RiskMetrics - Social Network Analysis preparation
Posted: 25 August 2013 12:52 PM   [ Ignore ]
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Hi everyone,

Question for the group:  Is there an easy way to transform RiskMetrics Data to a Social Network Analysis friendly format? 

What I mean is take data in this format:

director_detail_id   cusip
—————————-  ———
1                   11
2                   22
3                   11
3                   33
4                   33

and change it to this:

director_detail_id 11   22   33
1                 1   0   0
2                 0   1   0
3                 1   0   1
4                   0   0   1

I’m using Stata, but have access to other packages as well.  Any help would be greatly appreciated.

Thanks so much,
Tim

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Posted: 26 August 2013 07:16 AM   [ Ignore ]   [ # 1 ]
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hi Tim,

Do you have access to SAS? How many unique firms are in the dataset?

Edit: see this page how to do a ‘long’ to ‘wide’ transformation in Stata (you may need to add a simple indicator variable set to 1 in your data)

director_detail_id   cusip   indicator
—————————-  —————-
1             11             1
2             22             1
3             11             1
3             33             1
4             33             1

A ‘long to wide’ transformation should give you the structure you need.

best regards,

Joost

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