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From |
Sven Künzel <lecoewf@googlemail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: Event-study |

Date |
Wed, 27 Feb 2013 10:47:29 +0100 |

Dear Statalist, I just reshaped the datasample.I have a question concerning the use of formula respectively scaling a value. I am doing an Event-Study. I have calculated the sum_for_each_day. Now I want to scale this sum_for_each_day in percent. The sum prior to the event (dif=-1) has to take the value 100% and has to represent the benchmark for the others sums in the event_window. My datasample with the new variable needed looks like this. Is there a simple way of fitting in a formula respectively rescaling a value? Sprea-id-dat--event-dif-ev_wind-abnor_rt-sum_dy-sum_Pct 0.28---1-20dec-23dec -3-----0----0.6 0.30---1-21dec-23dec -2-----1----0.5-----1.80---102 0.33---1-22dec-23dec -1-----1----0.6-----1.75---100 0.32---1-23dec-23dec-0-----1----0.5-----1.80---102=(((1.8-1.75)/1.75)+1)*100 0.33---1-27dec-23dec--1-----1----0.6-----2.05---117 0.35---1-28dec-23dec--2-----1----0.4-----2.00---114 0.34---1-20dec-23dec--3-----0----0.5 Thanks -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sven Künzel Gesendet: Mittwoch, 27. Februar 2013 10:13 An: statalist@hsphsun2.harvard.edu Betreff: st: Event-study Dear Statalist, I have a question concerning the use of formula respectively scaling a value. I am doing an Event-Study. I have calculated the sum_for_each_day. Now I want to scale this sum_for_each_day in percent. The sum prior to the event (dif=-1) has to take the value 100% and has to represent the benchmark for the others sums in the event_window. My datasample with the new variable needed looks like this. Is there a simple way of fitting in a formula respectively rescaling a value? countrynam spreads group_id datum event_date dif event_window abnormal_return sum_for_each_day sum_for_each_day_Percent Portugal 0.28 1 20dec2010 23dec2010 -3 0 0.6 Portugal 0.30 1 21dec2010 23dec2010 -2 1 0.5 1.80 102 Portugal 0.33 1 22dec2010 23dec2010 -1 1 0.6 1.75 100 Portugal 0.32 1 23dec2010 23dec2010 0 1 0.5 1.80 102 →(((1.8-1.75)/1.75)+1)*100 Portugal 0.33 1 27dec2010 23dec2010 1 1 0.6 2.05 117 Portugal 0.35 1 28dec2010 23dec2010 2 1 0.4 2.00 114 Portugal 0.34 1 20dec2010 23dec2010 3 0 0.5 Thanks * * 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/ * * 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/

**References**:**st: Event-study***From:*Sven Künzel <lecoewf@googlemail.com>

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