I am trying to combine several tables into one table.
in the following code I create quantiles based on calmt for my variable score. For each quantile I want to create mean for all my variables. Since I create the table with "by quantile", I get 4 different tables. How can I combine these tables or is there any other way?
Code:
by calmt, sort: egen quantile = xtile (score), n(4) by quantile, sort: tabstat industry_adjusted_score volatility_per_isin variance_per_isin return_index gross_return , stat(mean) columns (stat) save
Moreover, how is it possible to create a new column in my table, where I subtract the first quantile from the fifth quantile and run a t-test over the results?
I highly appreciate your help and thank you in advance.
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