Re: st: Dividing data into quintiles

[Sergiy Radyakin <serjradyakin@gmail.com>]

Clarice,
1) if you need only observations of type "formation" (and in your
description it seems like this holds) then drop everything else to
simplify things.
2) In the example data, you have constant returns 0.01 no matter what,
I hope it is not in your real data, otherwise no quintiles, and also
the group is extremely small - 3 obs only.
3) In your example all formations occur in one month, so not possible
to test any code without actually creating a completely new example
specifically for this.

Something like this would get you started:
do http://radyakin.org/statalist/2013102801/formation.do

but, please post the example that exhibits exactly all the features
that one would be looking forwards too - if you say you have 151
periods of formation - make sure you post at least 2, better more, if
there is irrelevant information - drop it right away not to confuse.
Often times rather than anonymizing your data it is simpler to rename
variables in nlsw88.

Best, Sergiy Radyakin


On Mon, Oct 28, 2013 at 2:39 PM, Clarice Martins
<martins.clarice@gmail.com> wrote:
> 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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