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Re: st: Stacking data per day


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Stacking data per day
Date   Mon, 17 Oct 2011 10:13:05 +0100

For this problem I would not turn to -stack-.
Your data structure is already long and lengthening it will not help.

It sounds as if you need -egen- with -by:-.

bysort day : egen pl_total = total(pl)

or

egen pl_total = total(pl), by(day)

are indicative examples. Look at the help for -egen-.

Nick

On Mon, Oct 17, 2011 at 10:02 AM, Julian Runge <[email protected]> wrote:

> I am encountering a problem when trying to stack data in daily
> intervals. I guess this is just a basic problem, but after quite some
> effort I haven't been able to figure out how to do it. My data set
> contains profits/losses (variable pl) from a permanently ongoing
> trading game. That means, there can be several profit/loss events on
> the same day and even in the same minute (the time variable contains
> minutes, but not seconds). So, when I try to assign the data set a
> panel data structure, this is denied due to "repeated time values
> within panel". I wish to calculate the daily sums of pl. I tried to
> use the "stack" command, but wasn't able to formulate an if-expression
> telling Stata to stack the data for each day.
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