Created
May 13, 2016 19:58
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Hayn 1995 replica, table 3
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/* For each size decile: compute #firm-years and #losses */ | |
/* Create size deciles */ | |
proc rank data = b_sample out = e_ranked groups = 10; | |
var size; | |
ranks size_d ; | |
run; | |
/* Add 1 to rank (0-9 => 1-10) */ | |
data e_ranked; | |
set e_ranked; | |
size_d = size_d + 1; | |
run; | |
proc sort data=e_ranked; by size_d; run; | |
/* Format for deciles */ | |
proc format; | |
value mySizeFormat | |
/* If 10 or higher */ | |
1 = '1 (smallest firms)' | |
10 = '10 (largest firms)' | |
/* Other values */ | |
other = [best.]; | |
run; | |
proc means data=e_ranked noprint; | |
output out=f_table3 mean= sum= /autoname; | |
var loss; | |
format size_d mySizeFormat.; | |
by size_d; | |
run; |
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