Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(firmid industry qdate returns earnings year) double(b_returns b_cons) 2 1 160 .28249043 .9202541 2000 .14567811071009373 .34189332568072195 2 1 161 .8050452 .12400332 2000 .14567811071009373 .34189332568072195 2 1 162 .4332154 .3161032 2000 .14567811071009373 .34189332568072195 2 1 163 .2089298 .29816 2000 .14567811071009373 .34189332568072195 2 1 164 .30313835 .10570821 2001 .14567811071009373 .34189332568072195 2 1 165 .6324928 .8188357 2001 .14567811071009373 .34189332568072195 2 1 166 .9775788 .9847468 2001 .14567811071009373 .34189332568072195 2 1 167 .10324873 .8956767 2001 .14567811071009373 .34189332568072195 2 1 168 .27772915 .3498178 2002 .14567811071009373 .34189332568072195 2 1 169 .32254675 .4607789 2002 .14567811071009373 .34189332568072195 2 1 170 .16704294 .12362184 2002 .14567811071009373 .34189332568072195 2 1 171 .6371409 .4403812 2002 .14567811071009373 .34189332568072195 2 1 172 .9159061 .58695334 2003 .14567811071009373 .34189332568072195 2 1 173 .25417042 .05206379 2003 .14567811071009373 .34189332568072195 2 1 174 .8916661 .2097698 2003 .14567811071009373 .34189332568072195 2 1 175 .03799786 .3326385 2003 .14567811071009373 .34189332568072195 2 1 176 .6654258 .8720695 2004 .14567811071009373 .34189332568072195 2 1 177 .9287707 .2032679 2004 .14567811071009373 .34189332568072195 2 1 178 .27979374 .027924025 2004 .14567811071009373 .34189332568072195 2 1 179 .7661754 .1559221 2004 .14567811071009373 .34189332568072195 3 1 160 .5438751 .06894048 2000 -.2161989322138158 .551860730134472 3 1 161 .28876808 .9641181 2000 -.2161989322138158 .551860730134472 3 1 162 .27038056 .8671806 2000 -.2161989322138158 .551860730134472 3 1 163 .4843589 .01977389 2000 -.2161989322138158 .551860730134472 3 1 164 .8863133 .8088526 2001 -.2161989322138158 .551860730134472 3 1 165 .03645862 .7408685 2001 -.2161989322138158 .551860730134472 3 1 166 .23100252 .9557739 2001 -.2161989322138158 .551860730134472 3 1 167 .3540765 .14762256 2001 -.2161989322138158 .551860730134472 3 1 168 .40992865 .6400353 2002 -.2161989322138158 .551860730134472 3 1 169 .1227048 .730812 2002 -.2161989322138158 .551860730134472 3 1 170 .5628091 .8758817 2002 -.2161989322138158 .551860730134472 3 1 171 .4307189 .29679126 2002 -.2161989322138158 .551860730134472 3 1 172 .14228696 .06072181 2003 -.2161989322138158 .551860730134472 3 1 173 .6011243 .27468675 2003 -.2161989322138158 .551860730134472 3 1 174 .3881359 .2839376 2003 -.2161989322138158 .551860730134472 3 1 175 .6141853 .22954457 2003 -.2161989322138158 .551860730134472 3 1 176 .4232257 .012542577 2004 -.2161989322138158 .551860730134472 3 1 177 .21827345 .15358554 2004 -.2161989322138158 .551860730134472 3 1 178 .38702685 .8258645 2004 -.2161989322138158 .551860730134472 3 1 179 .4959629 .3735213 2004 -.2161989322138158 .551860730134472 5 1 160 .4211486 .9250683 2000 .008792369628600305 .491204064915697 5 1 161 .51965153 .52614534 2000 .008792369628600305 .491204064915697 5 1 162 .50538605 .41301405 2000 .008792369628600305 .491204064915697 5 1 163 .8838292 .4422261 2000 .008792369628600305 .491204064915697 5 1 164 .6820104 .8065091 2001 .008792369628600305 .491204064915697 5 1 165 .1886378 .4484929 2001 .008792369628600305 .491204064915697 5 1 166 .3606178 .6972244 2001 .008792369628600305 .491204064915697 5 1 167 .627234 .7983535 2001 .008792369628600305 .491204064915697 5 1 168 .009630587 .9761018 2002 .008792369628600305 .491204064915697 5 1 169 .3869765 .2630532 2002 .008792369628600305 .491204064915697 5 1 170 .017440695 .2341762 2002 .008792369628600305 .491204064915697 5 1 171 .3914979 .336215 2002 .008792369628600305 .491204064915697 5 1 172 .4551034 .01866686 2003 .008792369628600305 .491204064915697 5 1 173 .233742 .8205137 2003 .008792369628600305 .491204064915697 5 1 174 .2366086 .4404479 2003 .008792369628600305 .491204064915697 5 1 175 .7753111 .2623815 2003 .008792369628600305 .491204064915697 5 1 176 .08320493 .11354476 2004 .008792369628600305 .491204064915697 5 1 177 .09262168 .8384978 2004 .008792369628600305 .491204064915697 5 1 178 .2843433 .2058809 2004 .008792369628600305 .491204064915697 5 1 179 .009944474 .3205649 2004 .008792369628600305 .491204064915697 9 1 160 .599196 .5763161 2000 .03807836737280046 .43758271548765204 9 1 161 .8021855 .8383084 2000 .03807836737280046 .43758271548765204 9 1 162 .5647143 .8551604 2000 .03807836737280046 .43758271548765204 9 1 163 .23873627 .17196354 2000 .03807836737280046 .43758271548765204 9 1 164 .18217124 .14609146 2001 .03807836737280046 .43758271548765204 9 1 165 .21376634 .12356023 2001 .03807836737280046 .43758271548765204 9 1 166 .6558136 .3340394 2001 .03807836737280046 .43758271548765204 9 1 167 .09968764 .7620739 2001 .03807836737280046 .43758271548765204 9 1 168 .6407731 .55691713 2002 .03807836737280046 .43758271548765204 9 1 169 .6939769 .0109904 2002 .03807836737280046 .43758271548765204 9 1 170 .005725936 .4664914 2002 .03807836737280046 .43758271548765204 9 1 171 .066070765 .221417 2002 .03807836737280046 .43758271548765204 9 1 172 .7430527 .57541305 2003 .03807836737280046 .43758271548765204 9 1 173 .55210394 .14494462 2003 .03807836737280046 .43758271548765204 9 1 174 .016728716 .8414909 2003 .03807836737280046 .43758271548765204 9 1 175 .03156292 .9908519 2003 .03807836737280046 .43758271548765204 9 1 176 .7204407 .20878953 2004 .03807836737280046 .43758271548765204 9 1 177 .744969 .20814905 2004 .03807836737280046 .43758271548765204 9 1 178 .013449054 .19850664 2004 .03807836737280046 .43758271548765204 9 1 179 .9863874 .8465685 2004 .03807836737280046 .43758271548765204 10 1 160 .4887923 .871905 2000 -.38754190159864477 .6250463859315869 10 1 161 .4859236 .7083101 2000 -.38754190159864477 .6250463859315869 10 1 162 .457674 .5527669 2000 -.38754190159864477 .6250463859315869 10 1 163 .7622737 .017448084 2000 -.38754190159864477 .6250463859315869 10 1 164 .8710713 .0946574 2001 -.38754190159864477 .6250463859315869 10 1 165 .29108915 .29013857 2001 -.38754190159864477 .6250463859315869 10 1 166 .18039574 .9094051 2001 -.38754190159864477 .6250463859315869 10 1 167 .5466897 .4990988 2001 -.38754190159864477 .6250463859315869 10 1 168 .8085068 .1668415 2002 -.38754190159864477 .6250463859315869 10 1 169 .16796866 .6802468 2002 -.38754190159864477 .6250463859315869 10 1 170 .3074916 .57097024 2002 -.38754190159864477 .6250463859315869 10 1 171 .10335886 .3124529 2002 -.38754190159864477 .6250463859315869 10 1 172 .7223946 .6785054 2003 -.38754190159864477 .6250463859315869 10 1 173 .3039221 .3482067 2003 -.38754190159864477 .6250463859315869 10 1 174 .2984413 .7025155 2003 -.38754190159864477 .6250463859315869 10 1 175 .5395736 .0422127 2003 -.38754190159864477 .6250463859315869 10 1 176 .25855926 .34870145 2004 -.38754190159864477 .6250463859315869 10 1 177 .6167202 .8793007 2004 -.38754190159864477 .6250463859315869 10 1 178 .3458433 .2927939 2004 -.38754190159864477 .6250463859315869 10 1 179 .4110131 .05908935 2004 -.38754190159864477 .6250463859315869 1 2 160 .0735208 .7358919 2000 .34492167301972376 .39896465669353987 1 2 161 .40170285 .15904883 2000 .34492167301972376 .39896465669353987 1 2 162 .4399746 .8111597 2000 .34492167301972376 .39896465669353987 1 2 163 .0950938 .3082323 2000 .34492167301972376 .39896465669353987 1 2 164 .3347881 .9158906 2001 .34492167301972376 .39896465669353987 1 2 165 .2183927 .404381 2001 .34492167301972376 .39896465669353987 1 2 166 .19288673 .21117057 2001 .34492167301972376 .39896465669353987 1 2 167 .7265555 .6711699 2001 .34492167301972376 .39896465669353987 1 2 168 .3997384 .43790355 2002 .34492167301972376 .39896465669353987 1 2 169 .08764003 .7628339 2002 .34492167301972376 .39896465669353987 1 2 170 .7631211 .9742472 2002 .34492167301972376 .39896465669353987 1 2 171 .7008435 .6197192 2002 .34492167301972376 .39896465669353987 1 2 172 .415674 .6086507 2003 .34492167301972376 .39896465669353987 1 2 173 .5898474 .05389121 2003 .34492167301972376 .39896465669353987 1 2 174 .9071215 .9017745 2003 .34492167301972376 .39896465669353987 1 2 175 .1429459 .4355699 2003 .34492167301972376 .39896465669353987 1 2 176 .0972346 .4854642 2004 .34492167301972376 .39896465669353987 1 2 177 .3652132 .12072495 2004 .34492167301972376 .39896465669353987 1 2 178 .4797169 .496548 2004 .34492167301972376 .39896465669353987 1 2 179 .9464563 .7549362 2004 .34492167301972376 .39896465669353987 4 2 160 .8912653 .52608484 2000 .1449403209314828 .29522510889445464 4 2 161 .006657067 .332442 2000 .1449403209314828 .29522510889445464 4 2 162 .8999825 .4627016 2000 .1449403209314828 .29522510889445464 4 2 163 .7015551 .42502335 2000 .1449403209314828 .29522510889445464 4 2 164 .24476103 .8852622 2001 .1449403209314828 .29522510889445464 4 2 165 .8178018 .26308128 2001 .1449403209314828 .29522510889445464 4 2 166 .44791 .0403501 2001 .1449403209314828 .29522510889445464 4 2 167 .8153553 .009311407 2001 .1449403209314828 .29522510889445464 4 2 168 .793982 .4557405 2002 .1449403209314828 .29522510889445464 4 2 169 .4650655 .3381679 2002 .1449403209314828 .29522510889445464 4 2 170 .7337106 .6168269 2002 .1449403209314828 .29522510889445464 4 2 171 .9783628 .6198401 2002 .1449403209314828 .29522510889445464 4 2 172 .6592205 .8745244 2003 .1449403209314828 .29522510889445464 4 2 173 .4973598 .1978752 2003 .1449403209314828 .29522510889445464 4 2 174 .3386805 .3728285 2003 .1449403209314828 .29522510889445464 4 2 175 .15433586 .1653264 2003 .1449403209314828 .29522510889445464 4 2 176 .7947295 .4184912 2004 .1449403209314828 .29522510889445464 4 2 177 .9409675 .3354014 2004 .1449403209314828 .29522510889445464 4 2 178 .7863363 .3542631 2004 .1449403209314828 .29522510889445464 4 2 179 .3966672 .003104334 2004 .1449403209314828 .29522510889445464 6 2 160 .8953907 .0493743 2000 -.2357659527516538 .5758460447086913 6 2 161 .014174202 .3963747 2000 -.2357659527516538 .5758460447086913 6 2 162 .2613658 .7706561 2000 -.2357659527516538 .5758460447086913 6 2 163 .53514445 .12319631 2000 -.2357659527516538 .5758460447086913 6 2 164 .17053817 .029481895 2001 -.2357659527516538 .5758460447086913 6 2 165 .26248953 .9029394 2001 -.2357659527516538 .5758460447086913 6 2 166 .3515141 .9857528 2001 -.2357659527516538 .5758460447086913 6 2 167 .398912 .1354821 2001 -.2357659527516538 .5758460447086913 6 2 168 .4772698 .3441936 2002 -.2357659527516538 .5758460447086913 6 2 169 .3539765 .13374497 2002 -.2357659527516538 .5758460447086913 6 2 170 .8808348 .5787559 2002 -.2357659527516538 .5758460447086913 6 2 171 .03907821 .5528283 2002 -.2357659527516538 .5758460447086913 6 2 172 .0568386 .5190867 2003 -.2357659527516538 .5758460447086913 6 2 173 .09906691 .7284861 2003 -.2357659527516538 .5758460447086913 6 2 174 .3835977 .9960762 2003 -.2357659527516538 .5758460447086913 6 2 175 .35840365 .1204166 2003 -.2357659527516538 .5758460447086913 6 2 176 .5225905 .8480573 2004 -.2357659527516538 .5758460447086913 6 2 177 .20443736 .7152312 2004 -.2357659527516538 .5758460447086913 6 2 178 .6522355 .08675676 2004 -.2357659527516538 .5758460447086913 6 2 179 .8061901 .6789617 2004 -.2357659527516538 .5758460447086913 7 2 160 .8388053 .26210052 2000 -.3827834352831001 .6458582963861341 7 2 161 .6763473 .3335862 2000 -.3827834352831001 .6458582963861341 7 2 162 .3690604 .4814683 2000 -.3827834352831001 .6458582963861341 7 2 163 .5893981 .4981439 2000 -.3827834352831001 .6458582963861341 7 2 164 .3117781 .35887885 2001 -.3827834352831001 .6458582963861341 7 2 165 .04718014 .6933615 2001 -.3827834352831001 .6458582963861341 7 2 166 .5481928 .09861278 2001 -.3827834352831001 .6458582963861341 7 2 167 .8655362 .11210422 2001 -.3827834352831001 .6458582963861341 7 2 168 .6808867 .4256899 2002 -.3827834352831001 .6458582963861341 7 2 169 .40593785 .2851724 2002 -.3827834352831001 .6458582963861341 7 2 170 .6299605 .7500602 2002 -.3827834352831001 .6458582963861341 7 2 171 .9626113 .19686994 2002 -.3827834352831001 .6458582963861341 7 2 172 .8736603 .4891345 2003 -.3827834352831001 .6458582963861341 7 2 173 .4626115 .4925404 2003 -.3827834352831001 .6458582963861341 7 2 174 .1059834 .3386276 2003 -.3827834352831001 .6458582963861341 7 2 175 .6712673 .7403248 2003 -.3827834352831001 .6458582963861341 7 2 176 .0124593 .5824228 2004 -.3827834352831001 .6458582963861341 7 2 177 .3065397 .7863932 2004 -.3827834352831001 .6458582963861341 7 2 178 .9704924 .0967326 2004 -.3827834352831001 .6458582963861341 7 2 179 .32698375 .8161188 2004 -.3827834352831001 .6458582963861341 8 2 160 .190519 .8553435 2000 -.12995165120783936 .6093428866965311 8 2 161 .644147 .1759094 2000 -.12995165120783936 .6093428866965311 8 2 162 .50830775 .1494571 2000 -.12995165120783936 .6093428866965311 8 2 163 .27070573 .7914618 2000 -.12995165120783936 .6093428866965311 8 2 164 .07659026 .56603724 2001 -.12995165120783936 .6093428866965311 8 2 165 .3289935 .9028368 2001 -.12995165120783936 .6093428866965311 8 2 166 .9948371 .6735701 2001 -.12995165120783936 .6093428866965311 8 2 167 .8010418 .305793 2001 -.12995165120783936 .6093428866965311 8 2 168 .11820386 .8510484 2002 -.12995165120783936 .6093428866965311 8 2 169 .8982821 .625473 2002 -.12995165120783936 .6093428866965311 8 2 170 .26991293 .5223155 2002 -.12995165120783936 .6093428866965311 8 2 171 .1776362 .08653481 2002 -.12995165120783936 .6093428866965311 8 2 172 .3849925 .17445834 2003 -.12995165120783936 .6093428866965311 8 2 173 .9774661 .8598534 2003 -.12995165120783936 .6093428866965311 8 2 174 .2567749 .9579908 2003 -.12995165120783936 .6093428866965311 8 2 175 .06226654 .8832496 2003 -.12995165120783936 .6093428866965311 8 2 176 .6064579 .5465698 2004 -.12995165120783936 .6093428866965311 8 2 177 .8021421 .19363286 2004 -.12995165120783936 .6093428866965311 8 2 178 .17817295 .10866905 2004 -.12995165120783936 .6093428866965311 8 2 179 .4903279 .782179 2004 -.12995165120783936 .6093428866965311 end format %tq qdate
Code:
clear all set seed 3123 * demonstration dataset, 50 firms over 40 quarters in 10 industry set obs 10 gen firmid = _n gen industry = runiformint(1,2) expand 20 bysort firmid: gen qdate = yq(1999,4) + _n format %tq qdate gen returns = runiform() gen earnings = runiform() gen year = year(dofq(qdate)) save "FSC.dta", replace use "FSC.dta", clear sort industry firmid qdate rangestat (reg) earnings returns, interval(year . . ) by(firmid) drop reg_nobs reg_r2 reg_adj_r2 se_returns se_cons dataex, c(200)
0 Response to Construct pairs of firms across different industries
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