For each ID, it has year, month, and day observations.
I want to get the five largest numbers within each month for each ID. How to get it?
I can use "proc sort; by ID year month obs" to rank the obs within each month, but I do not know how to get only the five largest numbers.
Thanks!
You have to do a count within each by group:
proc sort data=max2;
by permno year month descending obs;
run;
data want;
set max2;
by permno year month;
retain counter;
if first.month
then counter = 1;
else counter + 1;
if counter le 5;
drop counter;
run;
assuming that "obs" is a variable already present in the dataset. If you need to create that for each day, it can be done similar to the above code, or by using proc freq.
Sort
by id year month descending obs;
and then retrieve the first 5 observations
by id year month;
Thanks! Any additional code to retrieve the first 5 observations?
proc sort data=max2 obs=5; /* it does not work */
by permno year month;
run;
You have to do a count within each by group:
proc sort data=max2;
by permno year month descending obs;
run;
data want;
set max2;
by permno year month;
retain counter;
if first.month
then counter = 1;
else counter + 1;
if counter le 5;
drop counter;
run;
assuming that "obs" is a variable already present in the dataset. If you need to create that for each day, it can be done similar to the above code, or by using proc freq.
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