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RE: st: add up variable / quantile

From   "Scharnigg, Stan (Stud. SBE)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: add up variable / quantile
Date   Wed, 13 Apr 2011 23:26:32 +0200

Thank you, that was indeed the problem. I solved it with the xtile command. 
Van: [email protected] [[email protected]] namens Nick Cox [[email protected]]
Verzonden: woensdag 13 april 2011 22:07
Aan: '[email protected]'
Onderwerp: RE: st: add up variable / quantile

I don't follow this well, but I see that you are including a comparison with r(p75), which is presumably thought to be left over from some previous command.

However, r-class results are ephemeral and don't stick around forever. In particular, they get overwritten by -egen-, which does its own internal -count- at some point.

If, however, r(p75) is undefined, then it's treated as missing and your comparison would be whether values were missing or greater than that, which is evidently not true for your data.

I rarely understand why people who have quantitative data want to degrade it to indicator variables. That sounds most unstatistical to me.

That aside, I think you need to reissue whatever command produced the r(p75) before you try to use it.

[email protected]

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Scharnigg, Stan (Stud. SBE)
Sent: 13 April 2011 20:42
To: [email protected]
Subject: RE: st: add up variable / quantile

I still have a problem with this.

My goal is to identify the top quantile for each years (total 6 years) in different variables

What I did so far:
gen year=year(newdate) // create years instead of normal dates
egen gross_performance_years=total(gross_performance), by(accountID year) // create gross_performance per year
egen tag_year=tag(RekeningID year) // tag a 1 for each year per accountID

this all works fine, however now I want to create the top quantile variable for each year. So i did the following:

gen topq_2000=gross_performance_years >=r(p75) & year==y(2000), however this doesn't work. I only get "0" as value.

I also tried this:

generate topq_2000 = 0
replace topq_2000 = 1 if gross_performance_year >=r(p75) & tag_year==1 & year==2002

but without succes
Does anybody has some tips how I can do this?

Van: [email protected] [[email protected]] namens Nick Cox [[email protected]]
Verzonden: dinsdag 29 maart 2011 12:44
Aan: [email protected]
Onderwerp: Re: st: add up variable / quantile

On Tue, Mar 29, 2011 at 11:30 AM, Scharnigg, Stan (Stud. SBE)
<[email protected]> wrote:
> Look at the help for -egen-. You want
> egen total_gross = total(gross), by(accountID)
> -----------
> Thank you, but I have some additional questions:
> A. I have data for 6 years (72 months). What if I want to add up the gross_performance for e.g the first 12 months. So, I guess I need to
> create different variables for different time periods, but I am not sure how to do that. One extensive possibility might be that I create a different dataset
> for every period, but I guess there might also be another solution
> accountID; gross_performance; date
> 1                -.1                              jan_00
> 1                 .2                              febr_00
> 3                 .1                              jan_00
> 3                 .1                              febr_00

You can specify -if- on an -egen- command. Different summaries will in
general require new variables (but not new datasets).

> B. If I use egen total_gross = total(gross_performance), by(accountID) I get many duplicate values. In some cases I have
> 72 duplicate values. What is the best way to delete the duplicate values, so that they won't show up if I do some tests. I don't
> think that renaming them to "0" is an option then.

You can use

egen tag = tag(accountID)

and then add

... if tag

to commands to ensure that each summary is used once only. You cannot
delete (in Stata -drop-) without losing other information.

Alternatively, -collapse- will yield a reduced dataset with one
observation for each account.

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