[Nick Cox]

Thanks. I think I get it now. Here is a demonstration using rangerun from SSC.

There are lots of details, some simple, some subtle.

Your variable is evidently not invest but data. Or -- if it is something else -- that is your call.

Your time window appears to be -30 0, so the previous 30 days and this day. But you need a proper Stata daily date variable. Your string date variable is no use for this purpose.

There are several definitions of rank and percentile rank. See also https://www.stata.com/support/faqs/s...ing-positions/ for one perspective.

You may not have an analogue of the panel variable company. If not, there is no by() option call.

webuse grunfeld, clear

capture program drop pcrank 

program pcrank 
    count if invest < invest[_N] & invest < . 
    scalar i1 = r(N)
    count if invest == invest[_N] & invest < . 
    scalar i2 = r(N)
    count if invest < . 
    gen n = r(N)
    gen rank = i1 + i2 
    gen pcrank = (i1 + 0.5 * i2) / n 
end 

rangerun pcrank, use(invest) int(year -9 0) by(company)

list invest n rank pcrank if company == 1 

     +-------------------------------+
     | invest    n   rank     pcrank |
     |-------------------------------|
  1. |  317.6    1      1         .5 |
  2. |  391.8    2      2        .75 |
  3. |  410.6    3      3   .8333333 |
  4. |  257.7    4      1       .125 |
  5. |  330.8    5      3         .5 |
     |-------------------------------|
  6. |  461.2    6      6   .9166667 |
  7. |    512    7      7   .9285714 |
  8. |    448    8      6      .6875 |
  9. |  499.6    9      8   .8333333 |
 10. |  547.5   10     10        .95 |
     |-------------------------------|
 11. |  561.2   10     10        .95 |
 12. |  688.1   10     10        .95 |
 13. |  568.9   10      9        .85 |
 14. |  529.2   10      6        .55 |
 15. |  555.1   10      7        .65 |
     |-------------------------------|
 16. |  642.9   10      9        .85 |
 17. |  755.9   10     10        .95 |
 18. |  891.2   10     10        .95 |
 19. | 1304.4   10     10        .95 |
 20. | 1486.7   10     10        .95 |
     +-------------------------------+

[Cristiano Bellavitis]

Thanks a lot for your continuous help Nick.

I have used the following code which seems to work, but all the observations get the same value (0.71xx).
Total_buys is the variable I want to rank. id is a unique identifier for each observation. Date is a date which I believe is in good Stata format. Am I making any mistake? Thanks again!

program pcrank 
    count if total_buys < total_buys[_N] & total_buys < . 
    scalar i1 = r(N)
    count if total_buys == total_buys[_N] & total_buys < . 
    scalar i2 = r(N)
    count if total_buys < . 
    gen n = r(N)
    gen rank = i1 + i2 
    gen pcrank = (i1 + 0.5 * i2) / n 

rangerun pcrank, use(total_buys) int(Date -30 -1) by(id)

[Nick Cox]

It is likely that you don't need by(id), which enforces ranking within id. As said in #16

You may not have an analogue of the panel variable company. If not, there is no by() option call.