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ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise

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Author Info

  • Christopher F Baum

    ()
    (Boston College)

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-.

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File URL: http://fmwww.bc.edu/repec/bocode/o/onespell.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/o/onespell.hlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/t/tsspell.hlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S448601.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 15 Jan 2005
Date of revision:
Handle: RePEc:boc:bocode:s448601

Note: This module should be installed from within Stata by typing "ssc install onespell". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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Web: http://repec.org/docs/ssc.php

Related research

Keywords: panel data; spell; streak; run;

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