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Re: st: Creating quintiles with "xtile"

From   "Tim Wade" <>
Subject   Re: st: Creating quintiles with "xtile"
Date   Mon, 26 Mar 2007 18:41:14 -0500


egen will do this if you install the egenmore package (ssc install egenmore)


egen mpg10 = xtile(mpg), by(foreign) nq(10)

Hope this  helps, Tim

On 3/26/07, 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

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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