Tuesday, September 29, 2020

Dropping all companies with no observation at the start of the time period

Hi Statalist,

I have a database of a lot of companies for 7 years: 01-2013 to 01-2019. However, in order to calculate certain variables, I first need to be sure the data of every company starts in 01-2013. And the data for some companies start in 2015 for example. Could you please tell me the code to drop all companies that do not start on 01-2013?

Sidenote: I know deleting all companies that don't make it till the end would cause survivorship-bias, but deleting all funds of which there is no data at the beginning of the period will not do any harm right?

Thank you in advance.

Best regards,
Tom Reinders

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