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RE: st: issues with tsset based on more than a time variable and duplicates conflicting results
From
"Abdalla, Ahmed" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: issues with tsset based on more than a time variable and duplicates conflicting results
Date
Mon, 20 Jan 2014 17:47:15 +0000
Sorry I forgot to write that I get
. tabmiss mth if mth<1
Variable | Obs Missings Feq.Missings NonMiss Feq.NonMiss
-------------+---------------------------------------------------------------
mth | 0 0 . 0 .
. tabmiss mth if mth>12
Variable | Obs Missings Feq.Missings NonMiss Feq.NonMiss
-------------+---------------------------------------------------------------
mth | 0 0 . 0 .
Is that what you mean ?
Nick, do you think I can any more investigation to track why these results are conflicting ?
________________________________________
From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
Sent: 20 January 2014 17:43
To: [email protected]
Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results
You haven't reported on whether there are non-missing values of -mth-
other than 1 to 12, i.e. <1 and >12.
There is only one way to -tsset- panel data, with a panel identifier
and a time identifier. There is no syntax for three variables; the
-help- tells you that.
Nick
[email protected]
On 20 January 2014 17:38, Abdalla, Ahmed <[email protected]> wrote:
> I run- tabmiss firmid timeid- and -tabmiss permno yr mth- and find no missing values in both cases.
> I run again duplicates report permno yr mth-and-duplicates report firmid timeid- in the fist case, I get no duplicates, however in the second case I get 510,000 duplicates !!
>
> Can I tsset my panel based on permno yr mth, and avoid the grouping I have done?
>
>
>
> ________________________________________
> From: [email protected] <[email protected]> on behalf of Nick Cox <[email protected]>
> Sent: 20 January 2014 17:28
> To: [email protected]
> Subject: Re: st: issues with tsset based on more than a time variable and duplicates conflicting results
>
> A wild guess is to check for missing values on these variables, and
> for rogue values of -mth- (missing, <1, >12).
>
> Nick
> [email protected]
>
>
> On 20 January 2014 17:10, Abdalla, Ahmed <[email protected]> wrote:
>> Dear Statalist
>> I want to tsset my data based on permno yr mth:
>> I tried - tsset permno yr mth - I get the error message "too many varaibles specified"
>> I tried - gen firmid= group(permno)
>> gen timeid = ym(yr, mth)
>> tsset firmid timeid - I get the error " repeated time values with panel
>> So I tried to investigate my duplicates :
>> I run the command:
>> duplicates report firmid timeid
>> I get
>> copies | observations surplus
>> ----------+---------------------------
>> 1 | 2181223 0
>> 2 | 53712 26856
>> 3 | 16515 11010
>> 4 | 9556 7167
>> 5 | 5510 4408
>> 6 | 1698 1415
>> 7 | 196 168
>> 8 | 48 42
>> 9 | 18 16
>>
>> I drop my duplicates and tsset my data, it works properly. But I though to investigate the duplicates again and run this code (of course before dropping my duplicates):
>> duplicates report permno mth yr, I get:
>>
>> copies | observations surplus
>> ----------+---------------------------
>> 1 | 2268476 0
>>
>>
>> Why both duplicates drop based on firmid and timeid versus permno yr mth are different though the firm id groups permno and the timeid groups yr and mth ?
>> Is there any other way to tsset my data based on permno yr mth rather than the grouping I have done (firmid and timeid) ?
>>
>>
>> Thanks
>>
>>
>>
>>
>>
>>
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