Hi all,
I am having trouble merging two datasets by date. I am using the below code found online and was told by Stata that I was using an old merge function, so I have tried the 1:m etc variations but none seem be yielding the results I wish (I did not attempt m:m as I've been informed this is useless). I have searched the forum for previous answers of which there are several but I am not yet able to make them work for my problem.
One possible important point to note is my use of company_id. I have only one company but am using that as a convention from the code I copied.
I am using Stata 13.0
Many thanks in advance
Stockdata
Eventdates
I am having trouble merging two datasets by date. I am using the below code found online and was told by Stata that I was using an old merge function, so I have tried the 1:m etc variations but none seem be yielding the results I wish (I did not attempt m:m as I've been informed this is useless). I have searched the forum for previous answers of which there are several but I am not yet able to make them work for my problem.
One possible important point to note is my use of company_id. I have only one company but am using that as a convention from the code I copied.
I am using Stata 13.0
Many thanks in advance
Code:
use stockdata, clear sort company_id merge company_id using eventcount tab _merge keep if _merge==3 drop _merge drop eventcount sort company_id date by company_id date: gen set=_n sort company_id set save stockdata2 use eventdates, clear sort company_id by company_id: gen set=_n sort company_id set save eventdates2 use stockdata2, clear merge company_id set using eventdates2 tab _merge
Stockdata
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(eurostoxx market_return) byte(ecbannouncement company_id) float set int event_date byte _merge float(date dif event_window estimation_window predicted_return id)
391.08 .14 0 1 1 21300 3 21329 29 0 0 . 1
384.47 -1.37 0 1 1 21300 3 21333 33 0 0 . 1
385.49 .27 0 1 1 21300 3 21334 34 0 0 . 1
383.06 -.63 0 1 1 21300 3 21335 35 0 0 . 1
386.91 1.01 0 1 1 21300 3 21336 36 0 0 . 1
388.11 .31 0 1 1 21300 3 21339 39 0 0 . 1
. . . 1 109 17443 2 . . 0 0 . 1
. . . 1 41 19669 2 . . 0 0 . 1
. . . 1 83 18276 2 . . 0 0 . 1
. . . 1 110 17415 2 . . 0 0 . 1
. . . 1 144 16379 2 . . 0 0 . 1
. . . 1 223 14614 2 . . 0 0 . 1
end
format %tdnn/dd/CCYY event_date
format %td date
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int event_date byte company_id 21300 1 21251 1 21209 1 21167 1 21118 1 21069 1
