Dear Statalister
I know, I have lots of questions at the moment, but I am a new user of stata
and I have some problems to manage my data and I hope I could get some
hint's from experienced users.
I am trying this since last week and I cant find the solution.
I have to match two datasets from two diffrend sources but about the same
issue:
Dataset1 (+/- 5000 observations):
date � � � � � Firm � � recommendation brokerID
15.03.2002 � �ABB � � � � � � 2 � � � �LEHM
11.01.2005 � �ABB � � � � � � 5 � � � �HESLB
01.07.2005 � � �ABB � � � � � � 2 � � � �JBCOB
06.08.2004 � � �ABB � � � � � � 3 � � � �MORGAN
Dataset2 (+/- 2500 observations):
Date � � � � � � firm � � � � � � � �brokerID � � � �recommendation
04aug2003 � � � �ABB � � � � � � � � MORGAN � � � �4
13nov2002 � � � �ABB � � � � � � � � WAREURO � � � � 4
22mar2005 � � � �ABB � � � � � � � � JYSKE � � � � � � � �4
25jan2005 � � � �ABB � � � � � � � � SOGENED � � � �4
27jan2004 � � � �ABB � � � � � � � � PARIBEU � � � �3
Where Firms and the brokers are the same. Dates are from 2001 to 2005.
Now i want to analyse if the recommendations of Dataset 2 are:
1. the same like these in set 1 (should be for some but I think not for all)
2. The recommendations in set 2 are published with a certain lag, perhabs
5-10 days after the same recommendation in set1.
Now i don�t know to merge the sets. It wont work by the brokerID, nor by the
firm nor by data because of the time lag (this varies from a few days to
weeks).
I also tried to make new keyvariables with egen group but this doesn't work
to.
For example the keyvariable (-group(firm brokerID recommendation)) has to
much duplicate observations (MorganSt. published a 3 for ABB several times).
I also tried to generate new indices by _n or by _N but it wasnt the
solution.
It didn�t workt to, if I just merged it by -merge firm broker week- or -firm
broker month- (I excludet the week or the month out of date).
Are there possible ways to merge these sets??
Thank you all!
Best regards
Tobi Br�tsch
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