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Re: st: Panel Data Construction


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Panel Data Construction
Date   Wed, 19 Jun 2013 13:29:39 +0100

Various solutions. Here is one that may help.

input str5 Date GARP GARMV GARMB AKBP AKBMV AKBMB ISCP ISCMV ISCMB
"Jan10" 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
"Feb10" 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
end
reshape long GAR AKB ISC , i(Date) string
rename (GAR AKB ISC) (yGAR yAKB yISC)
rename _j which
reshape long y, i(Date which) string
reshape wide y , i(Date _j) j(which) string
renpfix y

There is more advanced stuff in -reshape- for handling complicated
name patterns.

Nick
njcoxstata@gmail.com


On 19 June 2013 13:12, Edward Crawley <edward.crwly@gmail.com> wrote:
> You are right, sorry about that. When I copy them directly,
> parentheses are automatically deleted.
>
> . describe
>
> Contains data
>   obs:             2
>  vars:            10
>  size:            70
> -------------------------------------------------------------------------------------------------------------------------
>               storage  display     value
> variable name   type   format      label      variable label
> -------------------------------------------------------------------------------------------------------------------------
> date            str5   %9s                    Date
> garp            float  %8.0g                  GAR(P)
> garmv           int    %8.0g                  GAR(MV)
> garmb           float  %8.0g                  GAR(MB)
> akbp            float  %8.0g                  AKB(P)
> akbmv           int    %8.0g                  AKB(MV)
> akbmb           float  %8.0g                  AKB(MB)
> iscp            float  %8.0g                  ISC(P)
> iscmv           int    %8.0g                  ISC(MV)
> iscmb           float  %8.0g                  ISC(MB)
> --------------------------------------------------------------------
>
>
> On Wed, Jun 19, 2013 at 12:16 AM, Nick Cox <njcoxstata@gmail.com> wrote:
>> Variable names in Stata cannot include parentheses. You can't keep the
>> (). Import the "names" as variable labels in Stata, and show the
>> result of -describe-.
>>
>> Nick
>> njcoxstata@gmail.com
>>
>> On 18 June 2013 21:49, Edward Crawley <edward.crwly@gmail.com> wrote:
>>
>>> In Stata, Date GAR(P) GAR(MV) .... are copied as variable names to the
>>> data editor after I copy paste from Excel.
>>>
>>> If I do not keep them as variable names, then variable names will be
>>> var1 var2 ... as default and Date GAR(P) ... will be copied as values
>>> to the first cell.
>>>
>>> I don't know which one is easier to manipulate.
>>
>> On Tue, Jun 18, 2013 at 9:34 PM, Edward Crawley <edward.crwly@gmail.com> wrote:
>>
>>>> I am trying to convert my dataset to panel data, but since I am new to
>>>> STATA I couldn't figure how to do it. My dataset is as follows;
>>>>
>>>> Date GAR(P) GAR(MV) GAR(MB) AKB(P) AKB(MV) AKB(MB) ISC(P) ISC(MV) ISC(MB)
>>>> Jan10 0.53 110 1.71 0.63 230 1.95 1.7 150 4.6
>>>> Feb10 0.47 120 1.54 0.55 205 1.71 1.63 100 4.43
>>>>
>>>>
>>>> GAR, AKB, ISC are the firms' names and P=price, MV=market value,
>>>> MB=market-to-book ratio.
>>>>
>>>>
>>>> At the end, I would like to have something like this;
>>>>
>>>> Firm Date P MV MB
>>>> GAR Jan10 0.53 110 1.71
>>>> GAR Feb10 0.47 120 1.54
>>>> AKB Jan10 0.63 230 1.95
>>>> AKB Feb10 0.55 205 1.71
>>>> ISC Jan10 1.7 150 4.6
>>>> ISC Feb10 1.63 100 4.43
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