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st: RES: performace matching


From   Fernando Caio Galdi <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RES: performace matching
Date   Wed, 20 Apr 2011 19:53:02 +0000

________________________________________
De: [email protected] [[email protected]] em nome de Fernando Caio Galdi [[email protected]]
Enviado: quarta-feira, 13 de abril de 2011 2:14
Para: [email protected]
Assunto: st: performace matching

Dear Statalister,

I need to match each firm-year observation with another from the same industry code (SIC) and year with the closest return on assets (ROA) in the current year. My database has the following format:

id        year        SIC        ROA        Suspect
1        2000        1           0.102         0
2        2000        1           0.122         1
3        2000        2           0.231         0
4        2000        2           0.091         0
5        2000        3           0.123         1
...
1        2001        1           0.145         1
2        2001        1           0.123         1
3        2001        2           0.099         0
4        2001        2           0.078         0
5        2001        3           0.269         0
...

How can I find which firm is the matching for each firm by year and by each industry?

Thanks,
Fernando.
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