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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



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