IDEAS home Printed from

ASTILE: Stata module to provide a faster and byable alternative for xtile


  • Attaullah Shah

    (Institute of Management Sciences)

Programming Language



astile creates a new variable that categorizes exp by its quantiles. For example, we might be interested in making 10 size-based portfolios. This will involve placing the smallest 10% firms in portfolio 1, next 10% in portfolio 2, and so on. astile creates a new variable as specified in the newvar option from the existing variable which is specified in the = exp. Values of the newvar ranges from 1, 2, 3, ... up to n, where n is the maximum number of quantile groups specified in the nq option. For example, if we want to make 10 portfolios, values of the newvar will range from 1 to 10. astile is faster than Stata official xtile. It's speed efficiency matters more in larger data sets or when the quantile categories are created multiple times, e.g, we might want to create portfolios in each year or each month. Unlike Stata's official xtile, astile is byable.

Suggested Citation

  • Attaullah Shah, 2017. "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.
  • Handle: RePEc:boc:bocode:s458321
    Note: This module should be installed from within Stata by typing "ssc install astile". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.

    Download full text from publisher

    File URL:
    File Function: program code
    Download Restriction: no

    File URL:
    File Function: help file
    Download Restriction: no

    File URL:
    File Function: Mata object code
    Download Restriction: no


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458321. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.