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Re: st: RE: Decile sorts


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Decile sorts
Date   Thu, 09 Nov 2006 18:45:49 -0500

Maybe I'm missing something, but why not:

foreach X of varlist c1* {
   xtile deciles=`X', n(10)
   bys deciles: egen R`X'=mean(`X')
}

?

hth,
Jeph


Nick Cox wrote:
Various comments sprinkled here and there. You may have
strong reasons to use these decile bins, but binning strikes me as, usually, at best a means towards an end (or perhaps ends towards some means). Some nonparametric
regression might do more justice to the data.
Also, you are mixing two naming conventions 1...10 and 10...90. Just use one.
Nick n.j.cox@durham.ac.uk
Thomas Erdmann

I am trying to sort my observations into deciles according to one attribute
and afterwards calculating the average of another attribute of those ten groups.

Please find the code I came up with below [lines with ... are omitted], yrm is the time variable (YearMonth)

(1) As far as I can tell it works out, but a) it's a lot of code and
b)produces a lot of variables and c)generating the output is rather awkward.

Could you give me hints on how to implement a smarter solution or if there
are any errors in the way the calculation is carried out currently?

*** Generate Percentiles
sort yrm 	
	foreach X of varlist c1* {
	by yrm: egen p10_`X'= pctile(`X'), p(10.0)
	by yrm: egen p20_`X'= pctile(`X'), p(20.0)
	by yrm: egen p30_`X'= pctile(`X'), p(30.0)
	...
	by yrm: egen p90_`X'= pctile(`X'), p(90.0)
	}
This is two loops rolled out into one.
sort yrm foreach X of varlist c1* { forval i = 10(10)90 { by yrm : egen p`i'_`X' = pctile(`X'), p(`i') }
}

*** Sort into Percentile groups
foreach X of varlist c1* {
gen G_`X'=1 if `X'<p10_`X' & `X'~=.
replace G_`X'=2 if `X'>p10_`X' & `X'<p20_`X' ... replace G_`X'=9 if `X'>p80_`X' & `X'<p90_`X' replace G_`X'=10 if `X'>p90_`X' & `X'~=.
}
Similar story with boundary conditions.
foreach X of varlist c1* {
gen byte G_`X' = `X' < p10_`X'
forval i = 2/9 { local j = 10 * `i' replace G_`X' = `i' if `X' < p`j'_`X' & G_`X' == 0 }
replace G_`X' = cond(`X' == ., ., 10) if G_`X' == 0 }


*** Calculate return mean for each group
sort yrm
	foreach X of varlist G* {
	by yrm: egen R1`X'= mean(c1ds_ri) if `X'==1
	by yrm: egen R2`X'= mean(c1ds_ri) if `X'==2
	...
	by yrm: egen R9`X'= mean(c1ds_ri) if `X'==9
	by yrm: egen R10`X'= mean(c1ds_ri) if `X'==10
	}
Why do you need all these variables? The results for bin are disjoint, so can be put in a single variable.
foreach X of varlist G* { bysort yrm `X' : egen R`X' = mean(c1ds_ri)
}
Having said that, it can probably done more directly with a series of -collapse-s.
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