研究的事件共有五年,在AR与Event data(如下)匹配中merge需要单对多,一定需要把EVENTDATE按照年份keep,再与AR匹配吗?CODE DATE AR
000001 1jan2009 .0238
000001 2jan2009 -.0012
...
CODE EVENTDATE
000001 3mar2009
000001 7jan2010
计算car时也一定要按照年份计算吗?我分年度计算car如下:
by CODE: gen datenum=_n
by CODE: gen target=datenum if DATE==EVENT_DATE
egen td=min(target), by(CODE)
gen dif=datenum-td
drop target
drop td
by CODE: gen window4530=1 if dif>=-45 & dif<=30
egen count4530=count(window4530), by(CODE)
by CODE: gen window300=1 if dif>=-30 & dif<=0
egen count300=count(window300), by(CODE)
by CODE: gen window030=1 if dif>=0 & dif<=30
egen count030=count(window030), by(CODE)
replace window4530=0 if window4530==.
replace window300=0 if window300==.
replace window030=0 if window030==.
save pre_sum, replace
drop if count4530 < 75
by CODE: egen CAR4530 = sum(AR) if window4530==1
drop if CAR4530==.
by CODE: gen num=_n
keep if num==1
keep CODE CAR4530 EVENT_DATE
save 2009CAR4530, replace
use pre_sum, clear
drop if count300 < 30
by CODE: egen CAR300 = sum(AR) if window300==1
drop if CAR300==.
by CODE: gen num=_n