st: Adjacency matrix in Stata

[jean-luc morin-chesnel <jeanluc.morinchesnel@gmail.com>]

Dear all,

I have a panel dataset at the individual - day - product level
(unbalanced) and I would like to obtain a adjacency matrix in Stata,
but I do not know how to proceed.

That is, I assume that 2 individuals are connected in the network if
they buy the same product the same day more than N times in my dataset
(lets say N=10).

So I would like to obtain a matrix of adjacency in Stata: a MxM matrix
(M in the number of investors) where the coefficient mij=1 iff
investor i and investor j are connected in the network.

I do not know how to proceed because I think that I should use loops,
but it seems to me that it is not very efficient to do so in Stata
(the dataset is large: 100k individuals). Any suggestion is very
welcomed.

Many thanks,
Regards,

JL
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