I would like to randomly pair one sample of firms with another sample of firms drawn from the first sample firms' industry in the year of deal announcement. And then I want to bootstrap the process 500 times with replacements for each deal and report the average ownership for these simulated pairings. What I want to examine is whether two firms are more likely to merge together in the presence of higher ownership. The following is my trial codes but I'm not sure if I am on the right track. Can anyone help me with that, please?
Code:
use "data1.dta", clear keep id fyear duplicates drop save "holding.dta" forvalues i = 1/500 { use "target1.dta", clear keep id fyear dateanno save "working_data.dta" use "holding.dta", clear bsample merge 1:m id fyear using "working_data.dta", assert (match using) keep(match) gen Target = 1 replace Target = 0 if dateanno ==. save "MA_bootstrap`i'.dta", replace }
Here is my sample data: For missing observations in dataanno, they are no deals announced on that year.
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Code:
* Example generated by -dataex-. For more info, type help dataex clear input long id double fyear long dateanno double ownership float industry 1004 1999 . .11129193007946014 50 1004 2000 . 0 50 1004 2013 . 0 50 1004 2014 . 0 50 1004 2015 . 0 50 1004 2016 . 0 50 1009 1992 . .6800046563148499 34 1009 1993 . .6899944543838501 34 1009 1994 . .6399991512298584 34 1013 2003 . .4449999928474426 36 1013 2004 . .4630001187324524 36 1013 2005 . .4267875552177429 36 1013 2006 . .439971923828125 36 1013 2007 . .4560580849647522 36 1013 2008 . .42502060532569885 36 1013 2009 18456 .3802548348903656 36 1013 2010 . .38561299443244934 36 1050 2008 . 0 35 1055 1990 . 0 35 1055 1991 . 0 35 1056 1998 . .15499617159366608 36 1056 2001 . .10799886286258698 36 1056 2002 . .10799767076969147 36 1072 2013 . 0 36 1072 2014 . 0 36 1072 2015 . 0 36 1072 2016 . 0 36 1072 2017 . 0 36 1073 1990 . .6103059649467468 73 1073 1991 . .7399349808692932 73 1073 1992 . .6599476933479309 73 1073 1995 . .5800233483314514 73 1082 1989 . .4799616038799286 15 1082 1990 . .66282719373703 15 1082 1991 . .7242097854614258 15 1082 1996 . .5123208165168762 15 1094 2003 . 0 51 1094 2011 . 0 51 1094 2012 . 0 51 1094 2013 . 0 51 1094 2014 . 0 51 1094 2015 . .13000068068504334 51 1094 2016 . .1399993598461151 51 1094 2017 . .22999978065490723 51 1109 1995 . 0 20 1109 1996 . 0 39 1109 2005 . .360088586807251 39 1109 2006 . .34005647897720337 39 1109 2007 . .23000000417232513 39 1109 2008 . .2499537467956543 39 1111 1989 . .18999235332012177 73 1111 1994 . .14999139308929443 73 1111 1995 . .13999967277050018 73 1111 2001 . .28000059723854065 73 1111 2002 . .1600005030632019 73 1111 2003 . .19999979436397552 73 1111 2004 . .22999991476535797 73 1111 2005 . .3199999928474426 73 1111 2006 . .2200002372264862 73 1121 1990 . .4368971586227417 51 1121 1991 . .4887270927429199 51 1121 1992 . .12298694998025894 51 1121 1993 . 0 51 1121 1997 . .268926739692688 51 1121 1998 . .16158509254455566 51 1121 1999 . .14140990376472473 51 1121 2000 . .14753295481204987 51 1121 2003 . .1027916967868805 51 1121 2006 . .4178103506565094 51 1121 2007 . .6908037066459656 51 1121 2008 . .5660001635551453 51 1121 2009 . .7279999256134033 51 1121 2010 . .9790001511573792 51 1121 2011 . .5829998254776001 51 1121 2012 . .5490002036094666 51 1121 2013 . .624000072479248 51 1121 2014 . .3430001735687256 51 1121 2015 . .382000207901001 51 1121 2016 . .6119995713233948 51 1121 2017 . .6139993667602539 51 1121 2018 . .41399991512298584 51 1121 2019 . .48699983954429626 51 1137 1990 . .1469968557357788 36 1137 1991 . 0 36 1137 1992 . .10199470818042755 36 1137 1993 . .25900799036026 36 1137 1994 . .1749972105026245 36 1151 1989 . 0 38 1151 1990 . 0 38 1151 1991 . 0 38 1151 1992 . 0 38 1151 1993 . 0 38 1151 1994 . 0 38 1151 1995 13402 0 38 1161 1990 . 0 36 1161 1996 . .12999975681304932 36 1161 1997 . .11999957263469696 36 1161 1998 . .12000003457069397 36 1161 2004 . 0 36 1161 2005 . .2659221291542053 36 end format %d dateanno
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