# st: RE: xtile from the start of a period

 From "Nick Cox" To Subject st: RE: xtile from the start of a period Date Tue, 26 Feb 2008 00:15:02 -0000

```I don't know what a decile rank here is for certain. I guess it
resembles a percentile rank
as documented at

How can I calculate percentile ranks?
http://www.stata.com/support/faqs/stat/pcrank.html

Also for filling in you might look at

How can I replace missing values with previous or following nonmissing
values or within sequences?
http://www.stata.com/support/faqs/data/missing.html

although what I am going to suggest is a standard application of -by:-.

compid BY month BY market_value

and so you can rank values in month 120, which is your first month,
and assuming use of the Stata date system.

egen rank = rank(market_value) if month == 120

Ranks can be compared with the total number of companies using

egen N = total(1) if month == 120 & rank < .

although there are many other ways to get that number.

Then your decile rank is perhaps something like

gen decilerank = ceil(10 * rank / N)

Those variables are defined for (at most) month 120.
So you need to spread them to other values.

bysort compid (month) : replace decilerank = decilerank[1]

Nick
n.j.cox@durham.ac.uk

John Hund

A simple question whose answer I can't find in the very interesting
xtile by groups discussion.  In this case I have data (market values)
on companies (compid) monthly. Ideally I would like to generate a
variable containing the decile rank of the company based on their
market value at the beginning of a period (i.e. their decile in
January 1970) and have that variable contain the decile rank for all
monthly observations of the compid for a particular time window (i.e.
1970-1975). That is, there would be a variable that contains the
decile rank from Jan70 for all monthly observations of a compid for
the next 5 years.  I suspect that my question is less about xtile and
more about filling in, since it is easy to get the decile rank for
the first month...I just can't "fill" it in for the next (in this
case) 59 observations of each company.

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