Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Event-study
From
Sven Künzel <[email protected]>
To
<[email protected]>
Subject
st: Event-study
Date
Wed, 27 Feb 2013 10:10:09 +0100
Dear Statalist,
I have a question concerning the use of formula respectively scaling a
value. I am doing an Event-Study. I have calculated the sum_for_each_day.
Now I want to scale this sum_for_each_day in percent. The sum prior to the
event (dif=-1) has to take the value 100% and has to represent the benchmark
for the others sums in the event_window. My datasample with the new variable
needed looks like this. Is there a simple way of fitting in a formula
respectively rescaling a value?
countrynam spreads group_id datum event_date dif event_window
abnormal_return sum_for_each_day sum_for_each_day_Percent
Portugal 0.28 1 20dec2010 23dec2010 -3 0
0.6
Portugal 0.30 1 21dec2010 23dec2010 -2 1
0.5 1.80 102
Portugal 0.33 1 22dec2010 23dec2010 -1 1
0.6 1.75 100
Portugal 0.32 1 23dec2010 23dec2010 0 1
0.5 1.80 102=(((1.8-1.75)/1.75)+1)*100
Portugal 0.33 1 27dec2010 23dec2010 1 1
0.6 2.05 117
Portugal 0.35 1 28dec2010 23dec2010 2 1
0.4 2.00 114
Portugal 0.34 1 20dec2010 23dec2010 3 0
0.5
Thanks
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/