Re: st: Sorting data in deciles and then regressing and storing coefficients. (Looping)

[Nick Cox <njcoxstata@gmail.com>]

1. The version of -xtile()- on SSC is

*! _gxtile version 1.2 UK 08 Mai 2006

Your version statement must refer to something else.

2. -rowtotal()- is part of -egen-, i.e. part of official Stata.

3. The command

egen portfolio = rowtotal()

isn't legal. Please say what you did use to get better advice.

Nick
njcoxstata@gmail.com

On 10 July 2013 18:06, C. Evans <ce306@cam.ac.uk> wrote:
>
> Jeph, thanks for the suggestion it solved my problem (suggestion can be seen
> below). My version of -xtile()- which can be found in -egenmore- SSC. Is :
> version 3.1.6 04feb2013 . I'm using Stata 12.1. My aim was to create 10
> 'portfolios' a year based on -size- . Jeph's code and then -rowtotal()-
> solves this.
>
> The output that the command produced is below. I then used:
>
> egen portfolio = rowtotal()
>
> which is also from -egenmore- (SSC).
> -sample()- as I suggested earlier was not needed. -sample()- was just to
> reduce the number of observations by drawing a random sample from my dataset
> and using that instead of the full dataset.
>
>
>          id year size por~1964 por~1965 por~1966 por~1967.... |
>
> |----------------------------------------------------------------------|
>    1. | 10006 1964 219303.1 8 . . . |
>    2. | 10006 1965 249306.1 . 8 . . |
>    3. | 10006 1966 272942.9 . . 8 . |
>    4. | 10006 1967 277828.9 . . . 7 |
>    5. | 10006 1968 291790.6 . . . . |
>
> |----------------------------------------------------------------------|
>    6. | 10006 1969 289380.5 . . . . |
>    7. | 10006 1970 244459.8 . . . . |
>    8. | 10006 1971 297727.2 . . . . |
>    9. | 10006 1972 267790.8 . . . . |
>   10. | 10006 1973 256238.1 . . . . |
>
> |----------------------------------------------------------------------|
>   11. | 10006 1974 240341.8 . . . . |
>   12. | 10006 1975 230729.7 . . . . |
>   13. | 10006 1976 285526.4 . . . . |
>   14. | 10006 1977 304096.8 . . . . |
>   15. | 10006 1978 291149.2 . . . . |
>
> Thanks for all of the help,
> Chris
>
>
> On Jul 10 2013, Jeph Herrin wrote:
>
>>
>> Try this:
>>
>> * -- make portfolios -- *
>> levelsof year, local(years)
>> foreach Y in `years' {
>>         xtile portfolio_`Y'=cond(year==`Y',size,.), nq(10)
>> }
>>
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