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I constructed the second commands mentioned (I have 5 groups and more cross-id's but I used the codes below), since the first option was no solution, thus that is: smpl @all series grpid = NA smpl if id=2 or id=4 or id=6 grpid = 1 smpl if id=5 or id=8 or id=9 grpid = 2 smpl if id=10 or id=10 or id=1...

I classify the 4 groups by using credit qualities of companies (Investment grade and non-investment grade). Only it is slightly more complicated, since I also classify firms in several types of migration in credit rating (from IG to NIG, from NIG to IG, etc.). Therefore, I think it would be quite co...

Thanks for the useful reply. I am a lot of steps closer to the complete answer. However, I do need some more specifications since I want to compare multiple groups. Thus, to be more specific: - I have multiple companies; 269 - I want to create 4 subsets of companies by making use of the cross-sectio...

Ok, I will be more specific. I have different companies with different credit ratings and also firm-specific volatility. This data is all included in my panel dataset, which has cross-section id's and daily data. Company 2,4 and 6 (Group 1) are non-investment grade and company 5,8 and 9 (Group 2) ar...

Hello, I have created a panel dataset. How do I compare means or medians of variables of samples of cross-section ID's with eachother? For example; If I have 100 cross-sections for 10 years, how can I compare the mean of return on equity of cross-sections 2,4,6 with the mean of 5,8,9? I use 'date' a...