Importing WRDS information into Stata
Wharton Analysis Knowledge Providers (WRDS) is a number one analysis platform and enterprise intelligence instrument for 400+ company, educational, and authorities researchers. In case your establishment subscribes to WRDS, now you can simply entry WRDS information remotely through Stata’s odbc command. For questions or subscription info click on right here.
To arrange a WRDS ODBC connection, you have to to obtain the proper
PostgreSQL ODBC driver and comply with the directions Utilizing Stata at WRDS offered by WRDS.
As soon as the the ODBC driver has been put in and configured, you possibly can sort
odbc load, desk("table_name") dsn("dsn_name") noquote
to load information. For instance, to load the Dow Jones each day information from WRDS, sort
. odbc load, desk(djdaily) dsn(wrds-pgdata-64) noquote
. describe
Comprises information
obs: 28,073
vars: 9
dimension: 2,021,256
-------------------------------------------------------------------------------
storage show worth
variable title sort format label variable label
-------------------------------------------------------------------------------
date double %td
djc double %10.0g
djct double %10.0g
dji double %10.0g
djit double %10.0g
djt double %10.0g
djtt double %10.0g
dju double %10.0g
djut double %10.0g
-------------------------------------------------------------------------------
Sorted by:
Word: Dataset has modified since final saved.
You need to use odbc question “dsn_name“, schema to question the desk names, however the command will return all tables within the WRDS system (over 22,000), not simply the tables you might have entry to. You need to use the WRDS web site to view the information/desk title you might have entry to.
