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st: upper quartile selection for multiple groups

From   Maria Sokolova <>
Subject   st: upper quartile selection for multiple groups
Date   Wed, 12 Jun 2013 15:18:43 +0200

I have the following question:
I have big (very big) panel data, for which I need to create dummies
representing the belonging to the top 5% (or 10%) per each categorie.
I have too high number of categories (over 1000) to do it manually.
what I see I am aiming for:
gen dummy=0
bys var1 categ: replace dummy1=1 if sharecateg>=p95(sharecateg)

I have calculated the shares per each observation, but cannot set the
automatic selection of the percentiles.
Best regards and thanks ahead for help,

- - - - -
Maria Sokolova
PhD student International Economics
TA in International Economics
The Graduate Institute of International and Development Studies
Pavillon Rigot (RI13), 11A, avenue de la Paix
1202 Genève, Switzerland
Office hours: Mondays, 10h00-12h00, or by appointment
Cell (Switzerland): +41(0)764642717

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