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st: add up variable / quantile
From
"Scharnigg, Stan (Stud. SBE)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: add up variable / quantile
Date
Tue, 29 Mar 2011 03:53:18 +0200
Hello,
Thank you for time. I have two questions:
A. I want to know the performance of retail investors. I have the account IDs, but the data
is seperated in months. So I merged the files into stata. However, now I have multiple account IDs and Stata recognizes the performance for every month.
I want to know what the total performance is for a single account ID.
I will give a short example to make clear what I mean:
accountID; gross_performance
1 -.1
1 .2
3 .1
3 .1
desired outcome:
AccountID; gross_performance
1 .1 (-.1+.2)
3 .2 (.1+.1)
B. Then, when I have the total performance. I want to divide it into quantiles (I want to get the top 25 percentile)
If I use this command:
"xtile quanvariable = Gross_performance, nquantiles(4)"
I create a new variable and the top 25 percentile gets the number 4. However, how do I get an overview which account IDs are in the top 25 percentile?
There will be around 2500 observations in the top 25 percentile, so therefore I was hoping that there is an option to get this information in an overview.
Thank you for your answer
Stan
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