[Andrew Musau]

The technique is due to Nick Cox and he explains it in https://journals.sagepub.com/doi/pdf...867X1101100210 p. 311 "9 Use cond() instead". I however recommend reading the entire article.

[Jana He]

Thank you!
I have a (hopefully) last question: If I use

collapse

in my original dataset many of my variables are dropped, only investor, cusip, stocks, price, dates remain. Is it possible that the other variables (containing also strings) are not dropped?

[Jana He]

Nevermind my last question! The two variables I wanted to keep are of minor importance