How to extract _n values in month.

[Ahmed Yousufzai]

hello researchers and expert good evening,
i want to calculate 5 maximum returns in a month. for different firms. i am using code for single max value in month but unable to extract 5 max observation,
code:
egen max_ret = max(r), by(id date)
bys dscd date: egen max2=max(r)

Thanks !!!!

Wahab Ahmed

[Andrew Musau]

Assuming you have no missing values in your variable "r"

bys id date (r): gen order= sum(_n>=_N-4)
forval i=1/5{
     bys id date: egen max`i'= max((order==`i')*r)
}

If you have missing values or the above does not solve your problem, please read https://www.statalist.org/forums/help, especially Advice #12, and provide a data example using dataex.