How to run a function for each id (in unbalanced panel data).

Hello,

I am brand new in matlab, and I would like to run a function (user-written) for each id in a unbalanced panel database (N x T) .

The function is the Shanken correction (1992) to get EIV-bias free estimates. What I am struggling with is to loop the function for every id. Or the otherway around, to split the data by id to run the function in each split?

Any ideas how to deal with this?

[Stephane Dauvillier]

Hi Ricardo,

I'm not sure I've understood your question.

If you want to apply a function for each value of identification, for example if you have an id vector and a vector of exapense and you want to compute the have the sum of expense you can use the function splitapply.

id = [ 1; 2; 1; 1; 2; 3];

expense = [10; 5;20; 8;90;88];

sumPerId = splitapply( @sum, expense, id) ;

% sumPerId will be equal 10+20+8 = 38 for id1

% 5+90 = 95 for id2

% 88 = 88 for id3

Is this what you want to do ?