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

Author

Listed:
  • Attaullah Shah

    (Institute of Management Sciences)

Programming Language

Stata

Abstract

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 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/astile.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/astile.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lasn.mlib
    File Function: Mata object code
    Download Restriction: no
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