Re: st: Copying data from an observation to a different time period, using bysort

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

Dear Nick,

It took me long to reply, since I was making sure to read all the material and understand your suggestions.

Thank you, it worked perfectly to what was needed!!
(And I learned a lot!)

Regards,
Clarice



On Oct 31, 2013, at 10:09 PM, Nick Cox wrote:

> Replacing the previous value in general results in a cascade of
> replacements. That is discussed in detail at
> 
> <http://www.stata.com/support/faqs/data-management/replacing-missing-values/>
> 
> When you want just one replacement, you need something different.
> 
> Try this. The first technique is discussed within my paper "Compared
> with ..." in Stata Journal 11(2). The reversing time trick is
> explained in the FAQ just cited.
> 
> bysort co_id yrmonth: egen tocopy = total(quintile / (rtype == "formation"))
> 
> gen negyrmonth = -yrmonth
> 
> bysort co_id formation (negyrmonth) : replace quintile = tocopy[_n+1]
> if missing(quintile) & rtype == "buy_sell_period"
> 
> 
> 
> Nick
> njcoxstata@gmail.com
> 
> 
> On 31 October 2013 19:25, Clarice Martins <martins.clarice@gmail.com> wrote:
> 
>> I have been trying to solve a new issue in my dataset:  (I am using Stata 12, for Mac)
>> 
>> I am using command -bysort  varlist : command-
>> (but not sure if it is the best option)
>> 
>> The problem is to copy -quintile- observation to NEXT -yrmonth- , - if rtype=="buy_sell_period"-
>> 
>> *-------snapshot of dataset-----
>> co_id   ticker  name    rtype   yrmonth rating  numericrating   return  quintile
>> 2       AEDU3   ANHANGUERA      buy_sell_period 2007m8  BB      12      -0.02 .
>> 2       AEDU3   ANHANGUERA      formation       2007m8  BB      12      0.32 1
>> 2       AEDU3   ANHANGUERA      hold_period     2007m8  BB      12      0.32 .
>> 2       AEDU3   ANHANGUERA      buy_sell_period 2007m9  BB      12      0.13 .
>> 2       AEDU3   ANHANGUERA      formation       2007m9  BB      12      0.40 5
>> 2       AEDU3   ANHANGUERA      hold_period     2007m9  BB      12      0.40 .
>> *-------------
>> 
>> Expected result:
>> 
>> - In this case, the quintile 1 needed to go to 2007m9, buy_sell_period.
>> - And quintile 5 need to go to 2007m10, buy_sell_period (not shown)
>> 
>> I tried a mix of several things in these lines, but not quite getting the results needed:
>> 
>>    bysort co_id yrmonth (quintile) : generate quintile2 = quintile[_n-1] // the result is quintile copied in sequence not what is needed
>> 
>> I wonder if I need to change HRF dates to SIF dates? (Since sorting by -yrmonth- does produce a calendar order of months and year.)
> *
> *   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/


*
*   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/