I have panel data with an identifier(permno) and a time variable(mofd, monthly). Based on a characteristic of the IDs (Volatility), I have formed 10 portfolios. That means that each ID is sorted into a portfolio (1 to 10), every month. Now I am trying to find out how many IDs there are on average in the portfolios. Because the portfolios are formed every single month, in month T there might be 20 IDs in portfolio 1, and 22 in portfolio 2 (etc), but in month T+1 we might have 30 IDs in portfolio 1. So I am trying to find out how many there are on average in each portfolio.
I have heard about ssc unique and distinct, but both of these will only show me the number of distinct IDs per portfolio. I however want to repeat this exercise per portfolio per month, and then simply report the average.
Any ideas?
Example of my dataset using dataex:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double permno float mofd double VolatilityPortfolios float(decile10 decile9 decile8 decile7 decile6 decile5 decile4 decile3 decile2 decile1) 24360 42 1 . . . . . . . . . -.21785682 11404 42 1 . . . . . . . . . -.21785682 17232 42 1 . . . . . . . . . -.21785682 10030 42 1 . . . . . . . . . -.21785682 24248 42 1 . . . . . . . . . -.21785682 21821 42 1 . . . . . . . . . -.21785682 23499 42 1 . . . . . . . . . -.21785682 24723 42 1 . . . . . . . . . -.21785682 20845 42 1 . . . . . . . . . -.21785682 24184 42 1 . . . . . . . . . -.21785682 10575 42 1 . . . . . . . . . -.21785682 26585 42 1 . . . . . . . . . -.21785682 21856 42 1 . . . . . . . . . -.21785682 21055 42 1 . . . . . . . . . -.21785682 12837 42 1 . . . . . . . . . -.21785682 25689 42 1 . . . . . . . . . -.21785682 24416 42 1 . . . . . . . . . -.21785682 23034 42 1 . . . . . . . . . -.21785682 14509 42 1 . . . . . . . . . -.21785682 20095 42 1 . . . . . . . . . -.21785682 22517 42 1 . . . . . . . . . -.21785682 18825 42 1 . . . . . . . . . -.21785682 16870 42 1 . . . . . . . . . -.21785682 24467 42 1 . . . . . . . . . -.21785682 11340 42 1 . . . . . . . . . -.21785682 24352 42 1 . . . . . . . . . -.21785682 13047 42 1 . . . . . . . . . -.21785682 24627 42 1 . . . . . . . . . -.21785682 25929 42 1 . . . . . . . . . -.21785682 21776 42 1 . . . . . . . . . -.21785682 21194 42 1 . . . . . . . . . -.21785682 20853 42 1 . . . . . . . . . -.21785682 11703 42 1 . . . . . . . . . -.21785682 23931 42 1 . . . . . . . . . -.21785682 11156 42 1 . . . . . . . . . -.21785682 25371 42 1 . . . . . . . . . -.21785682 14904 42 1 . . . . . . . . . -.21785682 25443 42 1 . . . . . . . . . -.21785682 12706 42 1 . . . . . . . . . -.21785682 10516 42 1 . . . . . . . . . -.21785682 24969 42 1 . . . . . . . . . -.21785682 24571 42 1 . . . . . . . . . -.21785682 18278 42 1 . . . . . . . . . -.21785682 22170 42 1 . . . . . . . . . -.21785682 26470 42 1 . . . . . . . . . -.21785682 25056 42 1 . . . . . . . . . -.21785682 22998 42 1 . . . . . . . . . -.21785682 24870 42 1 . . . . . . . . . -.21785682 11498 42 1 . . . . . . . . . -.21785682 24272 42 1 . . . . . . . . . -.21785682 12079 42 1 . . . . . . . . . -.21785682 14656 42 1 . . . . . . . . . -.21785682 23835 42 1 . . . . . . . . . -.21785682 12503 42 1 . . . . . . . . . -.21785682 20087 42 1 . . . . . . . . . -.21785682 23229 42 1 . . . . . . . . . -.21785682 21514 42 1 . . . . . . . . . -.21785682 10241 42 1 . . . . . . . . . -.21785682 25611 42 1 . . . . . . . . . -.21785682 14795 42 1 . . . . . . . . . -.21785682 23712 42 1 . . . . . . . . . -.21785682 22226 42 1 . . . . . . . . . -.21785682 18438 42 1 . . . . . . . . . -.21785682 14664 42 1 . . . . . . . . . -.21785682 20714 42 1 . . . . . . . . . -.21785682 25590 42 1 . . . . . . . . . -.21785682 17005 42 1 . . . . . . . . . -.21785682 17849 42 1 . . . . . . . . . -.21785682 20183 42 1 . . . . . . . . . -.21785682 10401 42 1 . . . . . . . . . -.21785682 19860 42 1 . . . . . . . . . -.21785682 23026 42 1 . . . . . . . . . -.21785682 19211 42 1 . . . . . . . . . -.21785682 24061 42 1 . . . . . . . . . -.21785682 25144 42 1 . . . . . . . . . -.21785682 11850 42 1 . . . . . . . . . -.21785682 19975 42 1 . . . . . . . . . -.21785682 10137 42 1 . . . . . . . . . -.21785682 21450 42 1 . . . . . . . . . -.21785682 10604 42 1 . . . . . . . . . -.21785682 25566 42 1 . . . . . . . . . -.21785682 13688 42 1 . . . . . . . . . -.21785682 17654 42 1 . . . . . . . . . -.21785682 17590 42 1 . . . . . . . . . -.21785682 23544 42 1 . . . . . . . . . -.21785682 15966 42 1 . . . . . . . . . -.21785682 25072 42 1 . . . . . . . . . -.21785682 11674 42 1 . . . . . . . . . -.21785682 21071 42 1 . . . . . . . . . -.21785682 24424 42 1 . . . . . . . . . -.21785682 17806 42 1 . . . . . . . . . -.21785682 13303 42 1 . . . . . . . . . -.21785682 18403 42 1 . . . . . . . . . -.21785682 14541 42 1 . . . . . . . . . -.21785682 16328 42 1 . . . . . . . . . -.21785682 12132 42 1 . . . . . . . . . -.21785682 22058 42 1 . . . . . . . . . -.21785682 17750 42 2 . . . . . . . . -.21706127 . 26737 42 2 . . . . . . . . -.21706127 . 19940 42 2 . . . . . . . . -.21706127 . end format %tm mofd
Thanks,
Erik
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