Hi guys,
I´m new here and have just startet do use STATA for my thesis.
So basically I´m interested in computing the z-score* of differenct banks and insurances (from different countries). I have generated the balance sheet data (from 2005-2015) and it´s available in a excel file.
My idea was to import the excel file into stata and then first of all delete all companies from which I don´t have data points over the whole time period ten years.
[CODE ] bysort ID : drop if _N<10 [/CODE]
Then, there should be only entities left from which I have data for ten years.
What should be the next step? Computing ROA and Var(ROA) or is there a easier way to get compute the z-score in STATA?
*z-score = (ROA+(Equity/Total Assets))/ VAR(ROA)
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