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From |
Clarice Martins <martins.clarice@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Dividing data into quintiles |

Date |
Mon, 28 Oct 2013 18:58:20 -0200 |

Sergiy, Great points, thanks! I was actually having trouble with this: > 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. My data need not be anonymous, I just don't know how to post it more completely without getting into long emails and typing everything. A couple of times, I tried to attach the .dta file and then realized it is not permitted (i guess). So, should I just type a bigger set of data next time? > 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. I believe I cannot drop other return types (rtype) because after dividing quintiles , I will need to pick up rtype=="buysell", from the co_id that are within the 1st and 5th quintile. so, i believe all the data must be there. Is this assumption correct? Thank you for all your comments.... learning my ways with every input. On Oct 28, 2013, at 5:02 PM, Sergiy Radyakin 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 >> >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Dividing data into quintiles***From:*Clarice Martins <martins.clarice@gmail.com>

**Re: st: Dividing data into quintiles***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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