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st: Count no of unique occurrences on a prior-12-month basis


From   "Marietta Jones" <marjones75@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Count no of unique occurrences on a prior-12-month basis
Date   Fri, 1 Aug 2008 16:41:31 +0100

Dear Statalist users,

I posted this question yesterday, but it had a formatting error. So I
am resending it.
I am looking forward to any suggestions or comments on how to go about it!

I have the following dataset:

Company_no     Date          Investor_id
1                     03/01/2000          1
1                     04/09/2000          1
1                     12/12/2001          2
2                     13/12/2000          4
2                     07/08/2001          7
3                     09/08/2000          4
3                     19/03/2001          4
3                     02/05/2001          5
3                     03/12/2001          6


For each observation, I would like to calculate the number of distinct
investors owning shares in a given company in the previous 12 months.
The new variable (No_investors_past_12_months) will look as follows:

Company_no       Date        Investor_id   No_investors_past_12_months
1                     03/01/2000         1                     1
1                     04/09/2000         1                     1
1                     12/12/2001         2                     1
2                     13/12/2000         4                     1
2                     07/08/2001         7                     2
3                     09/08/2000         4                     1
3                     19/03/2001         4                     1
3                     02/05/2001         5                     2
3                     03/12/2001         6                     3

For example, for company 2 on 07/08/2001 there are two investors who
have owned shares of this company within the past 12 months.

The idea is that the same investor should be counted only once and we
should count all observations over the past 12 months, including the
current observation date. If there are no observations over the past
12 months, the value of the new variable should equal 1.

I would appreciate any help with this problem.
Thank you.


Marietta
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