Xtile with dates

[Quim]

Hello, I've a panel data with this structure.

list id newdate pchg qgarp pais industria size if inrange(id, 1, 5), noobs

+-------------------------------------------------------------------------------------------------+
id newdate pchg qgarp pais industria size
-------------------------------------------------------------------------------------------------
AIM:ABC 28mar2014 4.09206 .650909 United Kingdom Healthcare Small_cap
AIM:ABC 11jun2014 -1.2285 .641818 United Kingdom Healthcare Small_cap
AIM:ABC 26sep2014 13.5294 .629091 United Kingdom Healthcare Small_cap
AIM:ABC 11dec2014 .277778 .590909 United Kingdom Healthcare Small_cap
AIM:ASC 28mar2014 -35.6688 .718182 United Kingdom Consumer Discretionary Mid_cap
-------------------------------------------------------------------------------------------------
AIM:ASC 11jun2014 -35.6436 .556364 United Kingdom Consumer Discretionary Mid_cap
AIM:ASC 26sep2014 27.9327 .543636 United Kingdom Consumer Discretionary Mid_cap
AIM:ASC 11dec2014 -.601278 .530909 United Kingdom Consumer Discretionary Mid_cap
AIM:CLIN 28mar2014 -17.2727 .778182 United Kingdom Healthcare Small_cap
AIM:CLIN 11jun2014 4.22207 .705455 United Kingdom Healthcare Small_cap
-------------------------------------------------------------------------------------------------
AIM:CLIN 26sep2014 15.7503 .68 United Kingdom Healthcare Small_cap
AIM:CLIN 11dec2014 -3.85356 .641818 United Kingdom Healthcare Small_cap
AIM:DTG 28mar2014 -5.58028 .872727 United Kingdom Industrials Small_cap
AIM:DTG 11jun2014 -18.2639 .821818 United Kingdom Industrials Small_cap
AIM:DTG 26sep2014 30.591 .694545 United Kingdom Industrials Small_cap
-------------------------------------------------------------------------------------------------
AIM:DTG 11dec2014 .169381 .809091 United Kingdom Industrials Small_cap
AIM:NANO 28mar2014 .825472 .467273 United Kingdom Information Technology Micro_Cap
AIM:NANO 11jun2014 38.2456 .552727 United Kingdom Information Technology Micro_Cap
AIM:NANO 26sep2014 -17.7665 .378182 United Kingdom Information Technology Micro_Cap
AIM:NANO 11dec2014 -16.8724 .429091 United Kingdom Information Technology Micro_Cap
+-------------------------------------------------------------------------------------------------+

How can i create quintiles by date with xtile function??? For example i want to create a quintile at 28/03/2014???? How can i need to write the command??

I´ll attach below the details of the panel data.

thks all.

xtdescribe

id: 1, 2, ..., 3767 n = 3767
newdate: 28mar2014, 11jun2014, ..., 11dec2014 T = 4
Delta(newdate) = 1 day
Span(newdate) = 259 periods
(id*newdate uniquely identifies each observation)

Distribution of T_i: min 5% 25% 50% 75% 95% max
4 4 4 4 4 4 4

Freq. Percent Cum. Pattern*
---------------------------+----------
3767 100.00 100.00 1111
---------------------------+----------
3767 100.00 XXXX
--------------------------------------
*Each column represents 75 periods.

[Nick Cox]

Please use full real names (typically given name plus family name) on Statalist. FAQ Advice Section 6 explains our policy and how to fix your identifier.

You seem to be confusing quintiles and quintile-based bins or groups, but no matter. Daily dates are just numeric variables; there is no special technology for summarising or binning them.

[Quim]

I'll update now my name Nick, sorry.

The variable that i want to create quintiles are qgarp, but i want to do that for 4 different date time: 28/03/2014, 11/06/2014, 26/09/2014 and 11/12/2014.

my command looks this but not works

xtile quantile1= -qgarp if newdate=="28/03/2014", nq(5)

[Quim]

I'll update now my name Nick, sorry.

The variable that i want to create quintiles are qgarp, but i want to do that for 4 different date time: 28/03/2014, 11/06/2014, 26/09/2014 and 11/12/2014.

my command looks this but not works

xtile quantile1= -qgarp if newdate=="28/03/2014", nq(5)

[Quim Abril]

Any idea???

[Clyde Schechter]

It might help if you show us exactly what you got and how it differs from what you expected. "not works" could mean many things.

[Quim]

I'll find the command i think, but i need in invers orders the quantiles.

egen quantile = xtile(qgarp), by(newdate) nq(5)

. table quantile newdate, c (p50 pchg)


newdate
quantile 28mar2014 11jun2014 26sep2014 11dec2014

1 2.33298 -2.41431 2.18127 2.75215
2 3.42853 -2.19018 3.97359 3.53407
3 3.34752 -1.43584 1.23103 3.89868
4 3.55135 -1.16467 .838935 3.16016
5 2.88418 -.273322 -.963735 2.85079

I'll need the invers of this table, like the 1 quantile are the higghest qgarp number and the 5 quintile are the lowest.

[Clyde Schechter]

So just do

replace quantile = 6 - quantile

and the order will be reversed.

[Quim Abril]

Thks a lot clyde!