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| From | Dawood Ashraf <dawood_ashraf@yahoo.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Collapse - How does it collapse |
| Date | Sat, 25 Jun 2011 04:36:02 -0700 (PDT) |
I findout the reason for not reducing the # of observations. Since I am asking stata to collapse based on both id (identifier) and newdate (date) and each id takes on any special date only once. If I remove id from collapse command the number of observation reduced considerably to about 2000. Now the problem is, how can I keep the id in the collapsed date in as is format and rest of the variables based on id and valdate as means. Any help will be highly appreciated. Dawood ----- Original Message ----- From: Dawood Ashraf <dawood_ashraf@yahoo.com> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Cc: Sent: Saturday, June 25, 2011 12:14:48 PM Subject: st: Collapse - How does it collapse Dear Statalist, I have historical daily price data of mutual funds and I am trying to 'collapse' it in monthly. I followed the collapse command as suggested in the manual and I believe this shoudl work. However, the number of observations does not change that I believe should after collapse from daily to monthly data. . generate newdate = date(vdate, "MDY") /this converts the string valuation date to non-string)? . format newdate %tm /This converts date from %td to %tm - the possible error could be here? . describe Contains data from D:\Mutual Fund Data\MutualFundData_clean.dta obs: 116,251 vars: 10 25 Jun 2011 00:32 size: 55,800,480 (89.4% of memory free) --------------------------------------------------------------------------------------------------------------------------------------------- storage display value variable name type format label variable label --------------------------------------------------------------------------------------------------------------------------------------------- name str143 %143s Fund Name manager str200 %200s Fund Manager type str100 %100s Type of Fund nav double %8.0g Net Asset Value price float %8.0g Unit Price vdate str10 %10s Valuation Date id int %8.0g Identifier valdate float %9.0g sharia byte %8.0g type==Shari'ah Compliant newdate float %tm --------------------------------------------------------------------------------------------------------------------------------------------- Sorted by: id valdate Note: dataset has changed since last saved . collapse (mean) nav price sharia, by (newdate id) . su price Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- price | 116251 130.5486 818.1193 .0712 184587 If you see here number of observations are still 116251. The number should reduce since the data is monthly now. Please help. Regards Dawood * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/