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st: AW: Event-study


From   Sven Künzel <[email protected]>
To   <[email protected]>
Subject   st: AW: Event-study
Date   Wed, 27 Feb 2013 10:47:29 +0100

Dear Statalist,


I just reshaped the datasample.I have a question concerning the use of formula respectively scaling a
value. I am doing an Event-Study. I have calculated the sum_for_each_day.
Now I want to scale this sum_for_each_day in percent. The sum prior to the
event (dif=-1) has to take the value 100% and has to represent the benchmark
for the others sums in the event_window. My datasample with the new variable
needed looks like this. Is there a simple way of fitting in a formula
respectively rescaling a value?
 
Sprea-id-dat--event-dif-ev_wind-abnor_rt-sum_dy-sum_Pct
0.28---1-20dec-23dec -3-----0----0.6
0.30---1-21dec-23dec -2-----1----0.5-----1.80---102
0.33---1-22dec-23dec -1-----1----0.6-----1.75---100
0.32---1-23dec-23dec-0-----1----0.5-----1.80---102=(((1.8-1.75)/1.75)+1)*100
0.33---1-27dec-23dec--1-----1----0.6-----2.05---117
0.35---1-28dec-23dec--2-----1----0.4-----2.00---114
0.34---1-20dec-23dec--3-----0----0.5
 
 
Thanks

-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Sven Künzel
Gesendet: Mittwoch, 27. Februar 2013 10:13
An: [email protected]
Betreff: st: Event-study

Dear Statalist,

I have a question concerning the use of formula respectively scaling a value. I am doing an Event-Study. I have calculated the sum_for_each_day. Now I want to scale this sum_for_each_day in percent. The sum prior to the event (dif=-1) has to take the value 100% and has to represent the benchmark for the others sums in the event_window. My datasample with the new variable needed looks like this. Is there a simple way of fitting in a formula respectively rescaling a value?

countrynam spreads  group_id    datum      event_date    dif event_window  abnormal_return    sum_for_each_day  sum_for_each_day_Percent


Portugal     0.28     1       20dec2010     23dec2010    -3      0         0.6 
Portugal     0.30     1       21dec2010     23dec2010    -2      1         0.5                1.80                102 Portugal     0.33     1       22dec2010     23dec2010    -1      1         0.6                1.75                100 Portugal     0.32     1       23dec2010     23dec2010     0      1         0.5                1.80                102 →(((1.8-1.75)/1.75)+1)*100 Portugal     0.33     1       27dec2010     23dec2010     1      1         0.6                2.05                117 Portugal     0.35     1       28dec2010     23dec2010     2      1         0.4                2.00                114 Portugal     0.34     1       20dec2010     23dec2010     3      0         0.5


Thanks



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