Event Study Analysis in Stata - time-series

I want to evaluate the change in a numerical variable after a certain date.
I have different companies for which the event date is the same. The data looks approximately the following:
Company
Date
Value
after_event
1
01-01-2020
xx
0
1
02-01-2020
xx
0
1
03-01-2020
xx
0
1
04-01-2020
xx
0
1
05-01-2020
xx
0
1
06-01-2020
xx
1
1
07-01-2020
xx
1
1
08-01-2020
xx
1
1
09-01-2020
xx
1
1
10-01-2020
xx
1
2
01-01-2020
xx
0
2
02-01-2020
xx
0
2
03-01-2020
xx
0
2
04-01-2020
xx
0
2
05-01-2020
xx
0
2
06-01-2020
xx
1
2
07-01-2020
xx
1
2
08-01-2020
xx
1
2
09-01-2020
xx
1
2
10-01-2020
xx
1
What I want to calculate is whether there was a change after the event date in the development of the values.
I would want to implement this in Stata and I came across the eventstudy, estudy, and eventstudy2 commands, however, I am not sure whether they are right for my case.
Can anyone help? I'm pretty new to Stata...

Related

Looping through a set of values in google sheets

I have 2 sets of data. One is tank names
Tank Name
A1
A2
B1
B2
and the next is ON/OFF Data
ON/OFF
0
0
1
1
0
1
0
1
1
0
1
0
1
Now the result I am looking is, when the ON/OFF is 1 then the first tank is to be mentioned: when it's 0, no tank to be mentioned. Once all the tanks are mentioned,then it should again start from the first tank ie A1..like this
Result expected
0
0
1 A1
1 A2
0
1 B1
0
1 B2
1 A1
0
1 A2
0
1 B1
You can check the google sheet here : https://docs.google.com/spreadsheets/d/1SP2SfA-bzzhHgfrvpyUIkeQfUykata0oHxyD-x69yxE/edit?usp=sharing
Hope to get some help to get this solved.
Thanks
You can use this formula entered in (say) D2 and pulled down:
=if(B2=1,index(A$2:A,mod(sum(B$2:B2)-1,4)+1),"")
or if you prefer, can go for an array formula entered in E2 instead:
=ArrayFormula(if(B2:B=1,vlookup(mod(sumif(row(B2:B),"<="&row(B2:B),B2:B)-1,4)+2,{row(2:5),A2:A5},2,false),""))

Where are class names stored in a machine learning dataset in Python?

I'm learning machine learning using the iris dataset on Python 3.6 with sklearn, and I don't understand where the class names that are being retrieved are stored. In Iris, there are 3 classes, and each class contains 50 observations. You can use several commands to print the classes, and their associated numerical values:
print(iris.target)
print(iris.target_names)
This will result in the output:
[0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
2 2]
['setosa' 'versicolor' 'virginica']
So as can be seen, the classes are Setosa, Versicolor, and Virginica. What I don't understand is where these class names are being stored, or how they're called upon within the model. If you use the shape command on the data, or target, the result is (150,4) and (150,) meaning there is 150 observations and 4 rows in the data, and 150 rows in the target. I am just not able to bridge the gap with my mind as to where this is coming from, however.
What I don't understand is where the class names are supposed to be stored. If I made a brand new dataset for pokemon types and had ice, fire, water, flying, where could I store these types? Would they be required to be numerical as well, like iris, with 0,1,2,3?
Sklearn uses a custom type of object to store its datasets, exactly so that they can store metadata along with the raw data.
If you load the iris dataset
In [2]: from sklearn import datasets
In [3]: iris = datasets.load_iris()
You can inspect the type of object with type:
In [4]: type(iris)
Out[4]: sklearn.utils.Bunch
You can look at the attributes inside the object with dir:
In [5]: dir(iris)
Out[5]: ['DESCR', 'data', 'feature_names', 'target', 'target_names']
And then use . notation to take a look at the attributes themselves:
In [6]: type(iris.data)
Out[6]: numpy.ndarray
In [7]: type(iris.target)
Out[7]: numpy.ndarray
In [8]: type(iris.feature_names)
Out[8]: list
If you want to mimic this for your own datasets, you will have to define your own custom object type to mimic this structure. That would involve defining your own class.

Lua more than one locals in one line

Assuming we have the following code:
local x = 1
local x, y = 2, 3
I know x will become 2 after the second line, however, does the local on the that line create a new x, or use the one before?
They will be two different local values: the first one will be shadowed and not accessible as the second one is created with the same name in the same block. Here is the information that luac -l -l (Lua 5.3) shows for this script:
main <local.lua:0,0> (4 instructions at 00697ae8)
0+ params, 3 slots, 1 upvalue, 3 locals, 3 constants, 0 functions
1 [1] LOADK 0 -1 ; 1
2 [2] LOADK 1 -2 ; 2
3 [2] LOADK 2 -3 ; 3
4 [2] RETURN 0 1
constants (3) for 00697ae8:
1 1
2 2
3 3
locals (3) for 00697ae8:
0 x 2 5
1 x 4 5
2 y 4 5
upvalues (1) for 00697ae8:
0 _ENV 1 0
The locals section shows three variables with two x that have the same end-of-scope location.

ERROR while implementing Cox PH model for recurrent event survival analysis using counting process

I have been trying to run Cox PH model on a sample data set of 10k customers (randomly taken from 32 million customer base) for predicting probability of survival in time t (which is month in my case). I am using recurrent event survival analysis using counting process for e-commerce. For this...
1. Observation starting point: right after a customer makes first purchase
2. Start/Stop times: Months of two consecutive purchases (as in the data)
I have a few independent variables as in the sample data below:
id start stop status tenure orders revenue Quantity
A 0 20 0 0 1 $89.0 1
B 0 17 0 0 1 $556.0 2
C 0 17 0 0 1 $900.0 2
D 32 33 0 1679 9 $357.8 9
D 26 32 1 1497 7 $326.8 7
D 23 26 1 1405 4 $142.9 4
D 17 23 1 1219 3 $63.9 3
D 9 17 1 978 2 $50.0 2
D 0 9 1 694 1 $35.0 1
E 0 15 0 28 2 $156.0 2
F 0 15 0 0 1 $348.0 1
F 12 14 0 375 2 $216.8 3
F 0 12 1 0 1 $67.8 2
G 9 15 0 277 2 $419.0 2
G 0 9 1 0 1 $359.0 1
While running cox PH using the following code:
fit10=coxph(Surv(start,stop,status)~orders+tenure+Quantity+revenue,data=test)
I keep getting the following error:
Warning: X matrix deemed to be singular; variable 1 2 3 4
I tried searching for the same error online but the answers I found said this could be because of interacting independent variables, whereas my variables are individual and continuous.

Does the Lua compiler optimize local vars?

Is the current Lua compiler smart enough to optimize away local variables that are used for clarity?
local top = x - y
local bottom = x + y
someCall(top, bottom)
Or does inlining things by hand run faster?
someCall(x - y, x + y)
Since Lua often compiles source code into byte code on the fly, it is designed to be a fast single-pass compiler. It does do some constant folding, but other than that there are not many optimizations. You can usually check what the compiler does by executing luac -l -l -p file.lua and looking at the generated (disassembled) byte code.
In your case the Lua code
function a( x, y )
local top = x - y
local bottom = x + y
someCall(top, bottom)
end
function b( x, y )
someCall(x - y, x + y)
end
results int the following byte code listing when run through luac5.3 -l -l -p file.lua (some irrelevant parts skipped):
function <file.lua:1,5> (7 instructions at 0xcd7d30)
2 params, 7 slots, 1 upvalue, 4 locals, 1 constant, 0 functions
1 [2] SUB 2 0 1
2 [3] ADD 3 0 1
3 [4] GETTABUP 4 0 -1 ; _ENV "someCall"
4 [4] MOVE 5 2
5 [4] MOVE 6 3
6 [4] CALL 4 3 1
7 [5] RETURN 0 1
constants (1) for 0xcd7d30:
1 "someCall"
locals (4) for 0xcd7d30:
0 x 1 8
1 y 1 8
2 top 2 8
3 bottom 3 8
upvalues (1) for 0xcd7d30:
0 _ENV 0 0
function <file.lua:7,9> (5 instructions at 0xcd7f10)
2 params, 5 slots, 1 upvalue, 2 locals, 1 constant, 0 functions
1 [8] GETTABUP 2 0 -1 ; _ENV "someCall"
2 [8] SUB 3 0 1
3 [8] ADD 4 0 1
4 [8] CALL 2 3 1
5 [9] RETURN 0 1
constants (1) for 0xcd7f10:
1 "someCall"
locals (2) for 0xcd7f10:
0 x 1 6
1 y 1 6
upvalues (1) for 0xcd7f10:
0 _ENV 0 0
As you can see, the first variant (the a function) has two additional MOVE instructions, and two additional locals.
If you are interested in the details of the opcodes, you can check the comments for the OpCode enum in lopcodes.h.
E.g. the opcode format for OP_ADD is:
OP_ADD,/* A B C R(A) := RK(B) + RK(C) */
So the 2 [3] ADD 3 0 1 from above takes the values from registers 0 and 1 (the locals x and y in this case), adds them together, and stores the result in register 3. It is the second opcode in this function and the corresponding source code is on line 3.

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