Add dummy variable to ids within a certain time period.

[Christian Nydal]

Hello,

I am working on a panel data where the panel variable is called ID (unbalanced) and time variable is months with gaps.

I want to make a variable that groups my time variable months and ID for a two year period. However, as I have gaps in my dataset, I cannot figure out how to group it based on dates.

As you see in the example below there is a gap between 1980m7 and 1980m9, and thus this two year period only has 23 months. However, I still want the group to change at the beginning of 1982. Anyone know a solution to this?

Months	ID	Return	Dummy variable(As I want it)
1980m1	1	-0.01	1
1980m2	1	0.014	1
1980m3	1	0.02	1
1980m4	1	0.003	1
1980m5	1	-0.0012	1
1980m6	1	-0.002	1
1980m7	1	-0.01	1
1980m9	1	0.12	1
1980m10	1	0.019	1
1980m11	1	0.017	1
1980m12	1	0.005	1
1981m1	1	0.0032	1
1981m2	1	0.00684	1
1981m3	1	0.00239	1
1981m4	1	0.00005	1
1981m5	1	-0.009	1
1981m6	1	-0.0007	1
1981m7	1	0.005	1
1981m8	1	-0.0003	1
1981m9	1	0.0078	1
1981m10	1	0.0039	1
1981m11	1	-0.0083	1
1981m12	1	-0.0099	1
1982m1	1	-0.01	2

[William Lisowski]

Here is code that seems to do what you want on your sample data.

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(Months ID Return)
240 1   -.01
241 1   .014
242 1    .02
243 1   .003
244 1 -.0012
245 1  -.002
246 1   -.01
248 1    .12
249 1   .019
250 1   .017
251 1   .005
252 1  .0032
253 1 .00684
254 1 .00239
255 1 .00005
256 1  -.009
257 1 -.0007
258 1   .005
259 1 -.0003
260 1  .0078
261 1  .0039
262 1 -.0083
263 1 -.0099
264 1   -.01
end
format %tm Months
generate year = yofd(dofm(Months))
generate Dummy = floor((year-1980)/2)+1
list, sepby(year)

. list, sepby(year) noobs

  +--------------------------------------+
  |  Months   ID   Return   year   Dummy |
  |--------------------------------------|
  |  1980m1    1     -.01   1980       1 |
  |  1980m2    1     .014   1980       1 |
  |  1980m3    1      .02   1980       1 |
  |  1980m4    1     .003   1980       1 |
  |  1980m5    1   -.0012   1980       1 |
  |  1980m6    1    -.002   1980       1 |
  |  1980m7    1     -.01   1980       1 |
  |  1980m9    1      .12   1980       1 |
  | 1980m10    1     .019   1980       1 |
  | 1980m11    1     .017   1980       1 |
  | 1980m12    1     .005   1980       1 |
  |--------------------------------------|
  |  1981m1    1    .0032   1981       1 |
  |  1981m2    1   .00684   1981       1 |
  |  1981m3    1   .00239   1981       1 |
  |  1981m4    1   .00005   1981       1 |
  |  1981m5    1    -.009   1981       1 |
  |  1981m6    1   -.0007   1981       1 |
  |  1981m7    1     .005   1981       1 |
  |  1981m8    1   -.0003   1981       1 |
  |  1981m9    1    .0078   1981       1 |
  | 1981m10    1    .0039   1981       1 |
  | 1981m11    1   -.0083   1981       1 |
  | 1981m12    1   -.0099   1981       1 |
  |--------------------------------------|
  |  1982m1    1     -.01   1982       2 |
  +--------------------------------------+

Note the use of the dataex command to present sample data in a usable format. Please review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post. See especially sections 9-12 on how to best pose your question. It's particularly helpful to copy commands and output from your Stata Results window and paste them into your Statalist post using code delimiters [CODE] and [/CODE], and to use the dataex command to provide sample data, as described in section 12 of the FAQ.

[Christian Nydal]

Thank you, this worked perfectly. And yes, will review the FAQ again.