How to keep only those observations which are in both pre and post events window

amanjot_42 — Mon, 20 May 2019 11:31:58 GMT

Hi guys,

I am new to SAS!

Actually, I was trying to limit my sample into those firms only which have data for both pre and post events in my sample. The event years are different for different firms. For instance, if event year of one firm is 2006, I want to see whether this firm has data for the previous five years and post five years or not. I don't want the firms to be having data for each of the pre-and post years. eve observation from pre- and one from post- would suffice my purpose. But they should have at least one in each if they don't then I want to delete those firms from my sample.

Data look like:

Cusip Year Sales event_year

11000 2005 10 0

11000 2006 20 1

11000 2007 30 0

11000 2008 40 0

12000 2004 65 1

12000 2005 90 0

12000 2006 65 0

13000 2010 80 0

13000 2011 75 0

13000 2012 95 1

14000 2008 65 0

14000 2009 45 0

14000 2010 70 1

14000 2011 90 0

The years in bold are my event years, different for different firms. So according to the criteria, I don't want cusip codes 13000 and 12000 because they don't have data for either pre- or post event years. Please help me with the code!

Regards

Aman

Re: How to keep only those observations which are in both pre and post events window

PeterClemmensen — Mon, 20 May 2019 13:44:01 GMT

See my answer in the related thread

https://communities.sas.com/t5/SAS-Programming/Observations-in-pre-and-post-events-only/m-p/560105

topic How to keep only those observations which are in both pre and post events window in SAS Programming

How to keep only those observations which are in both pre and post events window

Re: How to keep only those observations which are in both pre and post events window