Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Re: Portfolio returns per month, drop return duplicates


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Re: Portfolio returns per month, drop return duplicates
Date   Mon, 25 Nov 2013 16:43:39 +0000

That sounds as if no harm has been done. But it seems that you are
seeking further advice.  If so, you need to show us enough about your
data and the exact commands you are using to give us a better picture
of what you're doing. It's all at one or two removes so far.


Nick
[email protected]


On 25 November 2013 16:34, M@rk <[email protected]> wrote:
> Dear Nick,
>
> I checked it afterwards and no data has been lost when using 'force'. I
> still have 1,044 observations, which is 87 years (1926-2012) times 12
> months. I also checked whether the return figures are still the same for
> each month after using this command and this is the case.
>
> Kind Regards,
>
> Mark
>
> -----Oorspronkelijk bericht----- From: Nick Cox
> Sent: Monday, November 25, 2013 2:29 PM
> To: [email protected]
> Subject: Re: st: Re: Portfolio returns per month, drop return duplicates
>
>
> Bad idea, probably.
>
> I am responsible here in so far the -force- option is part of what
> -duplicates- provides and I am the putative author of -duplicates-.
>
> But -force- is there as brute force to be used if and only if you are
> sure what you want. Here what you should want is  to remove duplicates
> on each month and therefore on any variable with the same value for
> each month.
>
> So, I suspect you lost information doing that.
> Nick
> [email protected]
>
>
> On 25 November 2013 13:06, M@rk <[email protected]> wrote:
>>
>> Dear Nick,
>>
>> Thanks for your quick reply. I tried the command: 'duplicates drop PRB1,
>> force' and it worked as far as I know.
>>
>> Kind Regards,
>>
>> Mark Krap
>>
>> -----Oorspronkelijk bericht----- From: Nick Cox
>> Sent: Monday, November 25, 2013 1:39 PM
>> To: [email protected]
>> Subject: Re: st: Portfolio returns per month, drop return duplicates
>>
>> -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
>>>
>>> *
>>> *   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/
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index