Abstract:
onespell produces a subset of a panel data set in which all observations on varlist are non-missing and contiguous in the time dimension. If a panel unit contains more than one such subset, the longest "spell" is retained. Although performing this operation for a single variable of interest is fairly straightforward, this routine deals with a more challenging task: generating the single longest spell in a listwise fashion, across a set of variables. This applies the same logic as does, e.g., regress: an observation with a missing value in any variable will be deleted from the regression sample. Some matrix software (e.g., DPD for Ox) requires that panel data be organized in this fashion, with each unit appearing as a single contiguous block of non-missing observations. onespell will produce such a dataset, which after conversion to Stata version 6 format (by, e.g., Stat/Transfer) may be read directly by Ox. The routine has been tested with the latest version of Ox (3.40) and the DPD package (1.21). The routine makes use of N.J. Cox's -tsspell-.
Language: Stata Requires: Stata version 8.2 Keywords:panel data; spell; streak; run (search for similar items in EconPapers) Date: Written 2005-01-15 Note: This module may be installed from within Stata by typing "ssc install onespell". Windows users should not attempt to download these files with a web browser.
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().
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