Re: st: How to do cluster analysis

[Alfonso Sánchez-Peñalver <alfonso.statalist@gmail.com>]

Hi Xixi,

would the basis of the grouping would be per year, or by complete overall performance? I mean how would you evaluate return performance: by year or by some sort of average. If it’s by year then I suggest

gen cat1 = return > 0.80

where 80% is the benchmark you want to generate the category for. Now, if it’s by overall performance you can generate the mean returns by country

bysort(country): egen meanreturns = mean(return)

and then create the dummy variables for the categories you want

gen cat1 = meanreturns > 0.80.

Best regards,

Alfonso


On Dec 5, 2013, at 2:28 PM, Xixi Lin <winnielxx@gmail.com> wrote:

> Hi Nick,
> 
> I checked out the cluster help; however still don't know what to use.
> The thing here is that I have 45 countries, each country has a time
> series return for 500 weeks. So basically it is a panel data with 45
> countries, and each has 500 return numbers. I want to break the 45
> countries into several groups, for example 5 groups, based on their
> time series return performance.
> 
> Thanks.
> 
> Best,
> Xixi Lin
> 
> On Tue, Nov 26, 2013 at 7:01 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>> You can classify on one variable. In many ways it is easier just to
>> look at a graph of the distribution and check for gaps. If you want a
>> more formal method, check out -group1d- from SSC as well as -cluster-.
>> 
>> Nick
>> njcoxstata@gmail.com
>> 
>> 
>> On 26 November 2013 21:55, Xixi Lin <winnielxx@gmail.com> wrote:
>>> Hi,
>>> 
>>> I am wondering how to break down to clusters. For example, I have 45
>>> countries, and I want to break those countries into several clusters
>>> based on country returns. Does anyone know how to do that in stata?
>>> 
>>> Thanks,
>>> Xixi Lin
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