using xtile command in panel setting

[M. Yun]

I have a panel dataset of firms. Using this dataset, I am trying to create a new variable containing average values of an existing variable for top 1% or 5% of firms within industry and year.
For example, in the attached dataset, I am trying create a variable containing the average value of tfp_re for the top 1% of firms by industry and year.
Since the xtile command does not allow using "by", I wonder if there is a short cut to my problem.

[Øyvind Snilsberg]

bys ind_mid year: egen top = pctile(tfp_re), p(99)

[M. Yun]

Beautiful! Thanx!

[M. Yun]

I am trying to retrieve fitted values (xb) after a GMM regression of a Cobb Douglas production functiion, using the command gmm(lnvar-{b1}*lntar - {b2}*lnL - {b0}), instruments (L.lntar L2.lntar D.lntar L.lnL L2.lnL D.lnL).
After the regression, command "predict name, xb" returns only single number! What has happened?

[Jared Greathouse]

I don't know. Can I see your example data using dataex?

[M. Yun]

This is the example data

[Attaullah Shah]

astile (available on the SSC) can be used with panel data. astile is blinking fast. See the following example using a panel data.

* Create 5 groups of firms based on their market value in each year 

webuse grunfeld

astile size5=mvalue, nq(5) by(year)

I discuss several other example of astile on this page https://fintechprofessor.com/create-...-using-astile/