Thanks for your reply. After some more thinking I realize I want the first 5% of observations that appear in the dataset, for each of the various sized groups. Which I think takes the cost variable out of the equation. For example, for a group that has 100 members, I want to flag the first 5. For the group has 25,643 members I want to flag the first 1,282 which appear in the dataset under that group. I hope that clears things up! Thanks.
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