Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Problem with xtile-command from the egenmore package


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem with xtile-command from the egenmore package
Date   Mon, 11 Feb 2013 23:01:53 +0000

This -xtile()- function (not command) in -egenmore- (SSC) was written
by Uli Kohler, now at Potsdam.

It is a wrapper for calling -_pctile- repeatedly.

It doesn't sound wrong that different -by()- calls with different
variables give different results.

Otherwise I guess that Uli will want to see either a reproducible
result or your dataset.

Nick

On Mon, Feb 11, 2013 at 10:41 PM, "Jürgen Haas" <haasjuergen@gmx.net> wrote:
> Hi,
>
> I analyze a panel dataset that includes the daily market capitalizations of a group of firms. Now, I want to group these firms into deciles based on their market capitalizations on a monthly basis.
>
> To do so, I use the xtile-command from the egenmore-package. This is my command:
>
> en month=mofd(date)
> egen decile_id  = xtile(marketcap), nquantiles(10) by(month)
>
> For all days of a certain month, a firm should stay in one decile group. However this is not the case. Often, a firm's group changes over the course of a month.
>
> My first thought was that my command was flawed and calculated deciles on a daily basis. However, using
>
> egen decile_id  = xtile(marketcap), nquantiles(10) by(date)
>
> delivers a different result and the computation does also take somewhat more time.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index