972 portfolio_1973 portfolio_1974 portfolio_1975 portfolio_1976
> portfolio_1977 portfolio_1978 portfolio_1979 portfolio_1980 portfolio_1981
> portfolio_1982 portfolio_1983 portfolio_1984 portfolio_1985 portfolio_1986
> portfolio_1987 portfolio_1988 portfolio_1989 portfolio_1990 portfolio_1991
> portfolio_1992 portfolio_1993 portfolio_1994 portfolio_1995 portfolio_1996
> portfolio_1997 )-
> -drop portfolio_1964 portfolio_1965 portfolio_1966 portfolio_1967
> portfolio_1968 portfolio_1969 portfolio_1970 portfolio_1971 portfolio_1972
> portfolio_1973 portfolio_1974 portfolio_1975 portfolio_1976 portfolio_1977
> portfolio_1978 portfolio_1979 portfolio_1980 portfolio_1981 portfolio_1982
> portfolio_1983 portfolio_1984 portfolio_1985 portfolio_1986 portfolio_1987
> portfolio_1988 portfolio_1989 portfolio_1990 portfolio_1991 portfolio_1992
> portfolio_1993 portfolio_1994 portfolio_1995 portfolio_1996 portfolio_1997-

Should be replaceable with

egen portfolio = rowtotal(portfolio_1???)

or

egen portfolio = rowtotal(portfolio_*)

Nick
[email protected]

On 11 July 2013 11:16, C. Evans <[email protected]> wrote:

>
> This was because the command created portfolios for all of the years in my
> dataset which was 1964 to 1997. I just wanted one variable to display all of
> the portfolio numbering and as such used -rowtotal- and then dropped the
> other portfolio variables.
>
> Thanks again for all the help with this problem,
> Chris
>
>
> On Jul 10 2013, Nick Cox wrote:
>
>> 1. The version of -xtile()- on SSC is
>>
>> *! _gxtile version 1.2 UK 08 Mai 2006
>>
>> Your version statement must refer to something else.
>>
>> 2. -rowtotal()- is part of -egen-, i.e. part of official Stata.
>>
>> 3. The command
>>
>> egen portfolio = rowtotal()
>>
>> isn't legal. Please say what you did use to get better advice.
>>
>> Nick
>> [email protected]
>>
>> On 10 July 2013 18:06, C. Evans <[email protected]> wrote:
>>>
>>>
>>> Jeph, thanks for the suggestion it solved my problem (suggestion can be
>>> seen below). My version of -xtile()- which can be found in -egenmore- SSC.
>>> Is : version 3.1.6 04feb2013 . I'm using Stata 12.1. My aim was to create 10
>>> 'portfolios' a year based on -size- . Jeph's code and then -rowtotal()-
>>> solves this.
>>>
>>> The output that the command produced is below. I then used:
>>>
>>> egen portfolio = rowtotal()
>>>
>>> which is also from -egenmore- (SSC). -sample()- as I suggested earlier
>>> was not needed. -sample()- was just to reduce the number of observations by
>>> drawing a random sample from my dataset and using that instead of the full
>>> dataset.
>>>
>>>
>>>          id year size por~1964 por~1965 por~1966 por~1967.... |
>>>
>>> |----------------------------------------------------------------------|
>>>    1. | 10006 1964 219303.1 8 . . . |
>>>    2. | 10006 1965 249306.1 . 8 . . |
>>>    3. | 10006 1966 272942.9 . . 8 . |
>>>    4. | 10006 1967 277828.9 . . . 7 |
>>>    5. | 10006 1968 291790.6 . . . . |
>>>
>>> |----------------------------------------------------------------------|
>>>    6. | 10006 1969 289380.5 . . . . |
>>>    7. | 10006 1970 244459.8 . . . . |
>>>    8. | 10006 1971 297727.2 . . . . |
>>>    9. | 10006 1972 267790.8 . . . . |
>>>   10. | 10006 1973 256238.1 . . . . |
>>>
>>> |----------------------------------------------------------------------|
>>>   11. | 10006 1974 240341.8 . . . . |
>>>   12. | 10006 1975 230729.7 . . . . |
>>>   13. | 10006 1976 285526.4 . . . . |
>>>   14. | 10006 1977 304096.8 . . . . |
>>>   15. | 10006 1978 291149.2 . . . . |
>>>
>>> Thanks for all of the help,
>>> Chris
>
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