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Re: st: Collapse - How does it collapse
From
Dawood Ashraf <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Collapse - How does it collapse
Date
Sat, 25 Jun 2011 04:36:02 -0700 (PDT)
I findout the reason for not reducing the # of observations. Since I am asking stata to collapse based on both id (identifier) and newdate (date) and each id takes on any special date only once. If I remove id from collapse command the number of observation reduced considerably to about 2000. Now the problem is, how can I keep the id in the collapsed date in as is format and rest of the variables based on id and valdate as means. Any help will be highly appreciated.
Dawood
----- Original Message -----
From: Dawood Ashraf <[email protected]>
To: "[email protected]" <[email protected]>
Cc:
Sent: Saturday, June 25, 2011 12:14:48 PM
Subject: st: Collapse - How does it collapse
Dear Statalist,
I have historical daily price data of mutual funds and I am trying to 'collapse' it in monthly. I followed the collapse command as suggested in the manual and I believe this shoudl work. However, the number of observations does not change that I believe should after collapse from daily to monthly data.
. generate newdate = date(vdate, "MDY") /this converts the string valuation date to non-string)?
. format newdate %tm /This converts date from %td to %tm - the possible error could be here?
. describe
Contains data from D:\Mutual Fund Data\MutualFundData_clean.dta
obs: 116,251
vars: 10 25 Jun 2011 00:32
size: 55,800,480 (89.4% of memory free)
---------------------------------------------------------------------------------------------------------------------------------------------
storage display value
variable name type format label variable label
---------------------------------------------------------------------------------------------------------------------------------------------
name str143 %143s Fund Name
manager str200 %200s Fund Manager
type str100 %100s Type of Fund
nav double %8.0g Net Asset Value
price float %8.0g Unit Price
vdate str10 %10s Valuation Date
id int %8.0g Identifier
valdate float %9.0g
sharia byte %8.0g type==Shari'ah Compliant
newdate float %tm
---------------------------------------------------------------------------------------------------------------------------------------------
Sorted by: id valdate
Note: dataset has changed since last saved
. collapse (mean) nav price sharia, by (newdate id)
. su price
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
price | 116251 130.5486 818.1193 .0712 184587
If you see here number of observations are still 116251. The number should reduce since the data is monthly now.
Please help.
Regards
Dawood
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