Variance over time by industry (variable)

Hugo Rocha

Join Date: Feb 2021
Posts: 288

#31

16 Jun 2022, 14:12

Originally posted by Clyde Schechter View Post

Well, again, with the example data you show, I can't say anything because only tech intensity 1 was included.

I can speculate on one possibility here: did any of the industries change their tech_intensity during the time covered by your data?

No, tech_intensity does not change. It is a categorization by industry. I am sorry for lack of clarity (I have been working for days on this). Here I made a dataex that includes all tech_intensities (0,1,2,and 3)

dataex country year isic tech_intensity ly ly0 if inrange(tech_intensity,0,3)&inrange(year,2005, 2015)

----------------------- copy starting from the next line -----------------------

Code:

 * Example generated by -dataex-. To install: ssc install dataex
clear
input float(country year) str2 isic float(tech_intensity ly ly0)
8 2005 "25" 2         . .
8 2005 "15" 1  9.174892 .
8 2005 "34" 3         . .
8 2005 "23" 2         . .
8 2005 "27" 2  8.877486 .
8 2005 "26" 2  9.165288 .
8 2005 "28" 2         . .
8 2005 "29" 3         . .
8 2005 "17" 1  8.107668 .
8 2005 "16" 1  8.674198 .
8 2005 "36" 1  8.784379 .
8 2005 "18" 1         . .
8 2005 "24" 3  9.196191 .
8 2005 "33" 3         . .
8 2005 "21" 1   8.79726 .
8 2005 "37" 1   8.18774 .
8 2005 "30" 3  9.342433 .
8 2005 "D"  0  8.752485 .
8 2005 "22" 1         . .
8 2005 "31" 3         . .
8 2005 "35" 3         . .
8 2005 "32" 3         . .
8 2005 "19" 1  8.277926 .
8 2005 "20" 1  8.849541 .
8 2006 "18" 1         . .
8 2006 "23" 2         . .
8 2006 "35" 3         . .
8 2006 "20" 1  9.023343 .
8 2006 "30" 3  9.299294 .
8 2006 "25" 2         . .
8 2006 "19" 1  8.241632 .
8 2006 "26" 2  9.516461 .
8 2006 "31" 3         . .
8 2006 "21" 1   8.82428 .
8 2006 "17" 1   8.23846 .
8 2006 "16" 1  8.447207 .
8 2006 "24" 3  9.661639 .
8 2006 "36" 1  8.930182 .
8 2006 "22" 1         . .
8 2006 "D"  0  8.913329 .
8 2006 "34" 3         . .
8 2006 "33" 3         . .
8 2006 "29" 3         . .
8 2006 "27" 2  9.018044 .
8 2006 "15" 1  9.137696 .
8 2006 "32" 3         . .
8 2006 "37" 1  7.717688 .
8 2006 "28" 2         . .
8 2007 "19" 1  8.370808 .
8 2007 "24" 3  9.750332 .
8 2007 "17" 1  8.409211 .
8 2007 "37" 1  9.312456 .
8 2007 "35" 3         . .
8 2007 "D"  0  9.029097 .
8 2007 "27" 2  9.327883 .
8 2007 "20" 1   9.18335 .
8 2007 "21" 1  8.907958 .
8 2007 "31" 3         . .
8 2007 "32" 3         . .
8 2007 "29" 3         . .
8 2007 "36" 1  9.056653 .
8 2007 "22" 1         . .
8 2007 "34" 3         . .
8 2007 "33" 3         . .
8 2007 "30" 3  9.170712 .
8 2007 "18" 1         . .
8 2007 "15" 1   9.21706 .
8 2007 "25" 2         . .
8 2007 "16" 1  8.640269 .
8 2007 "26" 2  9.669967 .
8 2007 "28" 2         . .
8 2007 "23" 2         . .
8 2008 "34" 3         . .
8 2008 "31" 3         . .
8 2008 "15" 1  9.405575 .
8 2008 "28" 2         . .
8 2008 "23" 2         . .
8 2008 "16" 1  8.172178 .
8 2008 "24" 3  9.657327 .
8 2008 "25" 2         . .
8 2008 "21" 1  9.114664 .
8 2008 "30" 3  9.624946 .
8 2008 "22" 1         . .
8 2008 "37" 1  9.345357 .
8 2008 "18" 1         . .
8 2008 "17" 1  8.583404 .
8 2008 "29" 3         . .
8 2008 "19" 1  8.513551 .
8 2008 "35" 3         . .
8 2008 "27" 2  9.807195 .
8 2008 "32" 3         . .
8 2008 "33" 3         . .
8 2008 "20" 1  9.334168 .
8 2008 "26" 2 10.062464 .
8 2008 "D"  0  9.271868 .
8 2008 "36" 1  9.185334 .
8 2009 "29" 3         . .
8 2009 "18" 1         . .
8 2009 "28" 2         . .
8 2009 "33" 3         . .
end

Also, here is the classification:

Code:

 tab isic if tech_intensity==3

       isic |      Freq.     Percent        Cum.
------------+-----------------------------------
         24 |      2,678       12.50       12.50
         29 |      2,678       12.50       25.00
         30 |      2,678       12.50       37.50
         31 |      2,678       12.50       50.00
         32 |      2,678       12.50       62.50
         33 |      2,678       12.50       75.00
         34 |      2,678       12.50       87.50
         35 |      2,678       12.50      100.00
------------+-----------------------------------
      Total |     21,424      100.00

Code:

 tab isic if tech_intensity==1

       isic |      Freq.     Percent        Cum.
------------+-----------------------------------
         15 |      2,678       10.00       10.00
         16 |      2,678       10.00       20.00
         17 |      2,678       10.00       30.00
         18 |      2,678       10.00       40.00
         19 |      2,678       10.00       50.00
         20 |      2,678       10.00       60.00
         21 |      2,678       10.00       70.00
         22 |      2,678       10.00       80.00
         36 |      2,678       10.00       90.00
         37 |      2,678       10.00      100.00
------------+-----------------------------------
      Total |     26,780      100.00

Code:

 tab isic if tech_intensity==2

       isic |      Freq.     Percent        Cum.
------------+-----------------------------------
         23 |      2,678       20.00       20.00
         25 |      2,678       20.00       40.00
         26 |      2,678       20.00       60.00
         27 |      2,678       20.00       80.00
         28 |      2,678       20.00      100.00
------------+-----------------------------------
      Total |     13,390      100.00.

Code:

 tab isic if tech_intensity==0

       isic |      Freq.     Percent        Cum.
------------+-----------------------------------
          D |      2,678      100.00      100.00
------------+-----------------------------------
      Total |      2,678      100.00

Yet I find the inconsistency. Or Am not understanding something? I do apologize for the insistence but I've been thinking a lot about this and find no solution. the standard deviation of Ly0 in 2015 should equal the standard deviation for ly in 2005...

Code:

 tabstat ly0 ly if year==2005 & ly0!=. & ly!=., by(tech_intensity) statistics(sd) format(%9.3f)

Summary statistics: sd
  by categories of: tech_intensity 

tech_intensity |       ly0        ly
---------------+--------------------
             0 |     1.156     1.076
             1 |     1.238     1.200
             2 |     1.307     1.326
             3 |     1.167     0.966
---------------+--------------------
         Total |     1.246     1.195

------------------------------------

Code:

 tabstat ly0 ly if year==2015 & ly0!=. & ly!=., by(tech_intensity) statistics(sd) format(%9.3f)

Summary statistics: sd
  by categories of: tech_intensity 

tech_intensity |       ly0        ly
---------------+--------------------
             0 |     1.075     0.870
             1 |     1.237     1.024
             2 |     1.345     1.050
             3 |     1.113     0.955
---------------+--------------------
         Total |     1.259     1.037

------------------------------------

Last edited by Hugo Rocha; 16 Jun 2022, 14:53.

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