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Re: st: Portfolio returns per month, drop return duplicates
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Portfolio returns per month, drop return duplicates
Date
Mon, 25 Nov 2013 12:39:24 +0000
-duplicates- should work here if I understand your problem. Otherwise
consider -egen-'s -tag()- function and keeping only tagged
observations.
Nick
[email protected]
On 25 November 2013 12:27, M@rk <[email protected]> wrote:
> Dear Users,
>
> For my research I need to have portfolio returns for each month from 1926
> till 2012. I already calculated the weighted returns for each portfolio and
> summed them up (by date) by creating a new variable (PRB1). The only
> problem is that this sum is not given once for each month, but is given for
> each stock observation in a month. So if the total of the weighted returns
> is, let's say, 0.026 in March 2006 its mentioned for each stock observation
> in March 2006. I tried to downsize this by using the duplicates drop [in]
> command, but I get the error message 'invalid obs no'. Does anyone know how
> I can get the portfolio returns once per month, as for my research I only
> need portfolio returns per month from 1926 till 2012 in order to do the
> regressions. I am using Stata 12 SE (Windows 7 64-bit).
>
> I look forward to the reactions.
>
>
> Kind Regards,
>
> Mark Krap
>
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