This is often asked. As explained in e.g.
http://www.stata.com/statalist/archive/2013-03/msg00028.html there are
at least two solutions.
1. Write your own loop.
2. Use the -egen- function -xtile()- by Ulrich Kohler from -egenmore- (SSC).
That said, decile groups for _independent_ variables -- and separately
for 120 periods! -- just sounds like throwing away information, and I
advise against throwing away information.
Nick
On Mon, Mar 11, 2013 at 3:37 PM, Xixi Lin <winnielxx@gmail.com> wrote:
> I am trying to decile the independent variables by ID for 120
> periods, how to code it in stata?
>
> I can use xtile decile=ID if Period==1, nq(10) for only 1 periods,
> but how can I do it efficiently by 120 periods?
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