I don't know what a decile rank here is for certain. I guess it
resembles a percentile rank
as documented at
How can I calculate percentile ranks?
http://www.stata.com/support/faqs/stat/pcrank.html
Also for filling in you might look at
How can I replace missing values with previous or following nonmissing
values or within sequences?
http://www.stata.com/support/faqs/data/missing.html
although what I am going to suggest is a standard application of -by:-.
In your case, your structure is something like
compid BY month BY market_value
and so you can rank values in month 120, which is your first month,
given your example
and assuming use of the Stata date system.
egen rank = rank(market_value) if month == 120
Ranks can be compared with the total number of companies using
egen N = total(1) if month == 120 & rank < .
although there are many other ways to get that number.
Then your decile rank is perhaps something like
gen decilerank = ceil(10 * rank / N)
Those variables are defined for (at most) month 120.
So you need to spread them to other values.
bysort compid (month) : replace decilerank = decilerank[1]
Nick
[email protected]
John Hund
A simple question whose answer I can't find in the very interesting
xtile by groups discussion. In this case I have data (market values)
on companies (compid) monthly. Ideally I would like to generate a
variable containing the decile rank of the company based on their
market value at the beginning of a period (i.e. their decile in
January 1970) and have that variable contain the decile rank for all
monthly observations of the compid for a particular time window (i.e.
1970-1975). That is, there would be a variable that contains the
decile rank from Jan70 for all monthly observations of a compid for
the next 5 years. I suspect that my question is less about xtile and
more about filling in, since it is easy to get the decile rank for
the first month...I just can't "fill" it in for the next (in this
case) 59 observations of each company.
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