I have an unbalanced panel, which contains group, where I have also generated some custom data for the entire period and sub-periods, expressed in decades. I am stuck into two things.
- I have tried to generate, as you will see in my data and code below, gaps of Διndicator1, defined as ιndicator1- indmax, and the gaps of Δggdp defined as ggdp- gdpmax , and then the ratio of (ιndicator1- indmax)/ (ggdp- gdpmax), for the entire period and for each group , and then for decades and for each group in each decade. Then putting some weight on the difference Δ, Δindocator1, Δgdp I need to get (collapse) to the weighted average for each entire period and froups , and then for each decade and for each group.
- In my model I use margins and obtain coefficients of 1-a. I need to obtain the same coefficients for the regression for the entire period and groups and by decades and by groups in the subperiods.
xtset id
tab groups, g(gropus)
gen decade= 10*floor(ts/10)
tab decade, g(decade)
foreach var of varlist decade?{
xtset id ts
xtregar ggdp l.gdp cpi u Output dummy1 dummy2 c.indicator1##c.indicator1 if `var', fe
// get the x where the minimum occurs
local x = -_b[indicator1]/(2*_b[indicator1#indicator1])
// get the y for that minimim
qui margins, at(indicator1 = `x' cpi=0 u=2 Output= 7.54e+16 dummy1=0 dummy2=0 indicator1=-4)
// the predictions are stored in the matrix r(b)
// el(r(b),1,1) extracts the cell 1,1 from the matrix r(b)
local y = el(r(b),1,1)
gen indmax_`var'= `x'
gen ggdpmax_`var'=`y'
gen indgaps_`var'=indocator1-indmax_`var'
gen gdpgaps_`var'=gdpmax-ggdpmax_`var'
gen ratio_`var'=indgaps_`var'/gdpgaps_`var'
// prepare for our plot
nlcom -_b[indicator1]/(2*_b[indicator1#indicator1])
qui margins, at(indicator1=(-16(4)29) cpi=0 u=2 Output= 7.54e+16 dummy1=0 dummy2=0 indicator1=-4)
// with scatteri we can add a point and a label to our graph
marginsplot, noci plotopts(msymbol(i)) legend(off) ///
addplot(scatteri `y' `x' (12) "(`xlab'; `ylab')") ///
ylab(,format(%9.3fc) angle(0)) ytitle("predicted gdp ") title("Predicted Marings pair")
}
tab groups, g(gropus)
gen decade= 10*floor(ts/10)
tab decade, g(decade)
foreach var of varlist decade?{
xtset id ts
xtregar ggdp l.gdp cpi u Output dummy1 dummy2 c.indicator1##c.indicator1 if `var', fe
// get the x where the minimum occurs
local x = -_b[indicator1]/(2*_b[indicator1#indicator1])
// get the y for that minimim
qui margins, at(indicator1 = `x' cpi=0 u=2 Output= 7.54e+16 dummy1=0 dummy2=0 indicator1=-4)
// the predictions are stored in the matrix r(b)
// el(r(b),1,1) extracts the cell 1,1 from the matrix r(b)
local y = el(r(b),1,1)
gen indmax_`var'= `x'
gen ggdpmax_`var'=`y'
gen indgaps_`var'=indocator1-indmax_`var'
gen gdpgaps_`var'=gdpmax-ggdpmax_`var'
gen ratio_`var'=indgaps_`var'/gdpgaps_`var'
// prepare for our plot
nlcom -_b[indicator1]/(2*_b[indicator1#indicator1])
qui margins, at(indicator1=(-16(4)29) cpi=0 u=2 Output= 7.54e+16 dummy1=0 dummy2=0 indicator1=-4)
// with scatteri we can add a point and a label to our graph
marginsplot, noci plotopts(msymbol(i)) legend(off) ///
addplot(scatteri `y' `x' (12) "(`xlab'; `ylab')") ///
ylab(,format(%9.3fc) angle(0)) ytitle("predicted gdp ") title("Predicted Marings pair")
}
[QUOTE]
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(id ts) str1 group str97 country float(ggdp dummy1) byte(dummy2 length) float(indicator1 indicator2) long gdp float(cpi u) double Output byte count 1 1990 "A" "Australia" . 1 1 3 10.999176 10.999176 571564 7.333022 6.93 1.28877e+16 26 1 1991 "A" "Australia" -5720 0 1 2 12.2 12.2 565844 3.176675 9.58 1.3296e+15 27 1 1992 "A" "Australia" 14434 0 1 2 12.2 12.2 580278 1.0122311 10.73 1.22544e+16 27 1 1993 "A" "Australia" 22666 1 1 3 17.553352 17.553352 602944 1.7536534 10.87 1.18076e+16 28 1 1994 "A" "Australia" 29533 0 1 3 19.11 19.11 632477 1.9696348 9.72 1.34421e+16 28 1 2000 "A" "Australia" . 0 1 3 28.634 28.634 798334 4.457435 6.28 1.39202e+16 30 1 2001 "A" "Australia" 20810 1 1 3 26.41307 26.54496 819144 4.4071355 6.74 1.30234e+16 31 1 2002 "A" "Australia" 33904 0 1 3 5.536341 6.908 853048 2.9815745 6.37 1.61436e+16 31 1 2003 "A" "Australia" 23667 0 1 3 5.536341 6.908 876715 2.732596 5.93 2.02622e+16 31 1 2004 "A" "Australia" 36212 1 1 3 7.350179 8.569935 912927 2.3432553 5.39 2.35621e+16 32 1 2010 "A" "Australia" . 1 1 3 6.241802 6.241802 1080050 2.91834 5.21 3.47466e+16 35 1 2011 "A" "Australia" 30676 0 0 3 5.068 5.068 1110726 3.30385 5.08 4.0027e+15 35 1 2012 "A" "Australia" 42237 0 0 3 5.068 5.068 1152963 1.7627802 5.22 4.13369e+16 35 1 2013 "A" "Australia" 24591 1 1 3 7.929047 8.248285 1177554 2.449889 5.66 3.74135e+16 37 1 2014 "A" "Australia" 30301 0 . . 15.081665 16.199 1207855 2.487923 6.08 3.47753e+16 37 2 1990 "A" "France" . 0 0 3 1.6 1.6 2081911 3.1942835 9.36 5.03813e+16 51 2 1991 "A" "France" 21822 0 0 3 1.6 1.6 2103733 3.213407 9.13 4.93537e+16 52 2 1992 "A" "France" 33646 0 1 1 1.6 1.6 2137379 2.3637605 10.21 5.2038e+15 53 2 1993 "A" "France" -13437 1 1 2 6.996447 -.8161401 2123942 2.1044629 11.32 5.80229e+16 54 2 1994 "A" "France" 50090 0 0 2 8.69136 -1.575 2174032 1.6555153 12.59 5.071e+14 54 2 2000 "A" "France" . 0 0 5 2.364474 2.797 2564959 1.67596 10.22 7.85938e+16 57 2 2001 "A" "France" 50881 0 0 5 2.364474 2.797 2615840 1.6347808 8.61 7.85391e+16 57 2 2002 "A" "France" 29704 1 1 5 -.7668521 -.7921649 2645544 1.9234123 8.7 8.75676e+16 59 2 2003 "A" "France" 21777 0 0 2 -2.9592714 -3.286 2667321 2.098472 8.31 1.03639e+17 59 2 2004 "A" "France" 75479 0 0 2 -2.950783 -3.286 2742800 2.1420896 8.91 1.0654e+16 60 2 2010 "A" "France" . 0 0 3 3.891 3.891 2904699 1.5311227 8.87 9.63052e+16 64 2 2011 "A" "France" 63691 0 0 1 3.891 3.891 2968390 2.111598 8.81 1.08307e+17 65 2 2012 "A" "France" 9295 1 1 2 -2.5410414 -2.1623123 2977685 1.9541953 9.4 9.84001e+16 67 2 2013 "A" "France" 17161 0 0 2 -6.333579 -5.608 2994846 .8637155 9.92 9.87864e+16 67 2 2014 "A" "France" 28637 0 0 2 -6.108374 -5.608 3023483 .5077588 10.29 1.04153e+17 68 3 1990 "B" "Germany" . 0 1 3 4.255927 4.029 3090684 2.6964715 4.89 . 24 3 1991 "B" "Germany" 154874 0 1 3 .5641079 -1.6926868 3245558 4.0470366 5.32 1.21946e+17 25 3 1992 "B" "Germany" 62415 0 1 3 .3835026 -1.973 3307973 5.056979 6.32 1.29671e+17 25 3 1993 "B" "Germany" -32314 0 1 3 .3835026 -1.973 3275659 4.474575 7.68 1.14872e+17 25 3 1994 "B" "Germany" 78350 1 1 4 .8169867 -1.2526814 3354009 2.693057 8.73 1.21188e+17 26 3 2000 "B" "Germany" . 0 1 4 1.9049623 2.806 3738235 1.440268 7.92 1.17777e+17 27 3 2001 "B" "Germany" 62857 0 1 4 1.9049622 2.806 3801092 1.983857 7.77 1.17577e+17 27 3 2002 "B" "Germany" -7525 1 1 4 1.283737 2.0394616 3793567 1.4208056 8.48 1.22359e+17 28 3 2003 "B" "Germany" -26559 0 1 3 -1.3254085 -1.18 3767008 1.0342277 9.78 1.50381e+17 28 3 2004 "B" "Germany" 44265 0 1 3 -1.3254085 -1.18 3811273 1.6657335 10.73 1.75373e+17 28 3 2010 "B" "Germany" . 0 1 4 1.1606808 -.05 4071113 1.1038091 6.97 2.0819e+16 30 3 2011 "B" "Germany" 159799 0 1 4 1.1606808 -.05 4230912 2.0751746 5.82 2.44939e+17 30 3 2012 "B" "Germany" 17706 0 1 4 1.1606808 -.05 4248618 2.008491 5.38 2.25506e+17 30 3 2013 "B" "Germany" 18592 1 1 4 1.1165322 .0625 4267210 1.504721 5.23 2.32201e+17 31 3 2014 "B" "Germany" 94286 0 . . .01281774 2.875 4361496 .9067979 4.98 2.37452e+17 31 4 1990 "B" "Italy" . 0 0 2 3.829138 3.66 2199474 6.456609 9.79 4.78032e+16 49 4 1991 "B" "Italy" 33838 0 1 2 3.777037 3.66 2233312 6.25 10.1 4.77836e+16 50 4 1992 "B" "Italy" 18632 1 1 1 2.615249 2.9572604 2251944 5.27059 9.33 5.49646e+16 51 4 1993 "B" "Italy" -19205 0 1 1 1.4437795 .7736538 2232739 4.6267347 10.24 4.39227e+16 52 4 1994 "B" "Italy" 48027 1 1 1 4.0116615 13.063806 2280766 4.051842 11.09 5.03757e+16 53 4 2000 "B" "Italy" . 0 1 1 5.97681 1.812674 2598506 2.5376854 10.84 7.22295e+16 58 4 2001 "B" "Italy" 50706 1 1 4 7.402936 4.7593465 2649212 2.785165 9.6 7.13962e+16 59 4 2002 "B" "Italy" 6728 0 0 4 8.534 8.534 2655940 2.465323 9.21 7.52609e+16 59 4 2003 "B" "Italy" 3682 0 0 4 8.534 8.534 2659622 2.6725554 8.87 8.79973e+16 59 4 2004 "B" "Italy" 37862 0 0 4 8.534 8.534 2697484 2.2067366 7.87 1.03212e+17 59 4 2010 "B" "Italy" . 0 0 3 -16.25 0 2680599 1.525516 8.36 1.1136e+16 62 4 2011 "B" "Italy" 18960 0 0 3 -14.330358 0 2699559 2.780633 8.36 1.24328e+17 63 4 2012 "B" "Italy" -80471 0 1 1 0 0 2619088 3.041363 10.65 1.11628e+17 64 4 2013 "B" "Italy" -48219 1 1 1 .6806767 -1.9956785 2570869 1.2199935 12.15 1.13354e+17 67 4 2014 "B" "Italy" -117 0 0 1 -1.9673892 -2.941 2570752 .24104743 12.68 1.12803e+17 68 5 1990 "C" "United Kingdom" . 0 1 3 16.809 16.809 1846210 8.063461 6.97 5.76584e+16 18 5 1991 "C" "United Kingdom" -20366 0 1 2 16.809 16.809 1825844 7.461783 8.55 5.51486e+16 18 5 1992 "C" "United Kingdom" 7323 1 1 5 13.403038 13.403038 1833167 4.5915494 9.78 5.94441e+16 19 5 1993 "C" "United Kingdom" 45655 0 1 5 12.1 12.1 1878822 2.558578 10.35 5.35544e+16 19 5 1994 "C" "United Kingdom" 72260 0 1 5 12.1 12.1 1951082 2.2190125 9.65 5.90669e+16 19 5 2000 "C" "United Kingdom" . 0 1 4 1.806 1.806 2386524 1.1829562 5.56 6.64745e+16 20 5 2001 "C" "United Kingdom" 65159 1 1 4 1.958802 1.958802 2451683 1.5323496 4.7 6.12017e+16 21 5 2002 "C" "United Kingdom" 53417 0 1 4 2.076 2.076 2505100 1.5204024 5.04 6.22673e+16 21 5 2003 "C" "United Kingdom" 83217 0 1 4 2.076 2.076 2588317 1.3765004 4.81 6.70562e+16 21 5 2004 "C" "United Kingdom" 59176 0 1 4 2.076 2.076 2647493 1.3903975 4.59 7.82735e+16 21 5 2010 "C" "United Kingdom" . 1 1 3 3.564247 3.697813 2796536 2.492655 7.79 6.99631e+16 24 5 2011 "C" "United Kingdom" 35676 0 . . 5.454876 5.670001 2832212 3.8561125 8.04 7.67414e+16 24 5 2012 "C" "United Kingdom" 40510 0 . . 5.454876 5.67 2872722 2.573235 7.88 7.59697e+16 24 5 2013 "C" "United Kingdom" 62803 0 . . 5.454876 5.670001 2935525 2.2916667 7.52 7.64401e+16 24 5 2014 "C" "United Kingdom" 84036 0 . . 5.454876 5.670001 3019561 1.45112 6.11 7.94942e+16 24 6 1990 "C" "United States" . 1 1 2 14.9 14.9 10650444 5.397956 5.6 . 24 6 1991 "C" "United States" -11531 0 1 2 14.9 14.9 10638913 4.234964 6.8 . 25 6 1992 "C" "United States" 374749 1 1 2 14.9 14.9 11013662 3.0288196 7.5 . 25 6 1993 "C" "United States" 303072 0 1 2 .0375137 .0375137 11316734 2.951657 6.9 . 26 6 1994 "C" "United States" 455928 1 1 2 -.781 -.781 11772662 2.607442 6.12 . 26 6 2000 "C" "United States" . 1 1 2 1.463 1.463 14931055 3.376857 3.99 . 29 6 2001 "C" "United States" 142493 0 1 2 5.542341 5.542341 15073548 2.826171 4.73 . 30 6 2002 "C" "United States" 255639 1 1 2 5.767 5.767 15329187 1.5860317 5.78 . 30 6 2003 "C" "United States" 428635 0 1 2 5.767 5.767 15757822 2.2700949 5.99 . 31 6 2004 "C" "United States" 607079 1 1 2 5.767 5.767 16364901 2.677237 5.53 . 31 6 2010 "C" "United States" . 1 1 2 -.36 -.36 17784695 1.6400435 9.63 . 34 6 2011 "C" "United States" 275644 0 1 2 -.36 -.36 18060339 3.1568415 8.95 . 35 6 2012 "C" "United States" 411899 1 1 2 -.36 -.36 18472238 2.0693374 8.07 . 35 6 2013 "C" "United States" 340236 0 1 2 1.298654 1.298654 18812474 1.4648327 7.37 . 36 6 2014 "C" "United States" 430387 0 1 . 1.39 1.39 19242861 1.622223 6.17 . 36 end
0 Response to Weighted average for panel groups and subperiods
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