请问各位大神，怎么求同一个变量，分组后，不同之间的差值？？

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各位大神老师好：
      数据先按照月份（ym）排序，再分成三组（qsd=1、2、3），再在每个qsd中再分5组（qilliq=1、2、3、4、5），Ireturn对应每个qilliq中的收益率。现在想得到的结果是，按ym排序，qilliq=5时的收益率 - qilliq=1时收益率（差）。谢谢各位大神！！
      变量之间的差值直接减就可以了，但是同一个变量，也不是时间序列的，分完组之后，同一变量内部怎么求差值呢？

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input double ym long id double(qsd qilliq Ireturn)
   
4. 552  512 1 1  .1299127110544003
   
5. 552    1 1 1  .1299127110544003
   
6. 552   28 1 1  .1299127110544003
   
7. 552  310 1 2 .11584168818069811
   
8. 552 2072 1 2 .11584168818069811
   
9. 552 1786 1 2 .11584168818069811
   
10. 552 1935 1 3 .10609688989448907
    
11. 552 1960 1 3 .10609688989448907
    
12. 552 1941 1 3 .10609688989448907
    
13. 552  335 1 4 .07142209179304736
    
14. 552 1757 1 4 .07142209179304736
    
15. 552 2133 1 4 .07142209179304736
    
16. 552  186 1 5 .08504849147233125
    
17. 552 1520 1 5 .08504849147233125
    
18. 552 1522 1 5 .08504849147233125
    
19. 552 1599 2 1  .1299127110544003
    
20. 552  331 2 1  .1299127110544003
    
21. 552 1864 2 1  .1299127110544003
    
22. 552  513 2 2 .11584168818069811
    
23. 552  401 2 2 .11584168818069811
    
24. 552  506 2 2 .11584168818069811
    
25. 552  296 2 3 .10609688989448907
    
26. 552 1790 2 3 .10609688989448907
    
27. 552 1556 2 3 .10609688989448907
    
28. 552 2115 2 4 .07142209179304736
    
29. 552  287 2 4 .07142209179304736
    
30. 552 1984 2 4 .07142209179304736
    
31. 552 2135 2 5 .08504849147233125
    
32. 552  380 2 5 .08504849147233125
    
33. 552  102 2 5 .08504849147233125
    
34. 552 2004 3 1  .1299127110544003
    
35. 552   33 3 1  .1299127110544003
    
36. 552   56 3 1  .1299127110544003
    
37. 552 1844 3 2 .11584168818069811
    
38. 552 1601 3 2 .11584168818069811
    
39. 552  224 3 2 .11584168818069811
    
40. 552 1410 3 2 .11584168818069811
    
41. 552 1510 3 3 .10609688989448907
    
42. 552  191 3 3 .10609688989448907
    
43. 552 1352 3 3 .10609688989448907
    
44. 552   34 3 4 .07142209179304736
    
45. 552 1629 3 4 .07142209179304736
    
46. 552 2051 3 4 .07142209179304736
    
47. 552 1961 3 5 .08504849147233125
    
48. 552  324 3 5 .08504849147233125
    
49. 552 2013 3 5 .08504849147233125
    
50. 553 1325 1 1 .14362599565411444
    
51. 553 1384 1 1 .14362599565411444
    
52. 553   18 1 1 .14362599565411444
    
53. 553 1925 1 2  .2180669236205399
    
54. 553 1502 1 2  .2180669236205399
    
55. 553  384 1 2  .2180669236205399
    
56. 553  499 1 3 .22680073087034636
    
57. 553 1840 1 3 .22680073087034636
    
58. 553  528 1 3 .22680073087034636
    
59. 553 1459 1 4 .37185668727981847
    
60. 553 1600 1 4 .37185668727981847
    
61. 553 2046 1 4 .37185668727981847
    
62. 553 1521 1 5 .21533574738805608
    
63. 553 1973 1 5 .21533574738805608
    
64. 553 1821 1 5 .21533574738805608
    
65. 553 1852 2 1 .14362599565411444
    
66. 553  251 2 1 .14362599565411444
    
67. 553  216 2 1 .14362599565411444
    
68. 553 1804 2 2  .2180669236205399
    
69. 553    4 2 2  .2180669236205399
    
70. 553 1551 2 2  .2180669236205399
    
71. 553  328 2 3 .22680073087034636
    
72. 553 1556 2 3 .22680073087034636
    
73. 553 2128 2 3 .22680073087034636
    
74. 553 1881 2 4 .37185668727981847
    
75. 553 1782 2 4 .37185668727981847
    
76. 553 1682 2 4 .37185668727981847
    
77. 553 2053 2 5 .21533574738805608
    
78. 553 1986 2 5 .21533574738805608
    
79. 553  380 2 5 .21533574738805608
    
80. 553  338 3 1 .14362599565411444
    
81. 553  309 3 1 .14362599565411444
    
82. 553 2004 3 1 .14362599565411444
    
83. 553   28 3 2  .2180669236205399
    
84. 553  224 3 2  .2180669236205399
    
85. 553  361 3 2  .2180669236205399
    
86. 553  352 3 3 .22680073087034636
    
87. 553  497 3 3 .22680073087034636
    
88. 553  367 3 3 .22680073087034636
    
89. 553 1690 3 4 .37185668727981847
    
90. 553 1871 3 4 .37185668727981847
    
91. 553  308 3 4 .37185668727981847
    
92. 553 1981 3 5 .21533574738805608
    
93. 553 1773 3 5 .21533574738805608
    
94. 553 1612 3 5 .21533574738805608
    
95. end
    
96. format %tm ym
    
97. label values id id
    
98. label def id 1 "        000001", modify
    
99. label def id 4 "        000005", modify
    
100. label def id 18 "       000021", modify
     
101. label def id 28 "       000031", modify
     
102. label def id 33 "       000036", modify
     
103. label def id 34 "       000037", modify
     
104. label def id 56 "       000069", modify
     
105. label def id 102 "      000430", modify
     
106. label def id 186 "      000593", modify
     
107. label def id 191 "      000598", modify
     
108. label def id 216 "      000627", modify
     
109. label def id 224 "      000636", modify
     
110. label def id 251 "      000680", modify
     
111. label def id 287 "      000723", modify
     
112. label def id 296 "      000735", modify
     
113. label def id 308 "      000757", modify
     
114. label def id 309 "      000758", modify
     
115. label def id 310 "      000759", modify
     
116. label def id 324 "      000785", modify
     
117. label def id 328 "      000789", modify
     
118. label def id 331 "      000792", modify
     
119. label def id 335 "      000797", modify
     
120. label def id 338 "      000800", modify
     
121. label def id 352 "      000818", modify
     
122. label def id 361 "      000829", modify
     
123. label def id 367 "      000837", modify
     
124. label def id 380 "      000863", modify
     
125. label def id 384 "      000875", modify
     
126. label def id 401 "      000897", modify
     
127. label def id 497 "      002012", modify
     
128. label def id 499 "      002014", modify
     
129. label def id 506 "      002021", modify
     
130. label def id 512 "      002027", modify
     
131. label def id 513 "      002028", modify
     
132. label def id 528 "      002043", modify
     
133. label def id 1325 "     600019", modify
     
134. label def id 1352 "     600059", modify
     
135. label def id 1384 "     600091", modify
     
136. label def id 1410 "     600117", modify
     
137. label def id 1459 "     600175", modify
     
138. label def id 1502 "     600221", modify
     
139. label def id 1510 "     600230", modify
     
140. label def id 1520 "     600240", modify
     
141. label def id 1521 "     600241", modify
     
142. label def id 1522 "     600242", modify
     
143. label def id 1551 "     600276", modify
     
144. label def id 1556 "     600281", modify
     
145. label def id 1599 "     600328", modify
     
146. label def id 1600 "     600329", modify
     
147. label def id 1601 "     600330", modify
     
148. label def id 1612 "     600345", modify
     
149. label def id 1629 "     600365", modify
     
150. label def id 1682 "     600433", modify
     
151. label def id 1690 "     600449", modify
     
152. label def id 1757 "     600532", modify
     
153. label def id 1773 "     600552", modify
     
154. label def id 1782 "     600562", modify
     
155. label def id 1786 "     600567", modify
     
156. label def id 1790 "     600571", modify
     
157. label def id 1804 "     600586", modify
     
158. label def id 1821 "     600603", modify
     
159. label def id 1840 "     600622", modify
     
160. label def id 1844 "     600627", modify
     
161. label def id 1852 "     600636", modify
     
162. label def id 1864 "     600649", modify
     
163. label def id 1871 "     600656", modify
     
164. label def id 1881 "     600667", modify
     
165. label def id 1925 "     600716", modify
     
166. label def id 1935 "     600726", modify
     
167. label def id 1941 "     600732", modify
     
168. label def id 1960 "     600751", modify
     
169. label def id 1961 "     600753", modify
     
170. label def id 1973 "     600765", modify
     
171. label def id 1981 "     600773", modify
     
172. label def id 1984 "     600776", modify
     
173. label def id 1986 "     600778", modify
     
174. label def id 2004 "     600797", modify
     
175. label def id 2013 "     600807", modify
     
176. label def id 2046 "     600841", modify
     
177. label def id 2051 "     600846", modify
     
178. label def id 2053 "     600848", modify
     
179. label def id 2072 "     600868", modify
     
180. label def id 2115 "     600965", modify
     
181. label def id 2128 "     600981", modify
     
182. label def id 2133 "     600986", modify
     
183. label def id 2135 "     600988", modify

复制代码

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是不是我的问题没写清楚？哪位大神帮看看啊，谢啦

guoyijj 发表于 2018-1-13 13:49
是不是我的问题没写清楚？哪位大神帮看看啊，谢啦

试试

1. bys ym (qsd qilliq): gen diff = Ireturn[_N] - Ireturn[1]

复制代码

黃河泉 发表于 2018-1-13 15:17
试试

ok了，谢谢老师！！！

请问你这个分组并求收益的代码是什么啊？求赐教！！！我困扰好久了！！

黃河泉 发表于 2018-1-13 15:17
试试

黄老师，假设第一次和第二次分组都是分为5组，用1-5表示，想让不同组别之间相减怎么写代码呢？谢谢

黃河泉 发表于 2018-1-13 15:17
试试

请问，如果想要计算qsd、qilliq不同组之间的收益率差代码该怎么写呢？qsd=1、2、3，qilliq=1、2、3、4、5

黃河泉 发表于 2018-1-13 15:17
试试

老师您好，我想请教一下变量后面这个中括号是什么意思呀

qianglee 发表于 2023-10-4 15:51
老师您好，我想请教一下变量后面这个中括号是什么意思呀

上述指令等价：

1. sort ym qsd qilliq
   
2. by ym: gen diff = Ireturn[_N] - Ireturn[1]

复制代码