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st: Combining observations based on filing date and firm ID number


From   William Billik <[email protected]>
To   statalist <[email protected]>
Subject   st: Combining observations based on filing date and firm ID number
Date   Sun, 2 Feb 2014 11:38:24 -0500

In trying to reformat panel data from long to wide for purposes of
merging with other data sources, the following error is obtained,
"date_variable not unique withing firm_ID variable, there are multiple
observations at the same date_variable within firm_ID variable.

The data is of activist and institutional shareholder transactions and
is from SEC (regulator) filings.  Consequently, for any given date
there may be multiple shareholder transactions for the same firm.
Occasionally, there are even multiple entries for the same shareholder
on the same date.  Therefore, in long form, the data has multiple
observations (rows) for the same shareholder ID, the same firm ID and
and same date, but with differing transaction values.  (Or the
shareholder ID may differ, but the firm ID and the date are the same.)

I want to generate a format of the data where there is one observation
of the firm_ID, with the transactions totals by shareholder and date
in a single firm row.  Alternatively, the combined transaction totals
of all shareholders on a date, while less preferable, may be
acceptable.  Ultimately, I would like the data to be in this format of
one row per firm to allow for merging with other data bases containing
firm specific data.

This is my first foray into Stata, and I tried the -egen- command to
generate a total transaction value, but without success. (Only
generated a new variable equal to the transaction value of the
shareholder on a given date.)

Any suggestions and/or guidance is greatly appreciated.

William Billik
Kent State University
Department of Finance
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