Currently I am trying to reshape daily returns data for S&P500 listed companies over 20 years. The crsp data is shaped in such away that there is one variable for date one for the firm identifier and one for the holding period return. I am trying to reshape my data in such a way that the firm identifier becomes a column depicting the returns for that firm for the period depicted by the row. using reshape I am able to do this, however this adds the return variable to the firm identifier variable name. Later on I will have to merge this data with other datasets using the same firm identifiers. Therefor I would like to use the reshape function without merging the returns variable name with the firm identifier. Does anyone have a suggestion on how to do this?
using rename I get the following error.
Code:
rename ret* *
You attempted to rename ret00088630 to 00088630, ret00101J10 to 00101J10, ... Those are invalid Stata variable names.
r(198);
edit: I am using Stata 15.1and the firm identifier is a string variable.
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