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Re: st: RE: merge


From   "Fabian Schönenberger" <[email protected]>
To   [email protected]
Subject   Re: st: RE: merge
Date   Fri, 01 Jun 2012 18:07:42 +0200

Yes I do! There is a variable called datadate with dates like ddmmyyyy, as well as one variable with dates like datemonthly with dates like yyyymXX.
The date-variable I use to uniquely identify the observations is called year with yyyy. 

Should I drop the other ones?

 


-------- Original-Nachricht --------
> Datum: Fri, 1 Jun 2012 08:19:49 -0700
> Von: Nick Sanders <[email protected]>
> An: "[email protected]" <[email protected]>
> Betreff: Re: st: RE: merge

> Fabian,
> 
> As a shot in the dark, do you have any other variables that are common
> among the two data sets? For example, if data set 1 and 2 both contain a
> variable called "date" (in addition to the common variables on which you are
> merging), merging those two data sets will sometimes make your results look
> odd due to how Stata handles what to do with that variable.
> 
> Best,
> Nick
> 
> 
> 
> On Jun 1, 2012, at 8:05 AM, Simon Falck <[email protected]> wrote:
> 
> > Dear Fabian, 
> > 
> > It is difficult to give a specific reply when you do not tell us more
> about your datasets and key variables. However, here are some general inputs
> on merging files in Stata that perhaps are useful for you.
> > 
> > The -merge- command enables merging files with common id´s. One-to-one 
> -merge 1:1- implies that the identifiers (key variables) are exactly the
> same in both files. If this is not your case then you should consider
> Many-to-one -merge m:1- or One-to-many -merge 1:m-. It depends on how your
> datasets are structured and their content. The two latter options are used when
> you have a common id in both files and one file, either the master or user,
> differ in for example time period. If you have two datasets which includes
> id´s that are non-common in both directions you use the Many-to-many
> -merge m:m- option.
> > 
> > As understood the key-variables are important to inspect according to
> the options described above. Don’t forget to inspect the format, for
> example are both key variables in string format? Consider how a key-variables
> should be constructed and what a common attribute implies and the directions.
> > 
> > You get a great instruction by typing: -help merge-
> > 
> > Good luck,
> > Simon
> > 
> > 
> > 
> > -----Original Message-----
> > From: [email protected]
> [mailto:[email protected]] On Behalf Of "Fabian Schönenberger"
> > Sent: den 1 juni 2012 14:28
> > To: [email protected]
> > Subject: st: merge
> > 
> > Dear Statalist
> > I try to merge two datasets. In both files each observation is uniquely
> identified by cusip and year. I sort both files with xtset cusip year.
> Afterwards, I command: 
> > 
> > merge 1:1 cusip year using "C:\Users\User\Documents\Uni
> SG\Doktorat\Data\Price Data\pricedatev5.dta", keepusing(capm_marketpremium), keep(3)
> > 
> > I am only interested in those observations of cusip-year-combinations
> which are in my masterfile - therefore keep(3). 
> > 
> > However, either the matched observations nor the unmatched observations
> are correct, meaning that I get for each cusip-year observations the wrong
> capm_marketpremium and I do not get observations in my masterfile for
> cusip-year observations although the using file has an observation. 
> > 
> > I also tried merge m:m but it did not work. What am I doing the wrong
> way?
> > 
> > Many thanks for suggestions.
> > 
> > Fabian 
> > -- 
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