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Re: st: Dividing data into quintiles


From   Sergiy Radyakin <serjradyakin@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Dividing data into quintiles
Date   Mon, 28 Oct 2013 15:10:05 -0400

Clarice, after posting I've noticed David's solution and it is
correct, whereas mine will break down in the second iteration. This is
precisely the point that I meant - the example was not representative,
so the first version seems to work, while would fail with the real
data. Best, Sergiy

On Mon, Oct 28, 2013 at 3:02 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote:
> Clarice,
> 1) if you need only observations of type "formation" (and in your
> description it seems like this holds) then drop everything else to
> simplify things.
> 2) In the example data, you have constant returns 0.01 no matter what,
> I hope it is not in your real data, otherwise no quintiles, and also
> the group is extremely small - 3 obs only.
> 3) In your example all formations occur in one month, so not possible
> to test any code without actually creating a completely new example
> specifically for this.
>
> Something like this would get you started:
> do http://radyakin.org/statalist/2013102801/formation.do
>
> but, please post the example that exhibits exactly all the features
> that one would be looking forwards too - if you say you have 151
> periods of formation - make sure you post at least 2, better more, if
> there is irrelevant information - drop it right away not to confuse.
> Often times rather than anonymizing your data it is simpler to rename
> variables in nlsw88.
>
> Best, Sergiy Radyakin
>
>
> On Mon, Oct 28, 2013 at 2:39 PM, Clarice Martins
> <martins.clarice@gmail.com> wrote:
>> Dear group,
>>
>> I need to select a sub-group of my dataset and cut it into quintiles, in order to proceed with calculations with top and bottom quintile.
>>
>> - I use Stata 12.1 (for Mac)
>>
>> - my data looks like this (now, after considerations from the group, thank you!)
>>
>> co_id ticker rtype      yrmonth return
>> 1 ABCB formation jun2000 0.01
>> 1 ABCB buysell jul2000 0.01
>> 1 ABCB holding ago2000 0.01
>> 2 AEDU formation jun2000 0.01
>> 2 AEDU buysell jul2000 0.01
>> 2 AEDU holding ago2000 0.01
>> 3 AMBV formation jun2000 0.01
>> 3 AMBV buysell jul2000 0.01
>> 3 AMBV holding ago2000 0.01
>>
>> - i tryed both -egen cut- and -xtile-
>>
>> egen quintile = cut(return) if rtype=="formation", group(5)
>>
>> xtile quintile=return if rtype=="formation", n(5)
>>
>> - when I use -if rtype=="formation"- both commands work fine!
>>
>> - But, I need to select all observations rtype=="formation"  AND yrmonth=="jun2000", then cut this subgroup into quintiles
>>
>> - Then, I need to proceed with this filter/select and cut, for every yrmonth (151 periods) on my data set
>>
>> Any suggestions?
>>
>> Thank you very much!
>>
>> Clarice
>>
>>
>>
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