Re: st: replacing rating information conditional on year

[Nick Cox <njcoxstata@gmail.com>]

This is an FAQ. See

FAQ     . . . . . . . . . . . . . . . . . . . . . . . Replacing missing values
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        2/03    How can I replace missing values with previous or
                following nonmissing values?
                http://www.stata.com/support/faqs/data/missing.html

Perhaps you are aware of this FAQ or of similar advice. Either way, we
can't possibly comment on your "not very successful" code if you don't
tell us what it was.

Nick
njcoxstata@gmail.com


On 14 January 2014 13:17, Christophe J. GODLEWSKI <godlewski@unistra.fr> wrote:

> I have the following dataset (extract) :
>
> year    issuer_parent_eqy_ticker        rat
> 2006    000157 CH Equity
> 2010    000157 CH Equity
> 2012    000157 CH Equity        BB+
> 2007    012330 KS Equity        BBB-
> 2008    012330 KS Equity
> 2010    012330 KS Equity        BBB
> 2012    012330 KS Equity        BBB+
> 2000    13 HK Equity    A
> 2001    13 HK Equity
> 2003    13 HK Equity
> 2003    13 HK Equity    A-
> 2005    13 HK Equity
> 2006    13 HK Equity
> 2007    13 HK Equity
> 2008    13 HK Equity
> 2009    13 HK Equity
> 2010    13 HK Equity    A-
>
> And I want this to happen:
>
> year    issuer_parent_eqy_ticker        rat
> 2006    000157 CH Equity
> 2010    000157 CH Equity
> 2012    000157 CH Equity        BB+
> 2007    012330 KS Equity        BBB-
> 2008    012330 KS Equity        BBB-
> 2010    012330 KS Equity        BBB
> 2012    012330 KS Equity        BBB+
> 2000    13 HK Equity    A
> 2001    13 HK Equity    A
> 2003    13 HK Equity    A-
> 2003    13 HK Equity    A-
> 2005    13 HK Equity    A-
> 2006    13 HK Equity    A-
> 2007    13 HK Equity    A-
> 2008    13 HK Equity    A-
> 2009    13 HK Equity    A-
> 2010    13 HK Equity    A-
>
> Basically for each identifier of a firm (ticker) I want to replace its
> rating (rat) by the previous one until a new rating occurs
> For this firm 000157 CH Equity the rating occurs in 2012 so nothing should
> be put in rat before
> While for firm 012330 KS Equity the rating from 2007 should also apply to
> 2008, then in 2009 a new rating occurs so no replacement is needed
> Finally for firm 13 HK Equity it gets more tricky because in 2001 I need the
> replacement of the rating using the one from 2000 but in 2003 I need the
> proper rating from 2003 to be duplicated as well in the line where it is
> missing, then again fill the blanks with the 2003 rating until a new rating
> occurs and so on
> I tried using replace and lags using [_n-1] but im not very successful
> (being a rather newbie to stata btw)
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