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From |
Edward Crawley <edward.crwly@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Panel Data Construction |

Date |
Wed, 19 Jun 2013 14:05:10 +0100 |

Thank you for your help, after I added -sort _j Date- I got what I wanted. However, I have one follow up question: I will use my dataset for time-series and panel data calculations and I want to define Jan10 and Feb10 as monthly dates to Stata. I used the following code, but it didn't work; generate time = date(Date,"MY") Then, I figured out that Stata cannot understand Jan10 as a date. Thus, I changed Jan10 and Feb10 to 01/01/2010 and 01/02/2010 and used the following code; generate time = date(Date,"DMY") format time %td Now, it is defined as 01jan2010 and 01feb2010. My question is, since my dateset is monthly, can I transform these dates into 2010m1 and 2010m2, which will be understood by Stata for time-series and panel data calculations? On Wed, Jun 19, 2013 at 1:29 PM, Nick Cox <njcoxstata@gmail.com> wrote: > 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 >>> * >>> * 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/ > * > * 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/

**Follow-Ups**:**Re: st: Panel Data Construction***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Panel Data Construction***From:*Edward Crawley <edward.crwly@gmail.com>

**Re: st: Panel Data Construction***From:*Edward Crawley <edward.crwly@gmail.com>

**Re: st: Panel Data Construction***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Panel Data Construction***From:*Edward Crawley <edward.crwly@gmail.com>

**Re: st: Panel Data Construction***From:*Nick Cox <njcoxstata@gmail.com>

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