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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 13:29:52 +0000
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
>>
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