Hello!
I hope someone here is able to help me out with this matter. I have a research where I am trying to look at the effect of size and the month of january on stock returns.
Currently I am trying to organize the data. I try to summarize it using if commands like this:
summarize if size ==1 & month = Jan.
However, when entering it does not seem to register "Jan" as an actual month. Even though I have a variable called month, which has the data for which month belongs to that specific value.
I tried turing the months into numbers, but then again a command like '1 = jan" doesn't work because you run into the same problem of stata not realising what "Jan" is supposed to be.
Kind regards,
Billy Radboud
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