CAR值計算中的轉置問題

在car計算中，咱們獲得的結果經常是 long 縱向排列的，有時咱們也想橫向排列一下，也是能夠的，在 STATA中使用 reshape 就可以辦到。

clear all
set more off

*----- example data -----

input ///
firm    str7 month_year    sales    str3 competitor   str3 competitor_location  str3 competitor_branch_1       str3 competitor_branch_2
  1       "1_2014"    25          "XYZ"            "US"                     "EEE"                      "RRR"
  1       "2_2014"    21          "XYZ"            "US"                    "FFF"
  1       "2_2014"    21          "ABC"            "UK"                     "GGG"
  21     "1_2009"    11          "LKS"           "UK"                      "AAA"
  21     "1_2009"    11          "AIS"            "UK"                      "BBB"
  21     "1_2009"    11          "AJS"            "US"                      "CCC"
  21     "2_2009"    12          "LKS"            "UK"                      "AAA"
end

encode competitor, gen(comp)
encode competitor_location, gen(comploc)
encode competitor_branch_1, gen(compbr1)
encode competitor_branch_1, gen(compbr2)

gen date = ym( real(substr(month_year,3,.)), real(substr(month_year,1,1)) )
format date %tm

drop competitor* month*

list
*----- what you want ?? -----

bysort firm: gen j = _n // this sorting is not unique

reshape wide date sales comp comploc compbr1 compbr2, i(firm) j(j)

　　

use "D:\results-0422\want01_zhuban_03day.dta", clear

*若是你不想顯示那麼多變量的話，能夠提早 drop掉 不想見到的變量.

bysort firm: gen j = _n 

reshape wide date ret  mktret ar evtday, i(firm) j(j)