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  • Dummy variable for panel data based on data from previous years

    Hello all,

    I have a question regarding the generation of a dummy variable for my panel study. For the calculation of a model (Ohlon's O-score), I need to generate a dummy variable that equals one if a firm had a net loss for the last 2 years. I.e. the variable net income (ni) has been negative the last 2 years for a specific firm.
    Firms get identified by gvkey. How could I generate such a dummy?


    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input long gvyear int gvkey long datadate int fyear double ni
    10452013 1045 20131231 2013  -1834
    10452014 1045 20141231 2014  -2882
    10452016 1045 20161231 2016   2676
    10752010 1075 20101231 2010 350.05
    10752011 1075 20111231 2011 339.47
    10752012 1075 20121231 2012 381.54
    end
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