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  • Dealing with the CRSP- Compustat linking table

    Dears,

    I have the linking table and there are many duplications. I would be grateful if someone advice me which one I should keep. In other words, how I can clean this file. Especially, with respect to these variables LPERMNO LPERMCO LINKDT LINKENDDT. The name of variables are the same as in the WRDS



    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input str6 gvkey str70 conm str8 tic str10(cusip cik) str2(LINKPRIM LINKTYPE) double(LPERMNO LPERMCO) long(LINKDT LINKENDDT)
    "001000" "A & E PLASTIK PAK INC"        "AE.2"   "000032102" ""           "P" "LU" 25881 23369  3969  6755
    "001001" "A & M FOOD SERVICES INC"      "AMFD."  "000165100" "0000723576" "P" "LU" 10015  6398  8663  9708
    "001002" "AAI CORP"                     "AAIC.1" "000352104" "0001306124" "C" "LC" 10023 22159  4731  4904
    "001003" "A.A. IMPORTING CO INC"        "ANTQ"   "000354100" "0000730052" "C" "LU" 10031  6672  8741 10820
    "001004" "AAR CORP"                     "AIR"    "000361105" "0000001750" "P" "LU" 54594 20000  4497    .e
    "001005" "A.B.A. INDUSTRIES INC"        "ABA.2"  "000370106" ""           "C" "LU" 61903    11  4779  8431
    "001007" "ABKCO INDUSTRIES INC"         "4135B"  "000774109" "0000001882" "P" "LU" 10058    20  6970  9037
    "001007" "ABKCO INDUSTRIES INC"         "4135B"  "000774109" "0000001882" "C" "LU" 10058    20  5022  6969
    "001008" "ABM COMPUTER SYSTEMS INC"     "ABMC."  "000775106" ""           "P" "LC" 10066  6331  8637  9918
    "001009" "ABS INDUSTRIES INC"           "ABSI.1" "000781104" "0000313368" "C" "LC" 10074  5271  8053 13221
    "001010" "ACF INDUSTRIES INC"           "4165A"  "00099V004" "0000910627" "C" "LU" 10006 22156 -3532   760
    "001010" "ACF INDUSTRIES INC"           "4165A"  "00099V004" "0000910627" "P" "LU" 10006 22156   761  8945
    "001011" "ACS ENTERPRISES INC"          "ACSE"   "000872309" "0000702511" "P" "LC" 10082  5793  8480 13054
    "001012" "ACS INDUSTRIES INC"           "6927B"  "000874107" "0000002134" "P" "LU" 10103    52  6605 10955
    "001013" "ADC TELECOMMUNICATIONS INC"   "ADCT.1" "000886309" "0000061478" "P" "LU" 50906  2902  7014 18627
    "001015" "ADI ELECTRONICS INC"          "4327B"  "000893107" "0000354609" "P" "LU" 66405  5204  8064  9800
    "001016" "AEC INC"                      "AECE"   "001015106" "0000317539" "P" "LC" 10146   314  6543 10343
    "001016" "AEC INC"                      "AECE"   "001015106" "0000317539" "C" "LC" 10146   314  5053  6542
    "001017" "AEL INDUSTRIES  -CL A"        "AELNA"  "001030105" "0000004911" "P" "LC" 10154    81  4731 13208
    "001018" "AES TECHNOLOGY SYSTEMS INC"   "2938B"  "001032101" "0000002638" "C" "LU" 10162    88  6970  7733
    "001018" "AES TECHNOLOGY SYSTEMS INC"   "2938B"  "001032101" "0000002638" "C" "LU" 10162    88  4930  6969
    "001019" "AFA PROTECTIVE SYSTEMS INC"   "AFAP"   "001038108" "0000002668" "C" "LC" 10189    93  4731 10266
    "001020" "AFG INDUSTRIES INC"           "5548C"  "001054931" "0000007668" "P" "LC" 68806   100  4731 10322
    "001021" "AFP IMAGING CORP"             "IWKS"   "001058205" "0000319126" "P" "LU" 10218   109  7592 14322
    "001022" "AGM INDUSTRIES INC"           "AGMN.1" "001220102" "0000002801" "C" "LU" 10234   118  4930  6086
    "001022" "AGM INDUSTRIES INC"           "AGMN.1" "001220102" "0000002801" "P" "LU" 10234   118  6087  8609
    "001023" "AGS COMPUTERS INC"            "AGS.2"  "001240100" "0000002844" "P" "LU" 66755  5542  8195 10505
    "001024" "A I A INDUSTRIES INC"         "AIAQ"   "001320100" "0001749211" "P" "LU" 10269  6202  8602  9037
    "001025" "A I C INTL INC"               "4225B"  "001348101" "0000002880" "C" "LU" 47351   306  4779  9209
    "001026" "AID INC-DEL CL A"             "AIDCA"  "001360106" "0000002886" "P" "LU" 10277   134  4731  6725
    "001027" "A I M COS"                    "AIM.3"  "001412105" ""           "P" "LU" 28601 23555  2222  4165
    "001028" "AIM TELEPHONES INC"           "7547B"  "001423102" "0000354173" "P" "LU" 10285  5148  7972 11718
    "001029" "A.I.N. LEASING CORP"          "AINSE"  "001425107" ""           "P" "LU" 10293  6069  8566  9435
    "001030" "A I T S INC"                  "1410B"  "001444108" ""           "C" "LU" 10306   145  4779  5402
    "001031" "A J INDS INC"                 "AJ.2"   "001476100" ""           "P" "LU" 10014 22157  2222  6299
    "001031" "A J INDS INC"                 "AJ.2"   "001476100" ""           "C" "LU" 10014 22157    91  2221
    "001034" "ALPHARMA INC  -CL A"          "ALO.2"  "020813101" "0000730469" "P" "LC" 65832 20007  8811 17895
    "001036" "UNITED DOMINION INDUSTRIES"   "UDI."   "909914103" "0000029590" "C" "LC" 65453 20008  8740 15126
    "001037" "AM COMMUNICATIONS INC"        "AMCM."  "001674100" "0000318580" "C" "LU" 10314   255  7585 10464
    "001038" "AMC ENTERTAINMENT INC -OLD"   "AEN.2"  "001669100" ""           "P" "LU" 66413  6301  8630 16436
    "001039" "AMC INVESTORS INC"            "AMC.3"  "001670108" "0000001857" "P" "LC" 50526 25132  3771  7273
    "001040" "AMF INC"                      "AMF.2"  "001688100" "0000006091" "P" "LU" 15763 22631   761  9435
    "001040" "AMF INC"                      "AMF.2"  "001688100" "0000006091" "C" "LU" 15763 22631 -3652   760
    "001042" "AMI SYSTEMS INC"              "AMIS.1" "001719103" "0000355713" "P" "LU" 10365  5554  8207  9310
    "001043" "MULTIGRAPHICS INC"            "MTI.3"  "625440102" "0000002310" "C" "LC" 18980 20009   761  8152
    "001043" "MULTIGRAPHICS INC"            "MTI.3"  "625440102" "0000002310" "C" "LC" 18980 20009 -3805   760
    "001043" "MULTIGRAPHICS INC"            "MTI.3"  "625440102" "0000002310" "C" "LC" 80071 30061 12393 14636
    "001043" "MULTIGRAPHICS INC"            "MTI.3"  "625440102" "0000002310" "C" "LC" 18980 20009  8896 12192
    "001044" "AMK CORP"                     "AMK.3"  "001732106" "0000006143" "C" "LU" 37591 21816  2952  3833
    "001045" "AMERICAN AIRLINES GROUP INC"  "AAL"    "02376R102" "0000006201" "P" "LC" 21020 20010 19701    .e
    "001045" "AMERICAN AIRLINES GROUP INC"  "AAL"    "02376R102" "0000006201" "P" "LC" 21020 20010   761 18996
    "001045" "AMERICAN AIRLINES GROUP INC"  "AAL"    "02376R102" "0000006201" "C" "LC" 21020 20010 -3652   760
    "001046" "AMS/REALSTAR INC"             "4303B"  "001785104" ""           "P" "LU" 10373  7023  8897  9282
    "001047" "ANEFCO INC"                   "3050B"  "001812106" "0000352979" "C" "LU" 10381  3182  7894  8551
    "001049" "APF ELECTRONICS"              "2952B"  "001855105" ""           "P" "LU" 10400   304  5873  8181
    "001050" "CECO ENVIRONMENTAL CORP"      "CECO"   "125141101" "0000003197" "P" "LC" 11499   176  7637    .e
    "001051" "API INSTRUMENTS CO"           "APW.1"  "001860105" "0000006837" "C" "LC" 41961 24580  2923  3287
    "001052" "API TRUST"                    "APITS"  "001864107" "0000006839" "C" "LU" 10402   311  4839  6969
    "001052" "API TRUST"                    "APITS"  "001864107" "0000006839" "P" "LU" 10402   311  6970  8490
    "001054" "ASK GROUP INC"                "ASKI"   "001903103" "0000354797" "P" "LU" 10429  5118  7944 12691
    "001055" "AST RESEARCH INC"             "ASTA."  "001907104" "0000725182" "P" "LU" 85041  7357  9120 13755
    "001056" "AEROFLEX INC"                 "ARXX"   "007768104" "0000002601" "C" "LC" 62500   336  4930  6389
    "001056" "AEROFLEX INC"                 "ARXX"   "007768104" "0000002601" "P" "LC" 62500   336  6390 17393
    "001057" "ABEX CORP"                    "8892A"  "001935006" "0000001866" "P" "LC" 10030 22160  2587  2919
    "001057" "ABEX CORP"                    "8892A"  "001935006" "0000001866" "C" "LC" 10030 22160  1461  2586
    "001058" "APL CORP"                     "4328B"  "002024107" "0000006841" "C" "LU" 28636 23557   913  9799
    "001059" "A P S INC"                    "APS.1"  "002030104" ""           "P" "LU" 58958 25619  4731  7760
    "001061" "ARI INDUSTRIES INC"           "ARII."  "002048106" "0000007202" "P" "LU" 10445   340  6970  7609
    "001061" "ARI INDUSTRIES INC"           "ARII."  "002048106" "0000007202" "C" "LU" 10445   340  4839  6969
    "001062" "ASA GOLD AND PRECIOUS METALS" "ASA"    "G3156P103" "0001230869" "P" "LU" 26649 20015  1855    .e
    "001065" "AT&E CORP"                    "7200B"  "002062107" "0000008076" "C" "LU" 71239  5894  8494 11522
    "001066" "ATE ENTERPRISES INC"          "ATEE"   "002068104" "0000042211" "C" "LC" 55335  1911  8796  9834
    "001067" "ATI INC"                      "ATQ.1"  "00299M937" "0000929245" "P" "LC" 28652 23559  2222  8795
    "001067" "ATI INC"                      "ATQ.1"  "00299M937" "0000929245" "C" "LC" 28652 23559   913  2221
    "001069" "ATV SYSTEMS INC"              "ATVSQ"  "002095107" "0000724768" "C" "LU" 10480  6509  8691  9055
    "001070" "AVC CORP"                     "AVC.1"  "002280105" "0000008789" "C" "LC" 21549 23079  2922  2951
    "001070" "AVC CORP"                     "AVC.1"  "002280105" "0000008789" "P" "LC" 21549 23079  2952  7790
    "001072" "AVX CORP"                     "AVX"    "002444107" "0000859163" "C" "LC" 56899 25544  4837 10975
    "001072" "AVX CORP"                     "AVX"    "002444107" "0000859163" "C" "LC" 81912 30930 13010 22001
    "001072" "AVX CORP"                     "AVX"    "002444107" "0000859163" "C" "LC" 56899 25544  4749  4836
    "001073" "AW COMPUTER SYSTEMS  -CL A"   "3AWCSA" "002448108" "0000319037" "C" "LU" 10496   422  7738 13389
    "001074" "AZL RESOURCES INC"            "AZL."   "002455103" "0000007237" "P" "LU" 49648 25078  3625  8400
    "001075" "PINNACLE WEST CAPITAL CORP"   "PNW"    "723484101" "0000764622" "P" "LU" 27991 21409   761    .e
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "J" "LC" 10517  5674 12054 18596
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "P" "LC" 78049  5674 12054 18596
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "N" "LC" 78049  5674 11995 12053
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "J" "LC" 78049  5674 18597 18606
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "P" "LC" 10517  5674  8343 12053
    "001076" "PROG HOLDINGS INC"            "PRG"    "74319R101" "0001808834" "P" "LC" 10517  5674 18597    .e
    "001077" "AARONSON BROTHERS STORES CP"  "ARON."  "002536100" ""           "P" "LU" 10525   346  6970  7578
    "001077" "AARONSON BROTHERS STORES CP"  "ARON."  "002536100" ""           "C" "LU" 10525   346  4930  6969
    "001078" "ABBOTT LABORATORIES"          "ABT"    "002824100" "0000001800" "P" "LC" 20482 20017   761    .e
    "001078" "ABBOTT LABORATORIES"          "ABT"    "002824100" "0000001800" "C" "LC" 20482 20017 -3652   760
    "001079" "ARP CORP"                     "ARPC."  "002904100" "0000007522" "P" "LC" 10541   349  3318  6117
    "001079" "ARP CORP"                     "ARPC."  "002904100" "0000007522" "C" "LC" 10541   349   366  3317
    "001080" "ABERDEEN PETROLEUM CORP-CL A" "APT.A"  "003230109" ""           "C" "LU" 28660 23561  1004  1459
    "001080" "ABERDEEN PETROLEUM CORP-CL A" "APT.A"  "003230109" ""           "P" "LU" 28660 23561  1460  5964
    "001081" "ABITIBI CONSOLIDATED INC"     "ABY.2"  "003924107" "0001039778" "P" "LC" 10560 20019 10058 17465
    "001082" "SERVIDYNE INC"                "SERV.1" "81765M106" "0000001923" "P" "LC" 10568  5580  8215 18870
    "001083" "ACA JOE INC"                  "3ACAJC" "003870300" "0000098707" "C" "LC" 44231  4531  7913 10323
    end
    format %td LINKDT
    format %td LINKENDDT
    ------------------ copy up to and including the previous line ------------------


  • #2
    The command
    Code:
     duplicates report
    shows that there are no duplicates in your data extract. I suspect that what you mean is that some entries differ only in the link variables. For gvkey== 001007 you have one entry which links CRSP and Compustat from 31Jan1979 to 28sep1984, and another which links them from 01Oct1973 to 30Jan1979. See this page from Kai Chen explaining the CRSP/Compustat link table variables.
    Devra Golbe
    Professor Emerita, Dept. of Economics
    Hunter College, CUNY

    Comment

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