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Wanted: Useful Documentation DataImport, Formatting and Descriptive statistics

2 vues (au cours des 30 derniers jours)
roblocks
roblocks le 18 Mai 2016
Modifié(e) : roblocks le 18 Mai 2016
Dear All,
I will start working soon with large balancesheet data and want to perform network analysis and some other stuff (systemic risk measures mostly). I am not entirely new to Matlab but mostly new to Data related work (I only generated data to employ methods before, but never used actual data). As I imagine their will be tons of problem along the way, and in order to not blast this forum with too many questions, I was hoping you could recommend some useful beginners literature on:
  1. data import (In particular Panel data structure)
  2. formatting / sorting (I know Stata (a bit) where you can conviently look for order and sort by just few lines of code
  3. data Manipulation (e.g.: compute average across time by firm for each country weighted by market share,....)
  4. Anything related to how to intelligently set up for empirical matlab environment (structurefiles etc...) if one uses Panel Data.
Bascially as much as possible of the "If I had only known this command earlier stuff". I just went through the entire process with Stata, so I hope to tackle my software building skills more effectivly this time by getting a broad overview of useful commands early on. It is easy to google how to perform a specfic operation (invert martix). it is not so easy to look for a sequence of commands to perform a certain procedure if you are not familiar with how these problems should be tackled in matlab. I realize that some (most?) of it is learning by doing, and I will start "doing" once I finished this post. Yet I really hope I could avoid some (not all) of the beginners mistakes I made in Stata. (for example I wanted to aggreagte company level data to yearly data by introducing new observations, which is like the worst idea ever in Stata, but for example easy to do in matlab by just creating a new structure or whatnot)
For those of you that also know Stata, I am very interested in the Matlab equivalents of: bysort, egen, keep drop if, order, sum, desc, tab, tabstat,..... I could imagine some this doesn't exist: so any matlab approach that helps resembling this features
I am looking forward to your recommendations!
Thanks in advance!
Best, roblocks

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