Thanks a lot Ronnie!
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ronnie Babigumira
Sent: 16 September 2006 10:37
To: [email protected]
Subject: Re: st: Adding two variables
Is this what you want
Id date ret dlret
1 jan91 .1 .
1 feb91 .1 .
1 mar91 0 .05
2 jan91 .05 .
2 feb91 . -.2
3 jan91 .02 .
3 feb91 -.01 .
3 mar91 .03 .
3 apr91 .1 .
.egen ret2 = rowtotal(ret dlret)
.clist, noobs
Id date ret dlret ret2
1 jan91 .1 . .1
1 feb91 .1 . .1
1 mar91 0 .05 .05
2 jan91 .05 . .05
2 feb91 . -.2 -.2
3 jan91 .02 . .02
3 feb91 -.01 . -.01
3 mar91 .03 . .03
3 apr91 .1 . .1
- help egen - says that
rowtotal(varlist)
may not be combined with by. It creates the (row) sum of the
variables in varlist, treating missing as 0.
Nuno Soares wrote:
> Hi everyone,
>
> I have the following return data (_ret_ for returns and _dlret_ for
> delisting returns)for several companies (id):
>
> Id date ret dlret
> 1 jan91 .1 .
> 1 feb91 .1 .
> 1 mar91 0 .05
> 2 jan91 .05 .
> 2 feb91 . -.2
> 3 jan91 .02 .
> 3 feb91 -.01 .
> 3 mar91 .03 .
> 3 apr91 .1 .
> (...)
>
> Ie, there can be several combinations of ret and dlret (at a given month):
> - dlret only has a value when a company is delisted and at the
> delisting period;
> - ret has values and dlret has missing values: this occurs during the
> period in which a company is listed. The return for the month is ret.
> - ret has values and dlret has values: the company is delisted in that
> month and so has a return and can have a delisting return. In this
> case the return at that month is ret+dlret;
> - ret doesn't has values and dlret has values: the return at that
> month is dlret; In SAS, the procedure to take care of all this
> possibilities ie easy: just do ret2=sum(ret,dlret), because the sum
> function in SAS doesn't read missing values but still yields a result
> if ony of the arguments is non missing. In STATA, I've been looking
> for a similar function, but can't find it. Does anyone knows of one?
> One solution just doing:
> . replace dlret=0 if dlret==.
> . replace ret=0 if ret==.
> . ren ret2=ret+dlret
> However, I'm affraid I could be missing observations by doing this.
>
> All the best,
>
> Nuno
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
