[Gretl-users] Re: Issue with dummify command and a head scratcher
On Fri, 20 Sep 2019, Alecos Papadopoulos wrote:
1) I have a series X characterized as discrete, with 9 unique values,
one of
them negative the other positive. When I execute
dummify X
I get all 9 dummies that the command should produce.
I found out that I can also execute
list dumXlist = dummify(X)
...but in which case the command does not produce the dummy_1,
related to the negative value, and so the dumXlist contains only 8
dummies. Note: the dummies that are produced are labelled
correctly, namely their names start from DX_2, DX_3 etc. So Gretl
tells me "I know there is one more dummy in there, but I won't
create it"... is this a bug?
Perhaps. But one would not usually expect a series that encodes a
qualitative characteristic to include negative values. It would be
easy enough to transform the source series to use only non-negative
values.
2) I was unable to determine the combination of Gretl commands that
will give
me the following:
Let X be a series, X(i), i=1,...,n. I want to create the following series
Y(i) = "the immediately smaller value than X(i) in the X series".
(If the Y series is created using a loop, I guess I can deal with what
happens when X(i) is the minimum value in the series by an "if" command)
E.g. if the X series has unique values {-3, -1, 5, 17}, then X(i) = 5
=> Y(i) = -1, X(j) = -1 => Y(j) = -3, etc.
I'm not sure what you mean by "the immediately smaller value". What
should happen if X(i-1) is not smaller than X(i)? Or if there's no
value X(i-p) that is smaller than X(i) for p >= 1? It seems to me
you need to think this through some more.
That said, you may want to use a double loop such that for each X(i)
you search backward (i-1, i-2, ..., 1) for a smaller X value to put
into Y(i), and failing that, NA. Something like this:
<hansl>
Y[1] = NA
loop i=2..n --quiet
Y[i] = NA
loop for (j=i-1; j>0; j--) --quiet
if X[j] < X[i]
Y[i] = X[j]
break
endif
endloop
endloop
</hansl>
Allin Cottrell