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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Dividing data into quintiles |

Date |
Mon, 28 Oct 2013 20:09:08 -0200 |

Dear Nick, I do not see the problem with: > I would not create a new temporary variable each > time round the loop. if i do need to know these quintiles for further calculation, wouldn't it be good to have this temporary variable with signals for me each quintile? What am I missing? > The -replace- should be restricted to the > observations it was calculated for; this one honestly, i didn't understand what it does... Thanks!!! On Oct 28, 2013, at 7:49 PM, Nick Cox wrote: > Here is a tweak of David's code. I have not tested this, but I can see > two problems with his code. The -replace- should be restricted to the > observations it was calculated for; otherwise you overwrite good > values with missings. I would not create a new temporary variable each > time round the loop. > > gen quintile = . > quietly levelsof yrmonth, local(levs) > > quietly foreach lev of local levs { > xtile work = return if rtype=="formation" & yrmonth == "`lev'", n(5) > replace quintile = work if rtype=="formation" & yrmonth == "`lev'" > drop work > } >> > Nick > njcoxstata@gmail.com > > > On 28 October 2013 21:33, Clarice Martins <martins.clarice@gmail.com> wrote: >> Hello David, hello all!! >> >> I believe you understood correctly! Thank you for your suggestion! >> >> But forgive me, if I am totally off, I am very new with Stata: I think I understood your code, but after creating the variable quintile, this one was kept empty. Should I see values recorded on that? Or the results of the code are stored virtually? (sorry! very basic question!) >> >> In my research, the next step will use returns for the companies in the 1st and 5th quintile of each -rtype=="formation" & yrmonth == "`lev'"- for calculations, so I do need to have available these quintiles (specifically 1st and 5th) for next step. >> >> Thank you!! >> Clarice >> >> >> >> On Oct 28, 2013, at 4:58 PM, Radwin, David wrote: >> >>> Clarice, >>> >>> If I understand correctly, you merely need to loop through each value of yrmonth and calculate quintiles for observations with that value for yrmonth. But you can't generate a new variable 151 times. >>> >>> So you could do something this that creates quintiles for a temporary variable: >>> >>> gen quintile = . >>> quietly levelsof yrmonth, local(levs) >>> foreach lev of local levs { >>> tempvar quint >>> xtile `quint' = return if rtype=="formation" & yrmonth == "`lev'", n(5) >>> replace quintile = `quint' >>> } >>> >>> >>> David >>> -- >>> David Radwin >>> Senior Research Associate >>> Education and Workforce Development Division >>> RTI International >>> 2150 Shattuck Ave., Suite 800 >>> Berkeley, CA 94704 >>> Phone: 510-665-8274 >>> >>> www.rti.org >>> >>> >>>> -----Original Message----- >>>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >>>> statalist@hsphsun2.harvard.edu] On Behalf Of Clarice Martins >>>> Sent: Monday, October 28, 2013 11:39 AM >>>> To: statalist@hsphsun2.harvard.edu >>>> Subject: st: Dividing data into quintiles >>>> >>>> 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/ * * 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/

**Follow-Ups**:**Re: st: RE: Dividing data into quintiles***From:*Nick Cox <njcoxstata@gmail.com>

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

**st: RE: Dividing data into quintiles***From:*"Radwin, David" <dradwin@rti.org>

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

**Re: st: RE: Dividing data into quintiles***From:*Nick Cox <njcoxstata@gmail.com>

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