Create observations that count

[Philipp Grab]

Dear experts,

I want to create a data set that has for variable i the numbers from 1 to 156 (counting basically), then for each variable i I want to create variable j that has 35 new observations (counting from 1 to 35) and last for each variable j I want 75 new observations (counting from 1 to 75).
Put differently: I want to create variable X_ijt that counts from i (1 to 156), from j (1 to 35), from t (1 to 75), so that I have only unique X combinations of these variables. e.g. X₁₁₁, X₁₁₂, X₁₁₃, ... , X₁₂₁, X₁₂₂, ... , X_{156 35 75}

I tried with the following code, but it does not work... how can I achieve this?

set obs 409500
egen i = seq(), f(1) t(156) b(2625)
egen j = seq(), f(1) t(35) b(11700)
egen t = seq(), f(1) t(75)  b(5460)

Thanks in advance!

[Mike Lacy]

The following does what I think you want:

clear
set obs 156
gen int i = _n
expand 35
bysort i: gen int j = _n
expand 75
bysort i j: gen int t = _n

[Philipp Grab]

The following does what I think you want:

clear
set obs 156
gen int i = _n
expand 35
bysort i: gen int j = _n
expand 75
bysort i j: gen int t = _n

Thank you! That actually helped creating my matrix.

I have the following regression equation:
Y_ijt = alpha + beta * X_it-1 + gamma * Y_ijt-1 + delta * fixed effects_ijt

i is company, j is industry and t is quarter.

I have an unbalanced data set. How can I set up a new panel data structure that fills missing observations with zeros. With my earlier question, I tried to set up the matrix manually and my next step would be to try insert my existing data into this matrix. Is there an easy way to do this?

My dataex.

* Example generated by -dataex-. To install: ssc install dataex
clear
input double Yijt float(Yijt-1 Xit-1)
               150     0     0
290     0     0
               220     0     100
               150     0     0
              87.5     0     0
               255     0     -300
               115     0     0
               400     0     0
               175     0     0
               175     0     0
              21.7     0     0
             110.6     0     0
                94     0     0
                60     0     0
                20     0     0
                30     0     0
              71.6     0     0
                84     0     0
               135     0     0
                32     0     0
                10     0     0
               410     0     0
              27.5     0     250
                24     0     0
                39     0     0
                75     0     0
                28     0     0
                31     0     0
               535     0     0
              16.5     0     0
               180     0     0
               145   180     0
              48.5     0     0
                35     0     0
               696     0     0
               340     0     0
                32     0     0
               645     0     100
                80     0     0
                35     0     100
               400     0     0
                30     0     0
               135     0     0
                35     0     0
               350     0     0
               550     0     0
               250     0     0
               525     0     0
             540.4   525     0
               490     0     0
               225     0     0
               140     0     0
               150     0     0
               115     0     0
               290     0     0
             109.5     0     0
               160     0     0
              2600     0     0
               200  2600     0
              2760     0     0
               200     0     0
               425     0     0
               330     0   -50
               325     0     0
               370     0 -1955
                50     0   575
                60     0     0
               300     0     0
               415     0     -300
               715     0     0
               125     0     0
               375   125     0
               536     0     0
               300   536  -525
               420     0     0
               530     0     0
               720     0     0
               110     0     0
             554.5     0     0
              1075     0     0
             533.7  1075     0
               175 533.7     0
               475   175     0
               576     0     0
               657     0     0
               470     0     0
               100     0     0
               125     0     0
               255     0     0
               150     0     0
               200     0     -300
              1500     0     0
               157     0     -300
                50     0     0
               365     0     0
               330     0     0
               565   330     0
               400     0     0
               425     0     0
               775     0     0
end

Thanks in advance!