Stata xtile weight. ado (note the underscore) and e genmore.

• Stata xtile weight fastxtile: just like Stata's xtile, but faster fastxtile is a drop-in replacement for Stata's built-in command xtile. Arguments. (Small print on cases of equality). Automate any workflow I get slightly different numbers if I sort and when I do not sort for example for one group I get 481 with and 477 without sorting) xtile xc = mcap if file, cutpoints(xu) drop xx xu * this bits cuts the y variable into three groups for each group of x egen yc=xtile(btom) if file, by(xc) nq(3) * forming the final 6 groups gen gp=10*xc+yc What I From Nick Cox < [email protected] > To "' [email protected] '" < [email protected] > Subject RE: st: pweights in xtiles command are doing the opposite of what I expect them to do: Date Wed, 2 Feb 2011 11:33:38 +0000 Stata's bootstrap command makes it easy to bootstrap just about any statistic you can calculate. Now let us do the same with R. What I'd really like to do is something like: sort date by date: xtile newvar = ret, nq(5) However, Stata doesn't let me combine "xtile" with "by". frame is a panel join: Join two data frames together n_narm: Count number of non missing observations pctile: Weighted quantile of type 2 (similar to Stata _pctile) statar: A package for applied research stat_binmean: Plot the mean of and Stata will automatically assign numbers to each of those intervals (e. xtile command can be Title stata. School of Business, WHTC 218D Texas A&M International University 5201 University Boulevard Laredo, Texas 78041-1900 USA 956-326-2513 (office) 956-326-2479 (fax) On Fri, Feb 1, 2013 at 3:47 PM, Xiao Yang, StataCorp <[email **PARA ANALIZAR CUARTILES VER VIDEO DE ESTADÍSTICA DESCRIPTIVA*https://www. 5%, 1%, 2% and 5% as my lower dummies, hence the return for them will have to be '<=' rather than '>=', is there any way I can create a loop which recognises that these values are lower dummies and the 95, 98, 99 and 99. >> >> If I sort the households of a sample by their incomes, a household "x" could represents 300 households but the accumulated frequency of the population is e. Unfortunately there are some commands in Stata, such as tabulate and summarize, that will not accept pweight. 5 100 2010Q1 AI1G When we have survey data, we can still use pctile or _pctile to get percentiles. I would make sure that -xtile- -tab- and -cumul- treat weights in the same way by specifying for each command [pw=my_weight] Hope this helps, Maarten --- Mark Orr <[email protected]> wrote: > Hello all, > > I'm using a national dataset for which the weights adjust for > oversampling and some other factors. For instance: xtile ptile = x,nq(100) assigns to ptile the percentile rank associated with the variable x. stat. prov - code for province (33 unique values) ecp - expenditure per capita weind - individual weight If I were to group 'epc' by national quintiles I would use the command: xtile q_epc = epc [fweight = weind], nquantiles(5) But what if I would like to generate quantile groups for each province? This is the Stata code I used to divide a Winsorised & centred variable (num_exp, denoting number of experienced managers) based on 4 quartiles & thereafter to generate the highest & lowest quartile dummies thereof:egen quartile_num_exp = xtile(WC_num_exp), n(4) gen high_quartile_numexp = 1 if quartile_num_exp==4 (1433 missing values generated); gen Answering this well is possible only to a very small number of people using both Stata and SAS; I am not among them. Code: xtile quintileVPeps=VPeps, n(5) Terminology aside, my guess is that -xtile- is fairly old and in origin predates numlists. The code for -xtile- includes the test if `nquanti' > _N + 1 { di in red "nquantiles() must be less than or " /* */ "equal to number of observations plus one" exit 198 } but a better test would be something like marksample touse qui count if `touse' if `nquanti' > r(N) + 1 { The total number of observations _N is not the right number to check against. 497. I need to generate a new variable that categorizes X by a large number of quantiles (40k). I am afraid describe netexp does not give much but xtile quintile=netexpe [w=weight], nq(5) creates the quintile variable with frequencies and percentages. The results of almost all xtile quartile=mpg, nq(4) sum weight if quartile==4. This package contains R functions corresponding to useful Stata commands. Calculations are based on all non-missing values of varname. Navigation Menu Toggle navigation. – Nick Cox. I'd have to rummage in old manuals to be sure. They shouldn't have. Includes missing values when present in the original vector. I am a Stata user and trying to replicate some code in Python. 2009/11/10 Ulrich Kohler <[email protected]>: > There is a egen function in -egenmore- for this: > > . 2. Stata and R compute percentiles differently. -findit xtile2- qreg can also estimate the regression plane for quantiles other than the 0. Xtile Conditional 26 Jan 2018, 18:22. This can be done by the xtile command in STATA. statcan. =0 > by id_househ: egen decile=sum However, the newly generated variable reports the mean values even for observations with missing values in the focal variable, just like Stata's egen command. But I would like to find. com pctile — Create variable containing percentiles DescriptionQuick startMenu SyntaxOptionsRemarks and examples Stored resultsMethods and formulasAcknowledgment Also see Description Bin variable in groups (similar to Stata xtile) Rdocumentation. Improve this question. Efficiently compute percentiles, quantiles, categories, and frequency counts. "ASTILE: Stata module to provide a faster and byable alternative for xtile," Statistical Software Components S458321, Boston College Department of Economics, revised 12 May 2018. R at main · matthieugomez/statar. It has the same syntax and produces identical results, but the process has been altered to be more computationally efficient. And I need to rank the firms. This makes sense because as the sizes of the groups get larger, we expect that the group means (x) get closer to mu. fastxtile is a drop in replacement for the built-in Stata program xtile. For more information on Statalist, see the FAQ. In Stata, type -help xtile- to find out more. Hi, Roberto, I find it takes much longer for stata to do xtile directly, than using pctile to generate those p20,p40. astile handles group-wise calculations super efficiently. As always, it is easiest for list members to see code in terms of datasets everyone can use. Right now my code looks like . Frequency weights, by definition, are positive integers. Forums for Discussing Stata; General; You are not logged in. 3 cumulative percent rather than 37. Thank you Ulrich! This works perfect. Dear Stata Users I need to create 3 portfolios Hello stata-Community, nlsw88 *make race a binal variable drop if race ==3 *CALCULATE RIF-variables *create deciles and get decile values xtile decile = wage, nq(10) pctile P10 = wage detail weight(1) } *Example data sysuse nlsw88, clear *make race a binal variable drop if race ==3 *CALCULATE RIF-variables *create % Quantiles in Stata and R Stata and R compute percentiles differently. -xtile()- basically mirrors the functionality of the official Stata-command -xtile-, but it is byable. I had a question about xtile in Stata. Hi, I am using the command xtile on stata 11, 32bits, to create income deciles on my database, but I found an inconsistency: basically, what I do is xtile decaux==income if count==1 [w=weight], nq(10) where count==1 is the first member-chosen randomly- of each household, and Stata: Data Analysis and Statistical Software . 57 / 1 = 162. Hi, I've used -xtile- in Stata 11 successfully, but am having difficulty with it in Stata 12. I have to used the xtile command to generate 10 percentiles for a variable that measures income conditioned on a group of individual characteristics: working age, dropout, and lives in a particular area; the exact command I use is: xtile ten=pincp [aweight=pwgtp] if agerange==1 & puma=="02200" & dropout==1,nq(10) I would like to find the weighted median income for t On Tue, Dec 9, 2008 at 5:20 AM, <[email protected]> wrote: > Dear participants, > > does someone know if the -xtile- command works in Stata 8? elapsed: Elapsed dates (monthly, quarterly) fill_gap: Add rows corresponding to gaps in some variable is. frame functions (tabulate, merge); vector functions (xtile, pctile, winsorize); graph functions (binscatter); Data Frame Functions Nick On Mon, Jun 25, 2012 at 10:21 PM, Skiles, Martha Priedeman <[email protected]> wrote: > I've used -xtile- in Stata 11 successfully, but am having difficulty with it in Stata 12. I managed to beat -egen, xtile-, but your -runby- comes out fastest by far. Best, -- Yu Chen, Ph. Learn R Programming. 3, 0. "_pctile is, however, limited to compting 21 quantiles since there are only 20 r()s to hold the results" p. My goal is to make deciles of a variable, say var_x, but with taking the weighted empirical Some particular -egen- functions do. I can obviously get around this by looping through the dates, but this is time-consuming. For 100 million observations, this took 31 minutes. Methods and Formulas. 1981) Hi everyone, I want to run a regression using weights in stata. Sign in Product Actions. elapsed: Elapsed dates (monthly, quarterly) fill_gap: Add rows corresponding to gaps in some variable is. frame is a panel join: Join two data frames together n_narm: Count number of non missing observations pctile: Weighted quantile of type 2 (similar to Stata _pctile) statar: A package for applied research stat_binmean: Plot the mean of basically, what I do is xtile decaux==income if count==1 [w=weight], nq(10) where count==1 is the first member-chosen randomly- of each household, and then recode decaux . Thank you very much! Stata: Data Analysis and Statistical Software . The package includes: panel data functions (monthly/quarterly dates, lead/lag, fillin); data. 0f table1pweight_end table1 1 4 weightquart weight %10. The "value" itself has no readily interpretable meaning, rather it is more helpful to think about relative groups and how that classification of quintile changes from one data run to another. Saved searches Use saved searches to filter your results more quickly Anna Gueorguieva-- I doubt that switching between [aw] and [pw] affects your results, since you are not calculating SEs and point estimates are unaffected by the weight specification. Is there a way to do that? For the weight I can use regular xtile: xtile quan = salary [aw=weight], n(20) And for the years I can use xtile from egenmore: egen quan = I know from reading the paper “Speaking Stata: Matrices as look-up tables” from Cox et al. com/watch?v=MLy1tdyBWyA0:00 - Quantiles in Stata and R. And statar::xtile is I think what you want is -xtile-: . To install the -egenmore- I have comments on two levels. I have the following variable "S0D0_links" which I'd like to quintile (5 groups), but the -xtile- function is not creating groups where I would expect. However, I do not succeed in doing this separately for categories defined by another variable v2. I think what you need is the -xtile- command. You want a new variable containing some weighted summary statistic based on response and weight for each distinct group. ssc install egenmore . But because -egen- itself does not Here is a demonstration that xtile() maps low to low and high to high. hth, Jeph Janneke Pieters wrote: Dear users, I want to generate 100 percentiles for a variable called cmpce. statar (version 0. Friedrich On Wed, Sep 11, 2013 at 1:03 AM, Wei Yee < [email protected] > wrote: > Hi all, > > I am trying to compute a wealth index score and then categorized them > into quintiles. D. For instance, the following model describes the 25th percentile (. Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 Faster implementation of Stata's collapse, reshape, xtile, egen, isid, and more using C plugins - mcaceresb/stata-gtools Now I agree with you. Calculating variables containing weighted group summary statistics . The behavior of gquantiles follows the behavior specified in Stata's documentation (in particular see the "Methods and formulas" section). Let's create a table using the collection system. Weichle, Thomas Can anyone comment on the difference between the way Stata's -xtile- command creates tertiles compared to the way the SAS -proc rank- creates tertiles? And the differences in which ties are handled? #stata #tutorial Stata xtile command | Quintile Variable in Stata"Stata","xtile","quartile","quintile","data science","data management","statistics",Quintile The question was about a possible adjustment to the weight factor, if the observation of the sample is the cut point of the quintile. bysort year month: xtile denq=denials_l [fweight=covempma], nq(4) xtile may not be combined with by r(190); I'm not sure I understand your reply. egen mcadecile = xtile(mcap), by(years) p(10(10)90) Am Dienstag, den 10. (2002). This is the case because survey characteristics, other than pweights, affect only the variance estimation. " Nick [email protected] David Muller Chances are your original variable contains many ties. egen women = wtmean(SEX), by( REGION ) weight( wgt ) And tried it your way: Code: sort REGION by REGION: gen WOMEN = sum(SEX* wgt) / sum(WGT) by REGION: replace I am using Stata and investigating the variable household net wealth NetWealth). So I have 20 years and 48 industries. Login or Register. I have to used the xtile command to generate 10 percentiles for a variable that measures income conditioned on a group of individual characteristics: working age, dropout, and lives in a particular area; the exact command I use is: xtile ten=pincp [aweight=pwgtp] if agerange==1 & puma=="02200" & dropout==1,nq(10) I would like to find the weighted median income for -help twoway- HTH Tim -----Original Message----- From: [email protected] [mailto: [email protected]] On Behalf Of Sun, Wensheng Sent: 14 September 2013 07:23 To: [email protected] Subject: st: two scatter plots overlay Hello, I want to generate a scatter plot with left y-axis as weight_pctile, bottom x-axis as length_pctile, right y-axis as weight, top x-axis as length, with a From "Alvaro Herrera E. . sum wtper > > Variable analysts, complementing those available via pctile, xtile, and summarize, detail. ado (note the underscore) and e genmore. Improve this answer. I tried to use xtile with the if statement, but received the message, "option if not allowed". panel: Check whether a data. Christian -- _____ Christian Böber International Research Training Group "Sustainable Resource Use in North China" (769) Department of Agricultural Economics and Social Sciences Hi, I have a dataset of stock returns each month. But since it requires two commands it can't be bootstrapped as is. first quantile bin from 0 to 800€, clear all set more off sysuse auto xtile q = weight, nq(10) _pctile weight, nq(10) sort weight list weight q return list It's not an official Stata -egen- function, but it is available from SSC and, if memory serves, it was written by Nick Cox. 1f table1pweight_bin table1 1 4 weightquart female %10. R package for data manipulation — inspired by Stata's API - statar/R/xtile. Nick [email protected] I would be grateful for advice on the xtile function. 6) Description. 25 quantile) of price: . Installation. I need something that ideally ^xtile^ command does but it takes ages. That is, the program defines categories using the quantiles or the cutoffs as Home; Forums; Forums for Discussing Stata; General; You are not logged in. Title stata. We have data on the price, weight, mileage rating, and repair record of 22 foreign and 52 domestic 1978 automobiles. Dear Stata Users I need to create 3 portfolios based on Macro News (MN) rebalanced monthly. Let's first mention that -- with divisibility into 5 -- equal groups may be impossible because the number of values may not be a multiple of 5, as when a sample of 19 could at best go into 4 bins of 4 and one of 3. 403 but they have random increments). I've edited accordingly. > > I need something that ideally ^xtile^ command does but it takes ages. R package for data manipulation — inspired by Stata's API - matthieugomez/statar. frame is a panel join: Join two data frames together n_narm: Count number of non missing observations pctile: Weighted quantile of type 2 (similar to Stata _pctile) statar: A package for applied research -fastxtile- is a Stata routine to create a variable of quantile categories. 20,02%. Sanchez, Jr. That term is intended to evoke field events in athletics such as throwing and jumping in which Juli 2009 13:22 An: [email protected] Betreff: st: cut points resulting from xtile How can I extract the cut points resulting from xtile to know how to label the categories? xtile vit3=vitalit, nq(3) Thanks for your help! Given the sorted data set [17,23,56,67,99,123], Stata/xtile gave the categorization as [1,1,2,3,3,4] which means that for scipy. com pctile — Create variable containing percentiles DescriptionQuick startMenu SyntaxOptionsRemarks and examples Stored resultsMethods and formulasAcknowledgment Also see Description then the estimate of sigma is 3. 5 upper dummies, or should I just create 2 separate loops with Hi, Xiao Yang, thank you so much for your quick response. Thus, if the spread of the group means stays the same as weight increases, then In the Github repository, you will also find a file called "test_fastxtile. I categorized the states into 10 Regions with a new variable called Region (so for example, Alabama and Arkansas have Region 1). I've computed this three ways, > but > all Learn to create portfolios and perform portfolio anlaysis in Stata, calculate value weighted and equal weighted portfolio return in Stata. Per below, I expected the first quintile to break at 17. Furthermore I found someone -----Original Message----- From: Nick Cox <[email protected]> Sender: [email protected] Date: Tue, 3 Jan 2012 12:59:40 To: [email protected]<[email protected]> Reply-To: [email protected] Subject: Re: st: xtile creating different deciles using same data So it seems possible that different samples are picking different weights even for the same household income and as a Exactly. gquantiles is also faster than the user-written fastxtile, so an alias, fasterxtile, is also Forums for Discussing Stata; General; You are not logged in. fastxtile also has a few added features. 1f table1pweight_contn_sd table1 1 4 weightquart height %10. One interesting thing to note is that Stata artificially limits the way in which xtile can be categorized. " < [email protected] > To [email protected] Subject Re: st: xtile creating different deciles using same data: Date Tue, 3 Jan 2012 09:42:55 -0300 References: . That is, the program defines categories using the quantiles or the cutoffs as Martin, I think the first command John gave was wrong, but the second that he gave works now. 3. http://www. > > Friedrich > > On Wed, Sep 11, 2013 at 1:03 AM, Wei Yee <[email protected]> wrote: >> Hi all, >> >> I am trying to compute a wealth index score and then categorized them >> into quintiles. p80 percentile breakpoints, and then using breakpoints to put those obs into the corresponding quintiles. 748–758, that with using xtile the pctile—Createvariablecontainingpercentiles5 Weightscanbeusedwithpctile,xtile,and pctile:. The bigger issue is that -egen- does not take weights as such, so that use of -egen- with weights requires some work-around, for example the use of an option, as in -egen, xtile()- on -egenmore-. qreg price weight length foreign, quantile(. Clyde Schechter. Other way round, this is a common question, even when the number of non-missing values is a multiple of the number of bins: 1. nq(40000) I guess the problem is that xtile is written as an ado file without using Mata and it loops forever and ever. > > I appreciate your taking the time to respond. Examples Run this code. Share. Hello I know from reading the paper “Speaking Stata: Matrices as look-up tables” from Cox et al. 5690 My solution, loop with -xtile- as in #3, really slow The update consists of a single new function, -xtile()-, written by myself. From Svend Juul < [email protected] > To < [email protected] > Subject Re: st: add xtitle to -graph bar- Date Thu, 17 Apr 2008 09:36:24 +0200 Prev by Date: st: xtile creating different deciles using same data; Next by Date: st: multiple regression power analysis using powerreg; Previous by thread: st: xtile creating different deciles using same data; Next by thread: st: multiple regression power analysis using powerreg; Index(es): Date; Thread. I have data with income variable, with weight, and I want to calculate the 5% quantiles by year. > My command line for variable X is: > > xtile double pc = X [fw = W]. 7. It has the same syntax and produces identical results, but runs substantially faster in large datasets. xtile percentile = cmpce[pweight=weight], nq(100) will create a variable -percentile- which categorizes every value of cmpce according which percentile (1-100) it falls in. 235 Iteration 1: Sum of abs. sthlp and then if that fails using your unstated operating system to look for those files. I think this is an inconsistency in -xtile-. Join Date: Apr 2014; Posts: 29676 #2. The -xtile()- function from the -egenmore- package (SSC) will do the trick. My goal is to make deciles of a > > variable, say var_x, but with taking the The problem is that I don't know the method Stata xtile uses, and I want to reduce mismatches between the code below and Stata xtile when run on the same data set. I am trying to add an extra column and row in a table using estpost as follows: sysuse auto, clear xtile mpg3 = mpg, nq(3) xtile weight3 = weight, nq(3) eststo Hello, I have two variables years (2005 2006 2007) and mcap (which is the capitalization of firms, numeric values). Any other methods that can solve this problem are welcome. by Date: xtile QLagTNA= LagTNA, nq(5) xtile may not be combined What you call functions are all commands to Stata. Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist. We do not repeat those formulas here. Let's flag here that the question asks for a twist on Stata's default ranking conventions. -xtile()-, which, by the way, is not an official -egen- command but is part of the -egenmore- suite, does. In Stata my code to achieve the desired output is: June 03, 2019. Nick [email protected] Maarten buis I understand the confusion though, the syntax of -xtile- does not look very Stataish to me (to borrow some Coxish terminology). Sometimes you want to display the percentiles of a variable to get an idea of how values are distributed. > > Regards, > Martha > > _____ > From: [email protected] [[email protected]] on behalf of Nick Cox [[email protected]] > Sent: Monday, June statar. Hi Statalisters I have data which looks as follows QUARTER STOCK VAR1 MARKETCAP 2010Q1 APL2 0. weighted deviations = 49728. =0 by id_househ: egen decile=sum(decaux) I assign the other members of each household to the deciles of their respective members (count==1) The problem is that if I run the same commands on the same Hello I am pretty new in Stata and I am having some problems divinding my data in quartiles. youtube. Let us load the `auto` dataset and compute the 75th percentile of `price` using Stata's `centile` ```s sysuse auto, clear centile price, centile(75) save auto, replace ``` We find that the 75-th percentile is `s r(c_1)`. Is there a way graph my results through STATA? Tags: None. My data do contain ties and I think this is the I need to generate a new > variable that categorizes X by a large number of quantiles (40k). My command line for variable X is: xtile double pc = X [fw = W]. These are the running times in seconds under Stata 11 SE. Install fastxtile in Stata from the SSC repository: ssc install fastxtile. With "by", the -xtile()- makes the categorization for each by-group separately. We grab the NHANES II data (McDowell et al. Here groups is from SSC. For each month, I'd like to sort the stocks into quintiles. > > sysuse auto,clear > keep in 1/10 > drop if price<5000 > xtile decile=price , nq I could be mistaken but I have noticed two possible issues with -pctile- and -xtile-: 1. ca/studies-etudes/75-001/archive/e-pdf/5018698-eng. I want to construct the quintiles of this variable and use the following command--as you can see I use survey data and thus apply survey weights: xtile Quintile = NetWealth [pw=surveyweight], nq(5) Then I give the following command to check what I have obtained: STATA LIST < [email protected] > Subject RE: st: xtile creating different deciles using same data: That's fine with me. 2009, 10:43 +0100 elapsed: Elapsed dates (monthly, quarterly) fill_gap: Add rows corresponding to gaps in some variable is. I adapted that code to compare fastxtile with astile, and have posted the speed comparison results here (3 files: a table comparing runtimes, a log, and the code). To create proper quintiles, add a weight variable with > information on the number of household members to the -xtile- command. To create proper quintiles, add a weight variable with information on the number of household members to the -xtile- command. Thank you Nick this worked great, regarding the percentiles, I have to use 0. sysuse auto, clear xtile weight_HL=weight, Hi Statalisters, Can anyone comment on the difference between the way Stata's -xtile- command creates tertiles compared to the way the SAS -proc rank- creates tertiles? And the differences in which ties are handled? The following are the code I'm using and I am getting slightly different results. nq(40000) > > I guess the problem is that xtile is written as an ado file without > using Mata and it loops forever and ever. Well, the real question is why they did work with -mixed-. . Another problem is that I need to generate breakpoints > > Nick > [email protected] > > Holly Kosiewicz, M. I have National Student´s data and one variable which is reading that has reading grades (0-100) and another variable which is idschool which refers to Hello, I am new to Stata and I am trying to calculate the proportion of women in different regions using the mean function, but the command doesn’t seem to. N. More specifically, I want to create a new column which is called port. frame is a panel join: Join two data frames together n_narm: Count number of non missing observations pctile: Weighted quantile of type 2 (similar to Stata _pctile) statar: A package for applied research stat_binmean: Plot the mean of y over the The command -xtile- should be documented thus: "This command can help you throw away quantitative information when for some perverse reason that is what you want to do. This may help: FAQ . One way of achieving this is by using the pctile command which creates a variable containing the percentiles according Line for the server -which- the command and note that it is dated "30sep2004", during the lifetime of Stata 8. pctilepct=mpg[w=weight],nq(10)genp(percent The only legitimate trick in town is negating the variable and making xtile reverse direction by assigning bins from the top down. Is there a workaround? Code: xtile risk_cat3=riskscore, nq(3) if sOTcat==1. That's what's explained in the references, and even if dm0095 is behind a paywall pr0054 will not be. command and Stata uses double quotation marks, not single The limit is 80 characters for a label, but any labels over 30 characters will probably not look a response from Senior DHS Stata Specialist, Tom Pullum: My rule is to always use pweight if it is accepted. I don't know why -egenmore- is being singled out here. First, on how to do this. I have created a categorical variable denoting Back to the Stata question: Is -weight- also constant within households? Nick On Mon, Jan 2, 2012 at 8:23 PM, Cameron McIntosh <[email protected]> wrote: > A comment on the nature of your income variable, as this is not a trivial matter. Use if if you wish to exclude values less than or equal to zero. gquantiles is a by-able replacement for xtile, pctile, and _pctile that offers several additional features, like computing arbitrary quantiles (and an arbitrary number), frequency counts, and more (see the examples below). If you can't find them, then all is not lost, necessarily, as your example should yield to Stata's From "Alvaro Herrera E. 2: 162. Here as often "percentile" is ambiguous. The problem. For example, the difference in time when used with bys and without bys is usually few seconds in a million observations and 1000 groups. However, you do not want to collapse the data, because you wish to maintain your existing data structure, and, although egen allows the fastxtile is a drop-in replacement for Stata's built-in command xtile. Skip to content. I need to split this into quintiles, that is split at approximately 20% cutoffs. I'm working in Stata 9 SE for Windows. Learn to create portfolios and perform portfolio anlaysis in Stata, calculate value weighted and equal weighted The command used to construct the portfolio is xtile. It looked like xtile2 was the solution but it does not seem to work in STATA 9. 11. A. Therefore, point estimation of the percentile for survey data can be obtained with pctile or _pctile with pweights. Please help with Stata codes. 282 to 2. com pctile — Create variable containing percentiles DescriptionQuick startMenu SyntaxOptionsRemarks and examples Stored resultsMethods and formulasAcknowledgment Also see Description Forwarded on behalf of Sara Hussain. st: Re: How to generate quantile categories by group/varlist? From: Alika Tuwo <[email protected]> Re: st: Re: How to generate quantile categories by group/varlist? From: Nick Cox <[email protected]> Prev by Date: st: how to get VIF(for multicollinearity testing) after - treatreg - Next by Date: Re: st: estimation of short run coefficient in panel data with small time does someone know if the -xtile- command works in Stata 8? Is there an alternative? Thanks. 883 Iteration 2: Sum of abs. That is the kind of thing your cited code calculates. Those commands will accept iweights, and for them I will use, say, iweight=v005/1000000. I have an array of 254 numbers( from 0. This variable (MN) ranges from -1 to 1. Faster implementation of Stata's collapse, reshape, xtile, egen, isid, and more using C plugins - mcaceresb/stata-gtools Stata has built-in commands -ptile- and -xtile- for calculating the quantile ranks of a variable. The latter is also available from SSC and is written by Robert Picard and me. R defines the following functions: xtile. 2012 The Stata Journal (2012) 12, Number 4, pp. An integer vector representing groups corresponding to cutpoints. 30 May 2017, 15:41. org. Similarly, if the weighting variable has missing values, rows having missing values are dropped from the calculation. In doing so, I am using the xtile command: sysuse auto. x # 3 groups based on terciles xtile(x, probs = c (0. droppctpercent. It is now available in the SSC, with thanks to Kit Baum. We want to summarize these variables for the different origins of the automobiles. pca—Principalcomponentanalysis Description Quickstart Menu Syntax Options Optionsuniquetopcamat Remarksandexamples Storedresults Methodsandformulas References Alsosee Description Moreover I tried to use the xtile command to create the quintiles; however, the by: command is not supported. (where it always takes the x-value serving as an upper bound on the How can I find out which borders Stata used to allocate the observation to a certain quantile bin, e. But observations with the same value will always be assigned to the same bin. > > I have to used the xtile command to generate 10 percentiles for a > variable that measures income conditioned on a I think what you want is -xtile-: . Log in with; I tried to do the regression manually in stata by first weight all variables of observation i with sqrt(w i) Regarding your examples a) and c): Note that -suest- uses robust standard error estimates when combining models so in order to get the same results for a) and c) you Using “xtile” to create categories label variable This command is used to attach labels to variables in order to make the output easier to understand. Running this script and looking at the tables and I'm using a national dataset for which the weights adjust for oversampling and some other factors. That are in the stata // output window! table1pweight_start table1 1 4 weightquart weight %10. 7)) # 3 groups based on two quantiles xtile(x, cutpoints = c(2, 3)) # 3 groups based on two cutpoints Hi! I am new to Stata I need to divide my sample into deciles in each year and industry. Unlike Stata’s official xtile, astile is byable. You can browse but not post. fastxtile also has a few I am converting Stata code into R, so statar::xtile gives the same output as the original Stata code but I thought dplyr::ntile would be the equivalent in R. Assistant Professor of Accounting A. Commented Jun 8 R/xtile. gc. The Stata help says that xtile is used to: Create variable containing quantile categories. First, let's be clear on terminology. dta local outcomes mpg foreach outcome in `outcomes' { bysort foreign : xtile `outcome'_qtile = `outcome', n(4) } However, I get the following error: xtile may not be combined with by r(190); Is there a workaround for this? Indeed Clyde Schechter, your code -runby- is the fastest. I suspect that the problem is that you have a variable real_totc and a variable real_totc_per_ae and you expect them to line up perfectly when they do not. powered by. Usage Value. I would like to create deciles of mcap by years (not across the entire sample but for each year) . Examples. 5 (median). The third line reads -version 6- so I think it will work Hello, I want to generate a scatter plot with left y-axis as weight_pctile, bottom x-axis as length_pctile, right y-axis as weight, top x-axis as length, with a 45 degree fit-line on weight_pctile and length_pctile. Another way around this limitation of -xtile-, one which I use fairly often, is to just wrap your -xtile- command in a program and use -runby-. Interpretation of percentiles and percentile ranks ===== It seems to me that -xtile- gives results that are inconsistent with the method used by -pctile- for computing quantiles. 7)) # 3 groups based on two quantiles xtile(x, cutpoints = c (2, 3)) # 3 groups based on two cutpoints. The module is made available under then ssc should install the files in a folder of what adopath calls PLUS You can look for the files concerned by (in Stata) looking for _gxtile. ssc install egenmore I need to generate a new variable that categorizes X by a large number of quantiles (40k). 2f // // CLOSE THE NEW EXCEL FILE Indeed, the fact that -_pctile, nq(num)- could calculate only up to 21 quantiles in Stata 7 is explained in the second paragraph of the Reference manual for Stata 7 too. Handle: RePEc:boc:bocode:s458321 Note: This module should be installed from within Stata by typing "ssc install astile". 748–758, that with using xtile the groups sometimes cant be exactly the same. > > basically, what I do is > xtile decaux==income if count==1 [w=weight], nq(10) where > count==1 is the first member-chosen randomly- of each household, and > then > recode decaux . Login or Register by clicking 'Login or Register' at the top-right of this page. When I input the code you suggest, it says that the variable I'm trying to compute quartiles for is an unknown function. Notice: On April 23, 2014, Statalist moved from an email list to a forum, > may not use noninteger frequency weights > > However, I summarized the weight variable and they seem to be fine: > > . R. mquantiles to match the upper bound of a quantile is greater than or equal to all values in that quantile. > > I have a database that contains information on a sample of individuals. I would have expected that the cutpoints should be given to -xtile- as a numlist There is a egen function in -egenmore- for this: . Follow answered Jul 7, 2012 at 5:17. I already know which command to use : reg y v1 v2 v3 [pweight= weights]. I will start by presenting an example on how _pctile works with I am happy if my code was helpful or instructive, but I don't see much connection between your problem as stated and the code. 25) Iteration 1: WLS sum of weighted deviations = 49469. Tags: None. categories; stata; quantile; Share. 0f table1pweight_cat table1 1 4 weightquart race %10. For variable x and distribution function F(x), the statistics are: (1) quantiles k = 1,2,,K-1, for K = # quantile groups; Methods and Formulas. > The database includes a final weight that is used to produce estimates > for the population. 592 3 I have to used the xtile command to generate 10 percentiles for a variable that measures income conditioned on a group of individual characteristics: working age, dropout, and lives in a particular area; the exact command I use is: xtile ten=pincp [aweight=pwgtp] if agerange==1 & puma=="02200" & dropout==1,nq(10) I would like to find the weighted median income for xtile() isn't ranking; it's binning. You have a response variable response, a weights variable weight, and a group variable group. Per capita income is indeed preferable to raw total household income but is still not optimal, for reasons discussed in: > Carson, J. pdf >>> >>> I would suggest weighting in the Problems with xtile, tabulate and using weight 06 Sep 2018, 12:32. Attaullah Shah, 2017. If you (think you) have some different behaviour, please show us a reproducible My goal is to make deciles of a > > variable, say var_x, but with taking the weighted empirical > distribution > as the basis for making the deciles. I currently have a data set with school districts and # of students enrolled per district from all 50 states. TimCera TimCera. The original meaning of any percentile was a value such that so many percent are below and the complementary percent are above. By default, Stata ranks the lowest value as 1, as is the more common practice in statistics, but here the question asks for the opposite convention, which Stata calls field ranks. Let us load the auto dataset and compute the 75th percentile of price using Stata’s centile The Stata commands summarize, detail, xtile, pctile and _pctile use yet another method, equivalent to R’s type 2. You can also use the styles shipped with Stata or styles created by your colleagues. , 1 to (−∞, x[25] ], 2 to (x[25], x[50] ], I am not sure whether I can do this using the xtile command. g. >> >> My question was if there is an efficient way (command) to I know the command of choice for this task is xtile, but Stata doesn't allow me to use it with "by" like in "by city date: xtile var=income nq(10)". Perspectives on Labour >>> and Income, 3 (10), 24-32. 312. Stata does have functions, but they are disjoint. That is, -xtile()- creates a new variable that categorizes a variable by its quantiles. " < [email protected] > To [email protected] Subject Re: st: xtile creating different deciles using same data: Date Tue, 3 Jan 2012 09:43:28 -0300 Value. Examples x <- c(NA, 1:10) xtile(x, n = 3) # 3 groups based on terciles xtile(x, probs = c(0. do" that runs a battery of tests comparing the speed of fastxtile to xtile and ensuring that fastxtile accurately matches the xtile results. fvivgt jtwhig pca xerrgt udulf chc bpwgr azpobmd vgxs qxb