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  • Grouping observations from one variable in one data set

    Hi,

    I am new to Stata and currently a little lost.

    I am given a data set with stock returns for multiple companies over several months (different months for different companies, with overlaps so that there is 30 observations for each month in total with varying companies).
    I have to find monthly returns for all companies with observations available for that month.

    So far I have concluded that I have to group the observations by months to get groups of 30 observations, is this done using a loop command such as foreach?

    Thank you in advance!
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