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Re: st: Command for selecting values


From   Clarice Martins <martins.clarice@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Command for selecting values
Date   Wed, 30 Oct 2013 16:47:27 -0200

Dear Nick and Group,

Reviewing the dataset, suggestion code and other material, I noticed that:

- it is necessary to -replace- quintile data to other observations, respecting variable co_id (which the command did perfectly), but also taking into consideration the variable yrmonth.

- i also figured out that my sample dataset was not very representative of the reality, since it was too simplistic (my apologies...!!!!!)

- i created below new sample data, and tested now the command proposed created same output in main dataset and sample data ==> Results were the same in both

*-------output from Stata----------------
clear
input byte co_id str4 ticker str10 rtype str10 yrmonth double return byte quintile

        co_id     ticker       rtype     yrmonth      return  quintile
  1. 1 ABCB formation jun2000 0.01 1
  2. 1 ABCB formation jul2000 0.01 2
  3. 1 ABCB formation aug2000 0.01 5
  4. 1 ABCB buysell jul2000 0.01 .
  5. 1 ABCB buysell aug2000 0.01 .
  6. 1 ABCB buysell sep2000 0.01 .
  7. 1 ABCB holding jan2001 0.01 .
  8. 1 ABCB holding feb2001 0.01 .
  9. 1 ABCB holding mar2001 0.01 .
 10. 2 AEDU formation jun2000 0.01 2
 11. 2 AEDU formation jul2000 0.01 1
 12. 2 AEDU formation aug2000 0.01 3
 13. 2 AEDU buysell jul2000 0.01 .
 14. 2 AEDU buysell aug2000 0.01 .
 15. 2 AEDU buysell sep2000 0.01 .
 16. 2 AEDU holding jan2001 0.01 .
 17. 2 AEDU holding feb2001 0.01 .
 18. 2 AEDU holding mar2001 0.01 .
 19. 3 AMBV formation jun2000 0.01 3
 20. 3 AMBV formation jul2000 0.01 4
 21. 3 AMBV formation aug2000 0.01 5
 22. 3 AMBV buysell jul2000 0.01 .
 23. 3 AMBV buysell aug2000 0.01 .
 24. 3 AMBV buysell sep2000 0.01 .
 25. 3 AMBV holding jan2001 0.01 .
 26. 3 AMBV holding feb2001 0.01 .
 27. 3 AMBV holding mar2001 0.01 .
 28. 4 FFFF formation jun2000 0.01 4
 29. 4 FFFF formation jul2000 0.01 3
 30. 4 FFFF formation aug2000 0.01 5
 31. 4 FFFF buysell jul2000 0.01 .
 32. 4 FFFF buysell aug2000 0.01 .
 33. 4 FFFF buysell sep2000 0.01 .
 34. 4 FFFF holding jan2001 0.01 .
 35. 4 FFFF holding feb2001 0.01 .
 36. 4 FFFF holding mar2001 0.01 .
 37. 5 BBBB formation jun2000 0.01 4
 38. 5 BBBB formation jul2000 0.01 2
 39. 5 BBBB formation aug2000 0.01 1
 40. 5 BBBB buysell jul2000 0.01 .
 41. 5 BBBB buysell aug2000 0.01 .
 42. 5 BBBB buysell sep2000 0.01 .
 43. 5 BBBB holding jan2001 0.01 .
 44. 5 BBBB holding feb2001 0.01 .
 45. 5 BBBB holding mar2001 0.01 .
 46. 6 MMMM formation jun2000 0.01 .
 47. 6 MMMM formation jul2000 0.01 .
 48. 6 MMMM formation aug2000 0.01 .
 49. 6 MMMM buysell jul2000 0.01 .
 50. 6 MMMM buysell aug2000 0.01 .
 51. 6 MMMM buysell sep2000 0.01 .
 52. 6 MMMM holding jan2001 0.01 .
 53. 6 MMMM holding feb2001 0.01 .
 54. 6 MMMM holding mar2001 0.01 .
 55. end



. tabulate quintile, missing

   quintile |      Freq.     Percent        Cum.
------------+-----------------------------------
          1 |          3        5.56        5.56
          2 |          3        5.56       11.11
          3 |          3        5.56       16.67
          4 |          3        5.56       22.22
          5 |          3        5.56       27.78
          . |         39       72.22      100.00
------------+-----------------------------------
      Total |         54      100.00



. bysort co_id (quintile) : replace quintile = quintile[1]
(40 real changes made)

. 


. tabulate quintile, missing

   quintile |      Freq.     Percent        Cum.
------------+-----------------------------------
          1 |         27       50.00       50.00
          3 |         18       33.33       83.33
          . |          9       16.67      100.00
------------+-----------------------------------
      Total |         54      100.00

. 

- i do need to keep the 2, 4, and 5 as well, 


Thanks again!!!!  Learning a lot... in this group!!!

Clarice



On Oct 30, 2013, at 11:32 AM, Nick Cox wrote:

> . bysort co_id (quintile) : replace quintile = quintile[1]
> 
> lets you "spread" the non-missing values of -quintile- to all
> observations for each company. You can then select appropriate
> companies freely.
> 
> For an introductory review of several tricks in this territory, see
> 
> SJ-11-2 dm0055  . . . . . . . . . . . . . .  Speaking Stata: Compared with ...
>        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
>        Q2/11   SJ 11(2):305--314                                (no commands)
>        reviews techniques for relating values to values in other
>        observations
> 
> Nick
> njcoxstata@gmail.com
> 
> 
> On 30 October 2013 13:04, Clarice Martins <martins.clarice@gmail.com> wrote:
> 
>> I am using Stata 12.1 for Mac.
>> 
>> My problem is:
>> - within a dataset (with the structure below), I need to -if rtype=="formation" & yrmonth == "`lev'" & quintile==1- , pick values from -rtype==buysell- but from same companies that are in the -if- selection.
>> 
>> I thought of something like this for a code:
>> 
>> *-------begin code------
>> gen P1_sell = .
>> levelsof yrmonth, local(levs)
>> 
>> 
>> foreach lev of local levs {
>>        egen OK = anymatch(co_id) values (if rtype=="formation" & yrmonth == "`lev'" & quintile==1) //na aceita if ai dentro
>>        replace P1_sell = return if rtype=="buysell" & yrmonth == "`lev'" & co_id = anymatch(OK)
>>        drop temp
>> }
>> *-------end code------------
>> 
>> But I know there is something missing to tell the code to pick values from other observations. I have been researching similar cases on the net, but no luck yet.
>> 
>> Can anyone give me a hint???
>> 
>> Thank you very much,
>> Clarice
>> 
>> *----dataset sample----
>> clear
>> input byte co_id str4 ticker str10 rtype str10 yrmonth double return byte quintile
>> 1 ABCB formation jun2000 0.01 1
>> 1 ABCB formation jul2000 0.01 1
>> 1 ABCB formation aug2000 0.01 1
>> 1 ABCB buysell jul2000 0.01 .
>> 1 ABCB buysell aug2000 0.01 .
>> 1 ABCB buysell sep2000 0.01 .
>> 1 ABCB holding jan2001 0.01 .
>> 1 ABCB holding feb2001 0.01 .
>> 1 ABCB holding mar2001 0.01 .
>> 2 AEDU formation jun2000 0.01 2
>> 2 AEDU formation jul2000 0.01 2
>> 2 AEDU formation aug2000 0.01 2
>> 2 AEDU buysell jul2000 0.01 .
>> 2 AEDU buysell aug2000 0.01 .
>> 2 AEDU buysell sep2000 0.01 .
>> 2 AEDU holding jan2001 0.01 .
>> 2 AEDU holding feb2001 0.01 .
>> 2 AEDU holding mar2001 0.01 .
>> 3 AMBV formation jun2000 0.01 3
>> 3 AMBV formation jul2000 0.01 3
>> 3 AMBV formation aug2000 0.01 3
>> 3 AMBV buysell jul2000 0.01 .
>> 3 AMBV buysell aug2000 0.01 .
>> 3 AMBV buysell sep2000 0.01 .
>> 3 AMBV holding jan2001 0.01 .
>> 3 AMBV holding feb2001 0.01 .
>> 3 AMBV holding mar2001 0.01 .
>> 4 FFFF formation jun2000 0.01 4
>> 4 FFFF formation jul2000 0.01 4
>> 4 FFFF formation aug2000 0.01 4
>> 4 FFFF buysell jul2000 0.01 .
>> 4 FFFF buysell aug2000 0.01 .
>> 4 FFFF buysell sep2000 0.01 .
>> 4 FFFF holding jan2001 0.01 .
>> 4 FFFF holding feb2001 0.01 .
>> 4 FFFF holding mar2001 0.01 .
>> 5 BBBB formation jun2000 0.01 5
>> 5 BBBB formation jul2000 0.01 5
>> 5 BBBB formation aug2000 0.01 5
>> 5 BBBB buysell jul2000 0.01 .
>> 5 BBBB buysell aug2000 0.01 .
>> 5 BBBB buysell sep2000 0.01 .
>> 5 BBBB holding jan2001 0.01 .
>> 5 BBBB holding feb2001 0.01 .
>> 5 BBBB holding mar2001 0.01 .
>> 6 MMMM formation jun2000 0.01 .
>> 6 MMMM formation jul2000 0.01 .
>> 6 MMMM formation aug2000 0.01 .
>> 6 MMMM buysell jul2000 0.01 .
>> 6 MMMM buysell aug2000 0.01 .
>> 6 MMMM buysell sep2000 0.01 .
>> 6 MMMM holding jan2001 0.01 .
>> 6 MMMM holding feb2001 0.01 .
>> 6 MMMM holding mar2001 0.01 .
>> end
>> *-------end--------
>> 
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