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

From   Nick Cox <>
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.


On Mon, Feb 11, 2013 at 10:41 PM, "Jürgen Haas" <> 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.

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