I apply below code to appended dataset which is in cross-sectional format. But it is enough to calculate summary stat for a single variable in one time. Can someone modify the code so that it gives summary stat for all the variables in one go. Kindly note there may be some observations having missing values in case of certain variables. Hence the code should not give any error to that effect.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int s_id str51 stock float(mdate pr rt mcap idiovol beta size bmratio mom rev illiq coskew idioskew) 1 "3I Infotech Ltd." 582 107.9 .0838774 1300.66 .0791094 .8957983 7.170627 .4481165 -.12633932 -.1669456 .0026881 -1.4033834 1.2621658 1 "3I Infotech Ltd." 583 112.6 .0435588 1410.03 .1176593 .8941596 7.251366 .4133457 -.2648224 .0838774 .0038134 -1.3507864 1.3801864 1 "3I Infotech Ltd." 584 68.7 -.3898757 1471.64 .0692917 .9035137 7.294133 .3960924 -.17417905 .0435588 .0017423 -1.4160223 1.3780096 1 "3I Infotech Ltd." 585 41.95 -.389374 898.22 .0772024 .9303561 6.800415 .7110626 -.1374322 -.3898757 .0049241 -1.9217837 1.2305558 1 "3I Infotech Ltd." 586 32.4 -.2276519 548.5 .1910248 1.0543237 6.307187 1.164482 -.4467936 -.389374 .015475 -1.540114 1.0260595 1 "3I Infotech Ltd." 587 38.65 .1929012 423.63 .0835618 1.0544907 6.048861 1.507716 -.8273377 -.2276519 .0103564 -1.5301414 .903521 1 "3I Infotech Ltd." 588 35.65 -.0776197 505.35 .1445049 1.1047881 6.225251 1.317464 -1.1370238 .1929012 .0095969 -1.991793 .9232385 1 "3I Infotech Ltd." 589 28.95 -.1879383 466.13 .1259066 1.1740319 6.144464 1.428331 -.7739682 -.0776197 .0039669 -1.5736206 .662843 1 "3I Infotech Ltd." 590 32.5 .1226252 378.52 .0846883 1.198705 5.936269 1.758895 -.8983014 -.1879383 .0020465 -1.3750672 .7003378 1 "3I Infotech Ltd." 591 45.95 .4138462 424.94 .0701886 1.1770436 6.051948 1.521846 -.8540121 .1226252 .0046898 -2.2867496 .7316203 1 "3I Infotech Ltd." 592 73.45 .5984765 600.8 .194191 1.1731851 6.398262 1.076387 -1.0945559 .4138462 .0009951 -2.5983424 1.090149 1 "3I Infotech Ltd." 593 71.6 -.0251872 960.37 .2080131 1.2537544 6.867319 .6733833 -.58259636 .5984765 .0070034 -1.696038 1.2895592 2 "3M India Ltd." 582 1605 -.0403587 1884.08 .0945285 .5504192 7.541195 .1718505 -.04965548 -.0961414 .0324018 .663267 .8722552 2 "3M India Ltd." 583 1624.75 .0123053 1808.04 .0789487 .56862265 7.499999 .1790779 -.00929656 -.0403587 .1150158 .4075693 .8189214 2 "3M India Ltd." 584 1439.9 -.1137713 1830.29 .0702951 .555436 7.51223 .1769011 -.0061362 .0123053 .0659989 .18330938 .8100186 2 "3M India Ltd." 585 930.35 -.3538788 1622.06 .0687143 .55424374 7.391452 .2075352 -.03710564 -.1137713 .0524532 -.17885327 .807752 2 "3M India Ltd." 586 916.05 -.0153705 1048.05 .1174414 .4366922 6.954687 .3212017 -.3864366 -.3538788 .1614821 -1.2584523 .15513664 2 "3M India Ltd." 587 926 .0108619 1031.94 . .4371958 6.939196 .3262158 -.6253247 -.0153705 .2712789 -.7098808 .1790273 2 "3M India Ltd." 588 945.5 .0210583 1043.15 .0563063 .4049516 6.95 .3333693 -.8057244 .0108619 .2083724 -.8741335 .03139757 2 "3M India Ltd." 589 893.85 -.0546272 1065.11 .0590803 .33627075 6.970833 .3264939 -.6232147 .0210583 .1946547 -.08674618 .21036015 2 "3M India Ltd." 590 879 -.0166135 1006.93 . .3306707 6.914661 .34536 -.6206292 -.0546272 1.510476 -.17237993 .01673686 2 "3M India Ltd." 591 1024.6 .1656428 990.2 .1408168 .3201537 6.897907 .3639932 -.6131397 -.0166135 .1730662 -.2353555 .1885965 2 "3M India Ltd." 592 1241.3 .2114972 1154.22 .1939789 .371392 7.05118 .3122682 -.6534325 .1656428 .2436674 -.8175713 .9254652 2 "3M India Ltd." 593 1285 .035205 1398.33 .1210847 .3899597 7.243034 .257754 -.48089325 .2114972 .0481781 -1.0205089 .9289688 3 "63 Moons Technologies Ltd." 582 1441.15 -.142147 7708.22 .1038105 1.0037644 8.950043 .2126611 -.4747278 -.0323705 .001202 -2.361518 .836089 3 "63 Moons Technologies Ltd." 583 1424 -.0119002 6612.52 .1323558 .9775379 8.796721 .2478992 -.34828845 -.142147 .0009891 -2.3182673 .6366838 3 "63 Moons Technologies Ltd." 584 1034.75 -.2733497 6533.83 .0728888 .9427468 8.784749 .2508848 -.4611148 -.0119002 .0007456 -2.0230758 .4945134 3 "63 Moons Technologies Ltd." 585 510.95 -.5062092 4747.81 .1093 .9315034 8.465439 .3614883 -.5940032 -.2733497 .0007692 -2.712284 .24077667 3 "63 Moons Technologies Ltd." 586 587.6 .1500146 2344.42 .1548035 1.0700614 7.759793 .7320677 -.8046051 -.5062092 .0047458 -1.584189 -.22960605 3 "63 Moons Technologies Ltd." 587 499 -.1507828 2696.12 .1724489 1.0461704 7.899569 .6365725 -1.2564824 .1500146 .0023662 -.3913108 .05654725 3 "63 Moons Technologies Ltd." 588 478.7 -.0406813 2289.59 .1338877 1.0402232 7.736128 .768477 -1.1768951 -.1507828 .0012496 -.19957256 .05539269 3 "63 Moons Technologies Ltd." 589 423.6 -.1151034 2196.45 .068043 1.0022038 7.694598 .8010654 -1.1431617 -.0406813 .0016374 -.11193354 .04199263 3 "63 Moons Technologies Ltd." 590 619.9 .4634089 1943.63 .1194559 1.0311736 7.572313 .9052644 -1.1361648 -.1151034 .0022114 .1376895 .1781995 3 "63 Moons Technologies Ltd." 591 707.65 .1415551 2844.33 .1092815 .9769729 7.953083 .6151475 -1.0393578 .4634089 .0014219 .8105374 .1951375 3 "63 Moons Technologies Ltd." 592 1446.5 1.04409 3246.96 .0868962 .9995847 8.085474 .5388681 -.6623359 .1415551 .0002822 .7207437 .1832574 3 "63 Moons Technologies Ltd." 593 1307.3 -.0962323 6637.07 .2136188 1.0656089 8.800426 .2636225 -.51756567 1.04409 .0038525 1.535526 .8561664 4 "A B B India Ltd." 582 770.1 -.0510167 17196.36 .0744674 .832959 9.752453 .108244 .01307075 -.2075195 .0003755 -.5570521 .4166189 4 "A B B India Ltd." 583 878.5 .140761 16319.06 .1217215 .8416988 9.700089 .1140631 -.24201564 -.0510167 .0005074 -.3640922 .07702978 4 "A B B India Ltd." 584 784.9 -.1065452 18616.15 .07044 .8088375 9.831785 .0999886 -.2728126 .140761 .0002135 -.349309 .04015106 4 "A B B India Ltd." 585 535.65 -.3175564 16632.69 .0592615 .8106629 9.719126 .1182061 -.28264767 -.1065452 .0003473 -.4228735 .04250785 4 "A B B India Ltd." 586 437.9 -.1824886 11350.87 .1467664 .8811383 9.337049 .1732101 -.6069741 -.3175564 .0012176 -2.4606845 -.3731064 4 "A B B India Ltd." 587 453.45 .0355104 9279.47 .0978662 .9122386 9.13556 .2118749 -.9133573 -.1824886 .0006658 -2.2701082 -.2783756 4 "A B B India Ltd." 588 479.8 .05811 9608.99 .0655202 .9129699 9.170454 .2190319 -1.0667948 .0355104 .0005836 -2.311827 -.3233492 4 "A B B India Ltd." 589 367.65 -.2337432 10167.36 .1042047 .9118398 9.226938 .2070029 -.7721182 .05811 .0008996 -2.411128 -.3627294 4 "A B B India Ltd." 590 427.4 .1625187 7790.81 .0955599 .9314957 8.9607 .2701482 -.745961 -.2337432 .0008895 -2.1981113 -.36798945 4 "A B B India Ltd." 591 487.35 .1402668 9056.96 .0934217 .9214678 9.111289 .2410388 -.9950995 .1625187 .0003751 -2.5660474 -.388953 4 "A B B India Ltd." 592 649.7 .3331282 10327.35 .1215041 .9258978 9.242551 .2113881 -.8049828 .1402668 .0004761 -2.775156 -.19926205 4 "A B B India Ltd." 593 777.1 .1960904 13767.69 .1822933 .9528525 9.53008 .1585655 -.5617028 .3331282 .0038507 -2.5738716 .06192054 5 "A B G Shipyard Ltd." 582 336.8 .0023809 1710.97 .1396551 .7913384 7.444816 .4278274 .4182359 -.3892019 .0063787 -3.3355446 .5100719 5 "A B G Shipyard Ltd." 583 362.45 .076158 1715.05 .1610839 .7561606 7.447197 .4268112 -.3066918 .0023809 .0066063 -1.9838413 .4239286 5 "A B G Shipyard Ltd." 584 298.6 -.1761622 1845.66 .0738923 .7791618 7.520592 .3966064 -.2124559 .076158 .0022315 -2.538337 .5012522 5 "A B G Shipyard Ltd." 585 115.3 -.6138647 1520.52 .0868495 .7594597 7.326807 .4985934 -.3513617 -.1761622 .0047463 -1.972155 .5859241 5 "A B G Shipyard Ltd." 586 97.45 -.1548136 587.13 .2024035 .893261 6.375246 1.29124 -.7107053 -.6138647 .0281276 -3.354473 .09760043 5 "A B G Shipyard Ltd." 587 133.4 .3689071 496.23 .0782214 .8622221 6.207039 1.527758 -1.6249357 -.1548136 .0131701 -1.769576 -.0898203 5 "A B G Shipyard Ltd." 588 70.1 -.4745127 679.3 .2176897 .8696815 6.521063 1.183808 -1.7767352 .3689071 .0070357 -3.101864 .4325186 5 "A B G Shipyard Ltd." 589 83.25 .1875892 356.96 .1819502 .9021762 5.877624 2.252782 -1.1264615 -.4745127 .004963 -4.5782504 .3841798 5 "A B G Shipyard Ltd." 590 82.8 -.0054054 423.92 .1701636 .9180753 6.049545 1.896937 -1.5662667 .1875892 .0012445 -4.3800807 .5055168 5 "A B G Shipyard Ltd." 591 114.8 .3864734 421.63 .1424798 .9778091 6.044128 1.989251 -1.424076 -.0054054 .0019382 -5.074934 .499775 5 "A B G Shipyard Ltd." 592 224.45 .9551393 584.58 .2416571 1.08625 6.370893 1.434756 -1.2780082 .3864734 .0013215 -5.314609 .6503295 5 "A B G Shipyard Ltd." 593 198.95 -.113611 1142.94 .2144302 1.1334819 7.041359 .7338383 -.7924519 .9551393 .0020673 -4.0301075 .7002978 6 "A C C Ltd." 582 584.3 .1182775 9804.72 .0888697 .7693109 9.190619 .4876555 -.27696294 -.2091123 .0002736 -2.822503 -.10143326 6 "A C C Ltd." 583 561.65 -.0387643 10964.48 .1286077 .7471054 9.302416 .4360774 -.6211684 .1182775 .0003969 -2.985709 -.1997642 6 "A C C Ltd." 584 611.65 .0890234 10539.54 .0814341 .7269282 9.262889 .4536633 -.5085044 -.0387643 .0002722 -2.7649505 -.20128797 6 "A C C Ltd." 585 493.4 -.1933296 11477.8 .0654252 .6773509 9.34817 .4412654 -.6682932 .0890234 .0001937 -2.5826764 -.29695332 6 "A C C Ltd." 586 406.25 -.1766315 9258.83 .1317637 .6466519 9.133333 .5470207 -.4810188 -.1933296 .0013751 -1.715922 -.3301926 6 "A C C Ltd." 587 477.9 .1763692 7623.52 .125151 .6608026 8.938993 .6643692 -.6854388 -.1766315 .0007359 -1.9595603 -.3994362 6 "A C C Ltd." 588 504.85 .0563926 8969.31 .1007549 .7195417 9.101564 .5493827 -.8024532 .1763692 .0004708 -1.439382 -.4040527 6 "A C C Ltd." 589 539.8 .0692284 9475.17 .0943909 .7197791 9.15643 .5200554 -.3900176 .0563926 .000392 -1.0564758 -.14830434 6 "A C C Ltd." 590 576.65 .0682661 10131.12 .0934666 .7322345 9.223367 .4863838 -.346466 .0692284 .0002354 -.9772217 -.16816477 6 "A C C Ltd." 591 653 .1324026 10822.84 .0653843 .753518 9.289414 .4926905 -.319372 .0682661 .0002462 -.9229993 -.14441592 6 "A C C Ltd." 592 783 .1990812 12255.82 .095833 .752023 9.413756 .4350842 -.1694572 .1324026 .0001953 -1.2742578 -.13297321 6 "A C C Ltd." 593 768.9 -.0180076 14696.14 .1408703 .7617074 9.59534 .3628353 .09212224 .1990812 .0035031 -1.0264001 -.00727474 7 "A I A Engineering Ltd." 582 255.6 .0162214 2363.88 .0581261 .7958049 7.76806 .2335957 -.06549466 -.1934066 .0692599 -.6260848 .8918313 7 "A I A Engineering Ltd." 583 313.38 .2260563 2402.23 .0893585 .7441835 7.784153 .229867 -.13198939 .0162214 .0952409 -1.226386 .7527254 7 "A I A Engineering Ltd." 584 269.97 -.1385219 2945.27 .0650951 .7174511 7.987956 .1874848 -.04077616 .2260563 .0445475 -1.2685347 .753996 7 "A I A Engineering Ltd." 585 155.8 -.4228988 2537.28 .0901486 .7119604 7.838848 .2278031 .24033707 -.1385219 .0526978 -1.405125 .5611397 7 "A I A Engineering Ltd." 586 124.95 -.1980103 1464.27 .1693883 .6732609 7.289112 .3947368 -.00271862 -.4228988 .1935599 -2.849101 -.31739795 7 "A I A Engineering Ltd." 587 136.1 .0892358 1174.33 .1370389 .6822902 7.068453 .4921969 -.4690253 -.1980103 .0406018 -2.1152267 -.4536062 7 "A I A Engineering Ltd." 588 114.05 -.1620132 1279.12 .1125702 .6748999 7.153928 .4746509 -.7592906 .0892358 .0435148 -2.0833333 -.21065316 7 "A I A Engineering Ltd." 589 116.15 .018413 1071.89 .1387436 .6517614 6.977179 .5664182 -.5515879 -.1620132 .0656963 -2.72293 -.17259285 7 "A I A Engineering Ltd." 590 124.45 .0714593 1091.62 .0639747 .653017 6.995418 .5561773 -.8733688 .018413 .07222 -2.419581 -.15481132 7 "A I A Engineering Ltd." 591 169.25 .359984 1169.63 .1627489 .6240959 7.064443 .5546002 -.7269815 .0714593 .025908 -3.400641 .10350284 7 "A I A Engineering Ltd." 592 241.25 .4254062 1590.68 .1256488 .686071 7.371917 .4077991 -.7309081 .359984 .0088803 -3.116629 .1878451 7 "A I A Engineering Ltd." 593 227.25 -.0580311 2267.36 .1219077 .7222152 7.726371 .2860933 -.33348125 .4254062 .0620181 -2.573541 .11304089 8 "Aban Offshore Ltd." 582 2502.25 -.1301212 10872.86 .0833856 1.095154 9.294025 .0715927 .46470425 -.2810063 .0001606 -2.289098 -.13397793 8 "Aban Offshore Ltd." 583 2080.2 -.1686682 9458.07 .1201344 1.0798002 9.154624 .0823019 .18721692 -.1301212 .0001296 -2.3768287 -.12070557 8 "Aban Offshore Ltd." 584 2049.85 -.0145899 7862.79 .0719796 1.0449556 8.969896 .0990001 .08449736 -.1686682 .0001089 -2.0108082 -.094764 8 "Aban Offshore Ltd." 585 795.6 -.611874 7748.9 .1200437 1.0192004 8.955306 .1109545 -.2840065 -.0145899 .0000935 -2.341828 -.0935983 8 "Aban Offshore Ltd." 586 693.1 -.1288336 3007.55 .2719017 1.256357 8.008881 .2858723 -.6351557 -.611874 .0004018 -1.6526965 -.3275574 8 "Aban Offshore Ltd." 587 671.7 -.0308757 2620.08 .1332539 1.2491058 7.87096 .3281489 -1.2225515 -.1288336 .0002849 -.6521291 -.3671528 8 "Aban Offshore Ltd." 588 484.2 -.2791425 2539.18 .1546266 1.225027 7.839596 .3606074 -1.4337457 -.0308757 .000188 -.6997693 -.379891 8 "Aban Offshore Ltd." 589 315.75 -.3478934 1830.39 .1649709 1.238564 7.512284 .5002478 -1.20281 -.2791425 .0002161 .4037297 -.52581537 8 "Aban Offshore Ltd." 590 399.65 .2657165 1193.61 .1096739 1.2438087 7.084738 .7671259 -1.608876 -.3478934 .0001826 .8031088 -.4628556 8 "Aban Offshore Ltd." 591 407.35 .0192669 1510.77 .1892143 1.3248554 7.320375 .6084074 -1.692288 .2657165 .0001198 -1.272794 -.04180823 8 "Aban Offshore Ltd." 592 905.35 1.222536 1539.88 .1369767 1.3458644 7.33946 .5969068 -1.5530345 .0192669 .0000695 -.6858675 -.04058292 8 "Aban Offshore Ltd." 593 894.5 -.0119843 3422.43 .308261 1.420559 8.138106 .2685702 -1.7080214 1.222536 .0009972 .7390614 .6606715 9 "Abbott India Ltd." 582 544.8 .0186034 774.07 .0575914 .2559861 6.651662 .3402076 .03810834 .01557 .0117642 -.4820676 1.3073744 9 "Abbott India Ltd." 583 560.9 .0295522 745.03 .0666287 .20880777 6.613424 .3181351 .040532 .0186034 .0098854 -1.2728097 1.0129037 9 "Abbott India Ltd." 584 485.7 -.1340703 767.04 .0174757 .20387904 6.642539 .3090034 -.03217566 .0295522 .0015339 -1.0881753 .4121031 9 "Abbott India Ltd." 585 442.05 -.0898703 664.21 .0479385 .21832784 6.498599 .3833025 -.00843637 -.1340703 .0191308 -1.361761 .3169914 end format %tm mdate
Code:
capture program drop my_first_program
program my_first_program
summarize idiovol, detail
gen mean = r(mean)
gen sd = r(sd)
gen skew = r(skewness)
gen kurt = r(kurtosis)
gen min = r(min)
gen five = r(p5)
gen twentyfive = r(p25)
gen fifty = r(p50)
gen seventyfive = r(p75)
gen ninetyfive = r(p95)
list
end
runby my_first_program, by(mdate)
collapse mean sd skew kurt min five twentyfive fifty seventyfive ninetyfive, by(mdate)
collapse (mean) mean sd skew kurt min five twentyfive fifty seventyfive ninetyfive
Comment