Please help out with how to code and evaluate the double summation of variables. I could not locate any previous case, in fact one similar, posted on 30 April 2019 by a user here remains unresolved. I will be grateful for your kind assistance
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Am evaluating the equation ∑_from k=1 to K [ ∑_from n=1 to Nk,t ∑_from (m=1,m≠1) to Nk,t-1 (Dn,k,t, - meanRawbart ) (Dm,k,t-1 - meanRawbarLt-1 )/Nk,t Nk,t-1 ]
whose image is below (the image is not appearing, so i have posted a separate attachment)
b=
The variable names are as below
K =
Nk,t = Number of institutions trading stock k in quarter t
Nk,t-1 = Number of institutions trading stock k in quarter t -1
Dn,k,t = Dummy variable that equals one (zero) if trader n is a buyer(seller) of security k in quarter t
meanRawbart = mean of change in demand during quarter t
Dm,k,t-1 = Dummy variable that equals one (zero) if trader m (m ≠ n) is a buyer(seller) of security k in quarter t-1
meanRawbarLt-1 = mean of change in demand during quarter t-1
my sample data is as below
The variable qdate is generated from variable date and is formatted. I use the following code to format it
i will be grateful for kind feedback
.
Am evaluating the equation ∑_from k=1 to K [ ∑_from n=1 to Nk,t ∑_from (m=1,m≠1) to Nk,t-1 (Dn,k,t, - meanRawbart ) (Dm,k,t-1 - meanRawbarLt-1 )/Nk,t Nk,t-1 ]
whose image is below (the image is not appearing, so i have posted a separate attachment)
b=
The variable names are as below
K =
Nk,t = Number of institutions trading stock k in quarter t
Nk,t-1 = Number of institutions trading stock k in quarter t -1
Dn,k,t = Dummy variable that equals one (zero) if trader n is a buyer(seller) of security k in quarter t
meanRawbart = mean of change in demand during quarter t
Dm,k,t-1 = Dummy variable that equals one (zero) if trader m (m ≠ n) is a buyer(seller) of security k in quarter t-1
meanRawbarLt-1 = mean of change in demand during quarter t-1
my sample data is as below
Code:
* Example generated by -dataex-. For more info, type help dataex clear input int(date investor_id) str6 qdate byte(K Dnkt Dnkt_1 Dmkt1) double(meanRawbar meanRawbarL) byte(Nkt Nkt_1) 22159 108 "2020q3" 4 1 0 0 .8 .75 2 2 22097 108 "2020q3" 4 1 1 1 .8 .75 1 1 22159 19 "2020q3" 4 1 1 1 .8 .75 2 2 22097 15 "2020q3" 4 0 1 1 .8 .75 1 4 22159 15 "2020q3" 4 1 1 1 .8 .75 1 3 21934 19 "2020q1" 6 0 1 1 .6 .5714286 5 7 21930 58 "2020q1" 6 0 1 1 .6 .5714286 5 18 21930 108 "2020q1" 6 1 1 1 .6 .5714286 4 7 21930 74 "2020q1" 6 0 0 0 .6 .5714286 4 14 21937 108 "2020q1" 6 1 0 0 .6 .5714286 1 1 21930 108 "2020q1" 6 0 1 1 .6 .5714286 2 11 21935 15 "2020q1" 6 1 1 1 .6 .5714286 4 7 21936 19 "2020q1" 6 1 0 0 .6 .5714286 1 9 21927 108 "2020q1" 6 0 1 1 .6 .5714286 5 7 21930 71 "2020q1" 6 0 1 1 .6 .5714286 5 7 21945 15 "2020q1" 6 1 1 1 .6 .5714286 5 7 21935 19 "2020q1" 6 1 0 0 .6 .5714286 2 11 21935 108 "2020q1" 6 1 1 1 .6 .5714286 2 3 21935 15 "2020q1" 6 1 0 0 .6 .5714286 2 3 21930 58 "2020q1" 6 1 0 0 .6 .5714286 4 11 17268 46 "2007q2" 8 1 1 1 .6470588 .625 3 4 17283 49 "2007q2" 8 0 . . .6470588 .625 1 . 17342 45 "2007q2" 8 1 0 0 .6470588 .625 2 6 17344 120 "2007q2" 8 1 . . .6470588 .625 1 . 17261 46 "2007q2" 8 1 . . .6470588 .625 5 . 17290 100 "2007q2" 8 0 . . .6470588 .625 5 . 17332 73 "2007q2" 8 1 . . .6470588 .625 5 . 17261 108 "2007q2" 8 1 0 0 .6470588 .625 2 6 17295 14 "2007q2" 8 0 1 1 .6470588 .625 3 4 17309 87 "2007q2" 8 1 0 0 .6470588 .625 3 4 end format %tddd-Mon-YY date
Code:
gen qdate= qofd(date) format qdate %tq
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