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    <p>You have generated a variable <code>time_to_event</code> which is -2 .. 2 in a window and missing otherwise. You can use <code>tsspell</code> from SSC, installed by </p> <pre><code> ssc inst tsspell </code></pre> <p>to label such windows. Windows are defined by spells or runs of observations all non-missing on that <code>time_to_event</code>: </p> <pre><code> tsspell, cond(time_to_event &lt; .) </code></pre> <p><code>tsspell</code> requires a prior <code>tsset</code> and generates three variables explained in its help. You can then renumber windows by using one of those variables <code>_seq</code> (sequence number within spell, numbered 1 up) </p> <pre><code> gen _spell2 = (_seq &gt; 0) * sum(_seq == 1) </code></pre> <p>and then label spells distinctly by using <code>country</code> and the spell identifier for each spell from <code>_spell</code>, another variable produced by <code>tsspell</code>:</p> <pre><code> egen gspell = group(country _spell) if _spell2, label </code></pre> <p>My code assumes that windows are disjoint and cannot overlap, but that seems to be one of your assumptions too. Some technique for handling spells is given by <a href="http://www.stata-journal.com/sjpdf.html?articlenum=dm0029" rel="nofollow">http://www.stata-journal.com/sjpdf.html?articlenum=dm0029</a> That article does not mention <code>tsspell</code>, which in essence is an implementation of its principles. I started explaining the principles, but the article got long enough before I could explain the program. As the help of <code>tsspell</code> is quite detailed, I doubt that a sequel paper is needed, or at least that it will be written. </p> <p>(LATER) This code also assumes that windows don't touch. Solving that problem suggests a more direct approach not involving <code>tsspell</code> at all: </p> <pre><code> bysort country (year) : gen w_id = (time_to_event &lt; .) * sum(time_to_event == -2) egen w_label = group(country w_id) if w_id, label </code></pre>
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    1. POIdentify subsequent event windows (or occurrences) for each individual
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    1. USNick Cox
    1. USNick Cox
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    1. POIdentify subsequent event windows (or occurrences) for each individual
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    1. COThanks for the lesson! The `sum(time_to_event == -2)` trick is very helpful. I'll check out your Stata Journal article, too. Thanks.
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      1. USRichard Herron
    2. COSo, can your windows overlap? Or touch?
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    3. COYes to both. I have annual events around which I define windows. The events can be in consecutive years, which creates overlapping windows. The events can also be five years apart, which creates touching windows.
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      1. USRichard Herron
 

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