st: Doubts on how to better prepare my dataset with -reshape- and -merge_

[Clarice Martins <martins.clarice@gmail.com>]

Hello, list members:

Could anyone give some idea how to better use my data on Stata? (using Stata 12.1)

I have:
- dataset that is wide
- i couldn't figure out how to transform it to long using -reshape- because there is 3 variables that uniquely define an observation: co_id (an id per company), period (a month and year period for each observation), and type_return (there are 3 different types of return and for each there is an observation per company, per period)
- dataset looks like this:

co_id ticker_name return_type returnJun2000 returnJul2000 returnAug2000 (and so on)
1 ABCB formation 0.01 0.2 0.3
2 AEDU formation 0.01 0.2 0.3
3 AMBV formation 0.01 0.2 0.3
1 ABCB buysell 0.01 0.2 0.3
2 AEDU buysell 0.01 0.2 0.3
3 AMBV buysell 0.01 0.2 0.3
1 ABCB holding 0.01 0.2 0.3
2 AEDU holding 0.01 0.2 0.3
3 AMBV holding 0.01 0.2 0.3


I tried:
- dividing in three datasets (one for each type of return: formation, buysell, holding)
- then, using -reshape- transformed each dataset in long format
- using this command:

reshape long return, i(co_id) j(period)

- after procedure, it looked like this:
dataset 1:
co_id ticker_name return_type period return
1 ABCB formation 62000 0.04
1 ABCB formation 72000 0.05
2 AEDU formation 62000 -0.01
2 AEDU formation 72000 -0.02
3 AMBV formation 62000 0.01
3 AMBV formation 72000 0.01

dataset 2:
co_id ticker_name return_type period return
1 ABCB buysell 62000 0.04
1 ABCB buysell 72000 0.05
2 AEDU buysell 62000 -0.01
2 AEDU buysell 72000 -0.02
3 AMBV buysell 62000 0.01
3 AMBV buysell 72000 0.01

dataset 3:
co_id ticker_name return_type period return
1 ABCB holding 62000 0.04
1 ABCB holding 72000 0.05
2 AEDU holding 62000 -0.01
2 AEDU holding 72000 -0.02
3 AMBV holding 62000 0.01
3 AMBV holding 72000 0.01

But now:
- I have three data sets with same variables, and could not figure out how to merge them into one using -merge-.

Is this the best way to proceed?  Any ideas?

Thanks for your consideration.

Regards,
Clarice
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