st: Dividing data into quintiles

[Clarice Martins <martins.clarice@gmail.com>]

Dear group,

I need to select a sub-group of my dataset and cut it into quintiles, in order to proceed with calculations with top and bottom quintile.

- I use Stata 12.1 (for Mac)

- my data looks like this (now, after considerations from the group, thank you!)

co_id ticker rtype	yrmonth return
1 ABCB formation jun2000 0.01
1 ABCB buysell jul2000 0.01
1 ABCB holding ago2000 0.01
2 AEDU formation jun2000 0.01
2 AEDU buysell jul2000 0.01
2 AEDU holding ago2000 0.01
3 AMBV formation jun2000 0.01
3 AMBV buysell jul2000 0.01
3 AMBV holding ago2000 0.01

- i tryed both -egen cut- and -xtile-

egen quintile = cut(return) if rtype=="formation", group(5)

xtile quintile=return if rtype=="formation", n(5)

- when I use -if rtype=="formation"- both commands work fine!

- But, I need to select all observations rtype=="formation"  AND yrmonth=="jun2000", then cut this subgroup into quintiles

- Then, I need to proceed with this filter/select and cut, for every yrmonth (151 periods) on my data set

Any suggestions?

Thank you very much!

Clarice



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