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st: merge


From   "Fabian Schönenberger" <sch.f@gmx.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: merge
Date   Fri, 01 Jun 2012 14:27:48 +0200

Dear Statalist
I try to merge two datasets. In both files each observation is uniquely identified by cusip and year. I sort both files with xtset cusip year. Afterwards, I command: 

merge 1:1 cusip year using "C:\Users\User\Documents\Uni SG\Doktorat\Data\Price Data\pricedatev5.dta", keepusing(capm_marketpremium), keep(3)

I am only interested in those observations of cusip-year-combinations which are in my masterfile - therefore keep(3). 

However, either the matched observations nor the unmatched observations are correct, meaning that I get for each cusip-year observations the wrong capm_marketpremium and I do not get observations in my masterfile for cusip-year observations although the using file has an observation. 

I also tried merge m:m but it did not work. What am I doing the wrong way?

Many thanks for suggestions.

Fabian 
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