hello there
new stata user
i have a dataset that look like this
date_m com date com_ret Date com_cap smb_group groupmean
2018m12 Comp710 12/31/2018 .0148 12/31/2018 52757 1 .0102609
2018m12 Comp712 12/31/2018 .0675 12/31/2018 45732 1 .0102609
2018m12 Comp664 12/31/2018 -.0437 12/31/2018 74315 1 .0102609
2018m12 Comp682 12/31/2018 -.1154 12/31/2018 37400 1 .0102609
2018m12 Comp708 12/31/2018 -.0226 12/31/2018 64900 1 .0102609
2018m12 Comp535 12/31/2018 .0716 12/31/2018 69545 1 .0102609
2018m12 Comp399 12/31/2018 -.0428 12/31/2018 62014 1 .0102609
2018m12 Comp735 12/31/2018 .0709 12/31/2018 36048 1 .0102609
2018m12 Comp679 12/31/2018 .1521 12/31/2018 64328 1 .0102609
2018m12 Comp652 12/31/2018 .0615 12/31/2018 40797 1 .0102609
2018m12 Comp709 12/31/2018 .1286 12/31/2018 61920 1 .0102609
2018m12 Comp651 12/31/2018 -.017 12/31/2018 74000 1 .0102609
2018m12 Comp581 12/31/2018 -.0494 12/31/2018 40706 1 .0102609
2018m12 Comp562 12/31/2018 .1139 12/31/2018 36962 1 .0102609
2018m12 Comp419 12/31/2018 .0445 12/31/2018 44685 1 .0102609
2018m12 Comp744 12/31/2018 -.0351 12/31/2018 23202 1 .0102609
2018m12 Comp592 12/31/2018 .0172 12/31/2018 78455 1 .0102609
2018m12 Comp696 12/31/2018 .5328 12/31/2018 75600 1 .0102609
2018m12 Comp753 12/31/2018 .0586 12/31/2018 27768 1 .0102609
2018m12 Comp691 12/31/2018 .0142 12/31/2018 50693 1 .0102609
2018m12 Comp588 12/31/2018 .1562 12/31/2018 28186 1 .0102609
2018m12 Comp688 12/31/2018 -.045 12/31/2018 67505 1 .0102609
2018m12 Comp620 12/31/2018 -.0985 12/31/2018 63988 1 .0102609
2018m12 Comp742 12/31/2018 .2919 12/31/2018 49545 1 .0102609
2018m12 Comp332 12/31/2018 -.024 12/31/2018 80563 1 .0102609
2018m12 Comp571 12/31/2018 -.0778 12/31/2018 38241 1 .0102609
2018m12 Comp613 12/31/2018 .3841 12/31/2018 69165 1 .0102609
2018m12 Comp724 12/31/2018 .0464 12/31/2018 62542 1 .0102609
2018m12 Comp431 12/31/2018 .015 12/31/2018 80312 1 .0102609
2018m12 Comp668 12/31/2018 .0361 12/31/2018 74600 1 .0102609
i`ve generated the mean of returns based on groups (5 groups)
now I want to get the difference of groupmean of group 1 and group 5 only
but I can`t comp up with the code for this
here`s what should be done
1- sorted data by date (monthly)
2- keep the data sorted by groups as well (1 to 5)
3- get the difference of two numbers. let`s call these two numbers A and B
=> A is the groupmean for group 1 for the first month
=> B is the groupmean for group 5 for the first month
=> A-B is the same for the first month
repeat this process for the whole data (Monthly)
I hope I explained well
TIA
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