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From |
"Rajesh Tharyan" <R.Tharyan@exeter.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: xtile from the start of a period |

Date |
Tue, 26 Feb 2008 07:05:27 -0000 |

Hi, Maybe something like this ??? First I create a variable monthnum ( equal to 1, 2,etc) to identify the month jan. I also create a variable year Then *******start******* gen file=1 if monthnum==1 gen decile=. * assuming start of the dataset is 1982 and end is 2005 and portfolios are formed every five years. forvalues year = 1970(5)2005 { xtile decile`year'=mcap if year==`year' & file==1, n(10) replace decile=decile`year' if decile==. drop decile`year' } sort compid * foreach company replace the missing decile with the last value of decile by compid: replace decile = decile[_n-1] if decile >=. ******end******** For more on last observation carried forward see http://www.stata.com/support/faqs/data/missing.html Also, there is a user written ado carryforward . ssc install carryforward Cheers rajesh -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Hund Sent: 25 February 2008 23:27 To: statalist@hsphsun2.harvard.edu Subject: st: xtile from the start of a period Hey all-- 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. Thanks for your help, John * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: apostrophes, quotation marks, left or right quotes?***From:*Dirk Enzmann <dirk.enzmann@uni-hamburg.de>

**st: RE: apostrophes, quotation marks, left or right quotes?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: xtile from the start of a period***From:*John Hund <jhund@tulane.edu>

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