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Re: st: panel data management - dividing into quartiles

From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: panel data management - dividing into quartiles
Date   Sun, 15 May 2005 17:17:10 -0400

The command xtile listed in the manual under pctile will give you the quartiles or quintiles you need. Then a clunky way to find the highest value in a quartile is to use the list command with if conditions after sorting the values of the variable of interest. Finally, construct a dummy in the usual way with a generate command modified by if statements.

I'll bet the experts can come up with a more economical way, but this should work.

Dave Jacobs

At 01:10 PM 5/15/2005 -0700, you wrote:


I have a panel data set, with data on a number of
companies over a number of years. Each observation is
a particular company and year, and has various data
for that observation.

I would like to divide my data into 4 quartiles or 5
quintiles, on the basis of one of my variables,
assets. So I would like to create a variable, call it
quartile, that has the value 1 if that observation is
in the top quartile of assets for that year, has the
value 2 if that observation is in the second quartile
of assets for that year, etc. (So of course a company
might have different values of "quartile" in different
years, depending on which quartile of assets it fits
into in a particular year. The quartiles will probably
contain somewhat different companies in each year.)
The reason that I want to do this is that I can run
regressions separately for each quartile.

I was thinking that I would need to use the by var:
command, as in "by assets: ", but I'm not sure how to
do it, although it seems like it should be simple.

Thanks in advance for any help!


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