One way I understand is to make a separate dataset for both the events and run. However, is there is anyway I could accomplish the same on this dataset ?
Additionally, if I want to run a liner regression is there is any command I could look into to restrict the regression for each event period ? So for first event run the regression until 2003 and for the second event until 2014
Any suggestions would be great. Thank you in advance
Below is my data which is in panel structure
Code:
* Example generated by -dataex-. For more info, type help dataex clear input str9 Ticker int Year str23 Industry double INBD float(ROA Size MTB LEV LOSS) "TH:2S" 1995 "Industrials" .36363636363636365 . . . . 0 "TH:2S" 1996 "Industrials" .2857142857142857 . . . . 0 "TH:2S" 1997 "Industrials" .3333333333333333 . . . . 0 "TH:2S" 1998 "Industrials" .375 . . . . 0 "TH:2S" 1999 "Industrials" .625 . . . . 0 "TH:2S" 2000 "Industrials" .26666666666666666 . . . . 0 "TH:2S" 2001 "Industrials" .375 . . . . 0 "TH:2S" 2002 "Industrials" .21428571428571427 . . . . 0 "TH:2S" 2003 "Industrials" .25 . . . . 0 "TH:2S" 2004 "Industrials" .3333333333333333 . . . . 0 "TH:2S" 2005 "Industrials" .3333333333333333 . . . . 0 "TH:2S" 2006 "Industrials" 0 .05430601 13.347824 . .4487669 0 "TH:2S" 2007 "Industrials" .23076923076923078 .0748898 13.513892 . .405519 0 "TH:2S" 2008 "Industrials" .42857142857142855 .20173776 13.234512 . .3000143 0 "TH:2S" 2009 "Industrials" 0 .1005717 13.72495 1.1260449 .3933205 0 "TH:2S" 2010 "Industrials" .2727272727272727 .06970939 13.839908 1.0841182 .43828955 0 "TH:2S" 2011 "Industrials" .4 .06131507 13.873565 .9524283 .4303303 0 "TH:2S" 2012 "Industrials" 0 .04201316 14.04106 .9658951 .5001149 0 "TH:2S" 2013 "Industrials" 0 .05576677 14.014296 1.0163808 .4338268 0 "TH:2S" 2014 "Industrials" 0 .034753945 14.002456 1.6368295 .4192463 0 "TH:A" 1995 "Property & Construction" .45454545454545453 . . . . 0 "TH:A" 1996 "Property & Construction" .5 . . . . 0 "TH:A" 1997 "Property & Construction" 0 . . . . 0 "TH:A" 1998 "Property & Construction" .25 . . . . 0 "TH:A" 1999 "Property & Construction" .13333333333333333 . . . . 0 "TH:A" 2000 "Property & Construction" .4 . . . . 0 "TH:A" 2001 "Property & Construction" .5 . . . . 0 "TH:A" 2002 "Property & Construction" .6 . . . . 0 "TH:A" 2003 "Property & Construction" .3333333333333333 .025012556 14.53853 . .6812668 0 "TH:A" 2004 "Property & Construction" 0 .04457069 15.205904 1.6980723 .6221218 0 "TH:A" 2005 "Property & Construction" 0 .0020386886 15.268938 2.07966 .6608869 0 "TH:A" 2006 "Property & Construction" .3333333333333333 .001907199 15.27291 1.964063 .6603242 0 "TH:A" 2007 "Property & Construction" 0 -.015466996 15.44163 1.918302 .7279775 1 "TH:A" 2008 "Property & Construction" .5 .005696189 15.559473 1.776193 .7537934 0 "TH:A" 2009 "Property & Construction" .46153846153846156 .09692752 15.491538 1.440211 .6395585 0 "TH:A" 2010 "Property & Construction" .42857142857142855 .07763009 15.522564 1.1848537 .5729401 0 "TH:A" 2011 "Property & Construction" .5 .013262192 15.561353 1.1070081 .57702786 0 "TH:A" 2012 "Property & Construction" 0 .013741923 15.742103 1.2696354 .6365387 0 "TH:A" 2013 "Property & Construction" 0 .0015351704 16.00987 1.7140155 .6814458 0 "TH:A" 2014 "Property & Construction" 0 .0034536426 16.29612 1.858621 .7594991 0 "TH:AA" 1995 "Industrials" .3333333333333333 -.006353655 16.525984 4.846756 .6370975 1 "TH:AA" 1996 "Industrials" 0 -.0462963 16.797165 5.059855 .7687468 1 "TH:AA" 1997 "Industrials" .3333333333333333 -.17009 17.534548 2.606452 .8492652 1 "TH:AA" 1998 "Industrials" .4166666666666667 .11416897 17.54763 .7374102 .6734178 0 "TH:AA" 1999 "Industrials" .25 -.11794188 17.270618 2.397937 .8667688 1 "TH:AA" 2000 "Industrials" .5384615384615384 .019639796 17.28194 1.632345 .8497713 0 "TH:AA" 2001 "Industrials" .2222222222222222 .006626872 17.217733 1.587646 .8325074 0 "TH:AA" 2002 "Industrials" .35714285714285715 .04131401 17.18029 1.2312752 .7847582 0 "TH:AA" 2003 "Industrials" .375 .05050331 17.203983 2.1328473 .7387649 0 "TH:AA" 2004 "Industrials" .3333333333333333 .05501763 17.133413 1.411802 .6652893 0 "TH:AA" 2005 "Industrials" 0 .064267844 17.207062 1.1283801 .5871332 0 "TH:AA" 2006 "Industrials" .2 .065511316 17.220182 1.377417 .5249598 0 "TH:AA" 2007 "Industrials" .4444444444444444 .015064287 17.167637 1.3882604 .4864591 0 "TH:AA" 2008 "Industrials" .25 . . . . 0 "TH:AA" 2009 "Industrials" .4444444444444444 . . . . 0 "TH:AA" 2010 "Industrials" .3333333333333333 . . . . 0 "TH:AA" 2011 "Industrials" .14285714285714285 . . . . 0 "TH:AA" 2012 "Industrials" 0 . . . . 0 "TH:AA" 2013 "Industrials" 0 . . . . 0 "TH:AA" 2014 "Industrials" 0 . . . . 0 "TH:AAV" 1995 "Services" .23076923076923078 . . . . 0 "TH:AAV" 1996 "Services" .375 . . . . 0 "TH:AAV" 1997 "Services" .3333333333333333 . . . . 0 "TH:AAV" 1998 "Services" 0 . . . . 0 "TH:AAV" 1999 "Services" 0 . . . . 0 "TH:AAV" 2000 "Services" .4666666666666667 . . . . 0 "TH:AAV" 2001 "Services" 0 . . . . 0 "TH:AAV" 2002 "Services" .375 . . . . 0 "TH:AAV" 2003 "Services" 0 . . . . 0 "TH:AAV" 2004 "Services" .2 . . . . 0 "TH:AAV" 2005 "Services" .5 . . . . 0 "TH:AAV" 2006 "Services" 0 . . . . 0 "TH:AAV" 2007 "Services" .375 . . . . 0 "TH:AAV" 2008 "Services" .36363636363636365 . . . . 0 "TH:AAV" 2009 "Services" .3333333333333333 -.08246704 14.541677 . 3.183686 1 "TH:AAV" 2010 "Services" 0 .413217 15.397943 . 1.514293 0 "TH:AAV" 2011 "Services" 0 .53301877 15.147836 . 1.1440629 0 "TH:AAV" 2012 "Services" .3333333333333333 .473854 17.312746 .8970968 .20764913 0 "TH:AAV" 2013 "Services" .3333333333333333 .023205843 17.620733 .6654471 .4063622 0 "TH:AAV" 2014 "Services" .3333333333333333 .003700512 17.71752 .7719533 .4542441 0 "TH:ABICO" 1995 "Agro & Food Industry" .36363636363636365 . . . . 0 "TH:ABICO" 1996 "Agro & Food Industry" .3333333333333333 . . . . 0 "TH:ABICO" 1997 "Agro & Food Industry" .25 . . . . 0 "TH:ABICO" 1998 "Agro & Food Industry" .4444444444444444 . . . . 0 "TH:ABICO" 1999 "Agro & Food Industry" .23076923076923078 . . . . 0 "TH:ABICO" 2000 "Agro & Food Industry" .3333333333333333 -.4316369 14.122723 . 2.2422733 1 "TH:ABICO" 2001 "Agro & Food Industry" .2727272727272727 .2456064 14.19583 . 1.2081953 0 "TH:ABICO" 2002 "Agro & Food Industry" .36363636363636365 -.13187617 14.014474 . 1.4432036 1 "TH:ABICO" 2003 "Agro & Food Industry" 0 -.20122433 13.85465 . 1.7235887 1 "TH:ABICO" 2004 "Agro & Food Industry" .5 -1.2570164 13.76754 . 3.056561 1 "TH:ABICO" 2005 "Agro & Food Industry" .2 2.2142339 13.705672 . .929168 0 "TH:ABICO" 2006 "Agro & Food Industry" .3333333333333333 .04549691 13.680099 . .9444808 0 "TH:ABICO" 2007 "Agro & Food Industry" .45454545454545453 .14073876 13.111873 . 1.5902317 0 "TH:ABICO" 2008 "Agro & Food Industry" 0 -.07876977 12.94573 . 1.7910005 1 "TH:ABICO" 2009 "Agro & Food Industry" .3333333333333333 .11251536 13.14271 . 1.2879436 0 "TH:ABICO" 2010 "Agro & Food Industry" 0 .05981953 13.178632 . 1.1793016 0 "TH:ABICO" 2011 "Agro & Food Industry" 0 .1542739 13.224712 . .9512552 0 "TH:ABICO" 2012 "Agro & Food Industry" .3 .22630814 13.71115 . .5845832 0 "TH:ABICO" 2013 "Agro & Food Industry" .3 .1281038 13.741155 . .54510576 0 "TH:ABICO" 2014 "Agro & Food Industry" .3 .10894921 13.825327 . .4710184 0 end format %ty Year
0 Response to Creating Dummy Variable for Two Events in Dataset and Restricting Regression by Time Period
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