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Re: st: Creating quintiles with "xtile"

From   Jeph Herrin <>
Subject   Re: st: Creating quintiles with "xtile"
Date   Mon, 26 Mar 2007 13:18:55 -0400

If there are no missings to account for, you can get there
like this:

 bys date (ret): gen newvar=ceil(_n*5/_N)

will do it.


Yvonne Capstick wrote:
I have a dataset of stock returns each month. For each month, I'd like to sort the stocks into quintiles. What I'd really like to do is something like:

sort date
by date: xtile newvar = ret, nq(5)

However, Stata doesn't let me combine "xtile" with "by". I can obviously get around this by looping through the dates, but this is time-consuming. In many other applications, I can use "by" to save on a loop (e.g. sort date, by date: egen newvar = mean(ret)) but I can't seem to use it here. Does anyone know of a more efficient way to generate my quintiles per month?

Thanks, Yvonne

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