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st: Quintile count based on population breakpoints on event date


From   Imtiaz ul Haq <imtiazulhaq@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Quintile count based on population breakpoints on event date
Date   Thu, 30 Aug 2012 16:38:33 +0100

Hi,

I'm trying to count the number of name-change companies in quintiles
based on breakpoints obtained from the characteristics of the universe
of all companies. For each name change event, the quintiles
breakpoints should be determined relative to all other companies on
the event date. This is what my data looks like:

Date               Company ID        Return               Name_change event

2001/01                    1                     0.034
            0
2001/02                    1                     0.121
            0
2001/03                    1                     0.048
            0
2001/02                    2                     0.107
            0
2001/02                    2                     0.092
            1
2001/03                    2                     0.109
            0
2001/01                    3                     0.082
            0
....                               ..                      .....
                             ..


I want see how many name change companies fall into each 5 quintiles
(the quantiles are based on the universe of companies on event date).
This is to get an idea of how name-change companies are distributed.
Essentially I want this information:


                                       Q1       Q2       Q3      Q4
    Q5
Returns distribution for name-change companies                     19
       21       7          8           3

I have over 10,000 companies, and I am confused as to what is the best
way to go about doing this in Stata.

Regards,
Imtiaz ul Haq
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