Hi,
I'm of the opinion that a "*" operator for interaction variables is a
very useful means!
A few weeks ago we discussed such possibilities in terms of MANOVA.
This would be the solution to such problems of descriptive statistics
and further analysis.
What should be achieved? Well, I think list creation and usage in a
model command like "dummify" now.
Would be great if this functionality would be implemented!
Have nice weekend
Leon
Am 30.12.2012 13:15, schrieb Riccardo (Jack) Lucchetti:
On Sun, 30 Dec 2012, Allin Cottrell wrote:
> With regard to dummify, I'm not sure that accepting a list argument
> is a great idea, since a (single) series argument already produces a
> list result. Producing a "list of lists" seems to me on the verge of
> being out of control.
Partially OT: I'm asking myself if we should go back to an idea that
we briefly considered when we introduced operators for lists, and
ended up being put on hold.
The idea is to use the "*" operator for a specialised version of the
Cartesian product, commony known among applied economists as
"interaction" variables. To be more explicit: suppose you have two
lists, X and Y, with the only requirement that X should contain
discrete variables only. Then, the construct "X*Y" would perform what
is accomplished through the following script.
<hansl>
open keane.gdt
list X = choice status
list Y = wage educ
loop foreach j X --quiet
matrix v = values($j)
scalar n = rows(v)
loop foreach i Y --quiet
loop for k=1..n --quiet
xi = v[k]
sprintf vname "$i_$j_%d", xi
series @vname = ($j == xi)*$i
end loop
end loop
end loop
</hansl>
Note that the dummify command/function would be a special case of this
for "Y=const". I have the feeling that people working with micro data
would love this.
Thoughts?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
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