Xtset string variable stata download

Stata can store numbers with differing levels of precision, as described in the table below. Due to the big amount of question and follow up related to this video. How to set the time variable for time series analysis in stata. Its best to show exactly what code you tried and what stata did or said in response. Reed college stata help changing string variables to. Use country1 instead of country in the xtset command. The panel variable used by the fe option is the panel variable set by xtset. Oftentimes stata struggles with the iterative optimization. Statas tsset in panel with two time dimensions cross.

Feb 04, 2017 the easiest way to get panel data is to download the datasets already available. If you want to create a panel dataset, you will have to make up the individuals, the time period, and other variables. Although the variable science is defined as str2, you can see from the list below that it contains just numeric values. Once you xtset your data, you need not do it again. There are repeated times within panels, which is why xtset with identifier and time variables fails. What is the difference between xtreg, re and xtreg, fe. R stores all object including data as objects and can have an arbitrary number loaded at once.

It is important to notice that outreg2 is not a stata command, it is a userwritten procedure, and you need to install it by typing only the first time ssc install outreg2. Observations with information on the same variables are stored separately. For confirmation only, the xtset result as xtset name2 date panel variable. If you have previously tsset your data by using both a panel and a time variable, these settings will be recognized by xtset, and you need not xtset your data.

Panel data analysis fixed and random effects using stata v. Stata s xtreg random effects model is just a matrix weighted average of the fixedeffects within and the betweeneffects. As you can see from the second tabulate, region2 has the numeric values 1 through 4 but retains the strings central, east, south and west as value labels. The variable mpg is a numerical variable and make is a string variable with spaces. For a list of topics covered by this series, see the introduction. With a force option, datasets containing numeric variables may also be transposed. I want to use the brandnames as the panel id variable, but obviously stata doesnt accpet a string variable as the panel id var. If a variable is a string character you should add str before the variable name not after so stata reads it as string. Panel data analysis fixed and random effects using stata. Analysis of financial data using stata yongyoonsite.

One method of converting numbers stored as strings into numerical variables is to use a string function called real that translates numeric values stored as strings into numeric values stata can recognize as such. Lets assume that you have the following list of variables. We must make a numeric variable from our string variable and xtset. Converting string dates to a numeric date difficult dates are often given in data sets as string variables e. Wherever possible, do any needed data cleaning, recoding, restructuring, variable creation, or other data management tasks before imputing. In the second syntaxxtset panelvar timevarthe data are to be a panel and the order of. Reed college stata help reshaping your data in stata. In stata, this can be done by using either gen or egen. Variable labels are very easy to use value labels are a little more complicated. Quick table for converting different dates to stata format. In the first syntaxtsset timevarthe data are set to be a straight time series. Stata provides two commands for converting string variables into numeric codes and back again.

Even so, because the variable is defined as str2, stata cannot perform any kind of numerical analysis of the variable science. A read is counted each time someone views a publication summary such as the title, abstract, and list of authors, clicks on a figure, or views or downloads the fulltext. However i would like to have the corresponding string value from variable make appear in the graph subtitle. And this is what you will see in the variables window using either method. The storage types of both panelvar and timevar must be numeric, and both variables must contain. Python is a general purpose programming language where a variable is not a column of data. For the latest version, open it from the course disk space. To be able to perform any mathematical operations, your variables need to be in a numeric format. How can i create a variable that defines a unique numbre for every brand name so i can use it as the panel id var for my paneldata. How can i quickly convert many string variables to numeric. Convert odd stata string variable to date stack overflow. To use weights with fixed effects, the ftools must be installed. The values of age age at first interview and black have been duplicated on each of the 5 records. As seen before, the list command is used to print variables from the data set to the screen.

The next step is to verify it is in the correct format. The pattern is a character string, 1 for every time unit that is present in the panel in which each observation is included and. The easiest way to get panel data is to download the datasets already available. Below i create an interaction term between x and z and a discrete version of x. Stata s statistical routines treat string variables as if every observation records a numeric missing value. You can a map a single string variable a variable in stata is an entire column in spreadsheet terms to a numeric date variable with an appropriate date function. The other useful option is string which tells stata that the the variable specified in j is a string variable. There is a command in stata called xtpoisson that is suited for running panel regressions on a poissondistributed dependent variable. Always label every variable no matter how insignificant it may seem. In many cases you can avoid managing multiply imputed data completely. The pandas package implements a kind of variable called a dataframe that acts a lot like the single dataset in stata.

Variable name and specify a value or an expression. If you ignore the panel identifier and try tsset then you have the same problem of repeated times, but multiplied. Type and run the following code in the stata command area each line separately. Statas tsset in panel with two time dimensions cross validated. Recent advances in the field of trade theory and policy analysis using microlevel data july 2012 bangkok, thailand. Sometimes, for whatever reason, stata incorrectly calls a categorical variable a string variable. The psgc is a 9digit code that represents all geographic units in the philippines from the largest region to the smallest barangay or village. The variables that are printed use anothe r instance of stata s unary operators that were first explored in.

Aug 06, 2010 i want to use the brandnames as the panel id variable, but obviously stata doesnt accpet a string variable as the panel id var. Using outreg2 to report regression output, descriptive. February 1, 1960 or 211960 in order to use stata time series commands and tsset this needs to be converted to a number that stat understands. When you xtset the data and specify delta xtset verifies. Y if you specify delta5 then a lag 1 variable is missing in all but two observations. How to do industry and year fixed effects regression in stata. Remarks xtset declares the dataset in memory to be panel data. Generate a new variable lwage equal to the lag of wage and confirm that this contains the correct values by listing some data use the break button. The command generates a scatterplot of 2x2 differenceindifference estimates and their associated weights. The second step is to replace the missing values sensibly. Declare the data to be a panel using xtset, noting that idcode is the panel variable and year is the time variable. In stata you need to convert this string variable to a date variable.

In this case country represents the entities or panels i and year represents the time variable t. The estimates of the pid effects are not consistent so. Convert string to date format in stata stack overflow. You attempted to xtset cusip, but it failed because cusip is a string variable. Before using xtreg you need to set stata to handle panel data by using the command xtset. The company code i am using contains both number and letters. This is part five of the multiple imputation in stata series. I cannot encode this variable because it has too many values. My panel variable is a concatenated 12 digit string blockgroup id and a 4 digit store id. How to set the time variable for time series analysis in. Stata using xtreg for cluster random effects models stack. It is a matrix where each column and each row has a name.

If you just specify panel and year variables, stata expects unit spacing, so lag 1 with yearly data means the previous year. Variables can be anything, a single number, a matrix, a list, a string, etc. Spreads are from a specific issuer firm and maturity eg 2, 4, etc years. A closer inspection of the variable, for the years 2000 the format changes, we need to create a new. The xtset command sets the panel variable and the time variable. Hi i am working on a set of panel data and i want to tell stata that i am working on panel data by using the command xtset. Recent advances in the field of trade theory and policy. If county is the panel identifier pid set in xtset pid time, then those are already accounted for. The following code is able to use the values in mpg to create the graph when i ignore the values in the make variable. First of all, we need to expand the data set so the time variable is in the right form. Fama and macbeth regression over 25 portfolios using asreg.

This document briefly summarizes stata commands useful in econ4570 econometrics. The easiest way to tell if this is the case is to look at the variables window. The twoway fixed effects dd model is a weighted average of all possible twogrouptwo period dd estimators. When we expand the data, we will inevitably create missing values for other variables. First some nuts and bolts about data preparation with stata. Each of the original cases now has 5 records, one for each year of the study. Learn how to change string variables into numeric variables and numeric variables into string variables in stata. Asking for a lag 1 variable is legal, but all values are missing. In our dataset, we have the variable returns as the dependent variable and size and mtb as the two independent variables.

The problem is that stata s tsset or xtreg command takes two variables to set the data structure. How can i convert string variables to numeric variables in. Instead of 5 poverty variables, we have 1, whose value can differ across. How can i fill downexpand observations with respect to. The examples shown here use stata s command tsfill and a userwritten command carryforward by david kantor to perform the two steps described. In my case no two variables uniquely identifies each observation.

The xt xt commands need to know the name of the panel variable, and some of these commands also need to know the name of the time variable. Useful stata commands for longitudinal data analysis. It is composed of in this order the 2digit region code, the 2digit province code, the 2digit municipaltiy code, and the 3digit barangay code. Specify dum to include all dummy variables with the same stem stata automatically excludes one dummy if a constant is retained in the. Generating identifier based on string variable stata. To fill second option, click on create as shown in the figure below. In this case it is used with in 15 and 9698 to limit the observations. As example, suppose we have the variables var1, var2, and var3. To convert them into a stata date, an example code is shown in the second column. In the following table, the first column shows different date formats in which the date is already recorded and brought into stata. How to prepare panel data in stata and make panel data. Herbe oth s1 and s2 can be literal strings enclosed in or names of string variables. The within estimator demean each variable by the group means and adds the global mean in order to fix the intercept such that predictions are center around the response variable mean.

If a variable is a string, the type will be str followed by some number. Stata s datamanagement commands give you complete control of all types of data. Before using xtregyou need to set stata to handle panel data by using the command xtset. For example, if you type reshape long after you have reshaped the data to be wide, stata will revert the data. The first tabulate looks identical to the tabulate done on the string variable region above. If the data are set with a panelvar only, the sort order is not changed. Before we can use the stata timeseries or paneldata capabilities, we need to convert the string date to a stata date. In our example, because the within and betweeneffects are orthogonal, thus the re produces the same results as the individual fe and be. In the example below the time variable is stored in date but it is a string variable not a date variable. You can work with byte, integer, long, float, double, and string variables. At most, but very possibly quite helpfully, you can use xtset with a panel identifier alone. You need to do this before you can use the other xt commands. R and stata are very different with regard to storing, accessing, and modifying data and variables. Installation installation using the ssc command recommended.

The command for the fama and macbeth regression would be asreg returns size mtb, fmb explanation. Spsspasw will allow you to save your data as a stata file. If the data are set with a panelvar and a timevar, xtset also sorts the data by panelvar timevar. Another option is stattransfer, a program that converts data fromto many common formats, including sas, spss, stata, and many more. A dialogue box named generatecreate a new variable will appear as shown below.

To update to the new version, type in statas command window. My problem is to convert these strings into variable names to do something like. The first case most often occurs when importing data from another source. Especially if you get any insight about statisctic in general and stata. The command for the test is xtcsd, you have to install it typing ssc install xtcsd. A time series data set may have gaps and sometimes we may want to fill in the gaps so the time variable will be in consecutive order. How can i fill downexpand observations with respect to a. Stata then remembers this information, even from a different stata session.