Merge

[Sartaj Hussain]

I try to merge a file in cross-sectional format containing a certain variable with a master file which has many variables. However, i get the following error. Both the files have same cross-sectional format. Can someone suggest how it can be resolved:

Error:
variable stock does not uniquely identify observations in the master data
r(459);

stock is the name of firm.

[Nick Cox]

duplicates report stock 
duplicates list stock

[William Lisowski]

Telling us you tried to merge a file isn't as useful as showing us the command you used that generated the error message.

"Cross-sectional" data would typically has multiple observations of each stock at different points in time.

If both your master dataset and your using dataset are cross-sectional, with variables stock and year identifying each observations (so that for every combination of stock and year there is at most 1 observation), then

merge 1:1 stock year using ...

would be what you want.

We know your master file is in cross-sectional format because the error message tells us there are multiple observations for each stock. If your using dataset just has one observation for each stock, and no year variable, then

merge m:1 stock using ...

would be what you want.

[Nick Cox]

You've since started a new thread https://www.statalist.org/forums/for...l-summary-stat where it is apparent that your observations are identified by stock and mdate.

Also, I would call that panel data.