Question

I would like to reshape a data.frame that looks like this:

     permno         dte ttm var1 var2 var3
1    123  2012-01-01  20    1   10  100
2    123  2012-01-01  30   -1   10  100
3    124  2012-01-01  20    2   20  200
4    124  2012-01-01  30   -2   20  200

I would like to make my data.frame look the following way:

  permno         dte var1_20 var1_30 var2 var3
1    123  2012-01-01       1      -1   10  100
2    124  2012-01-01       2      -2   20  200

I have been attempting to do this with reshape2 package but I am unable to isolate var1 from the rest and keep getting var2_20 and var2_30 for example in the results. Does anyone know how to do this using the reshape2 package?

data.frame dput:

> dput(DF)
structure(list(permno = c(123L, 123L, 124L, 124L), dte = structure(c(1L, 
1L, 1L, 1L), .Label = " 2012-01-01", class = "factor"), ttm = c(20L, 
30L, 20L, 30L), var1 = c(1L, -1L, 2L, -2L), var2 = c(10L, 10L, 
20L, 20L), var3 = c(100L, 100L, 200L, 200L)), .Names = c("permno", 
"dte", "ttm", "var1", "var2", "var3"), class = "data.frame", row.names = c(NA, 
-4L))
> dput(result)
structure(list(permno = 123:124, dte = structure(c(1L, 1L), .Label = " 2012-01-01", class = "factor"), 
    var1_20 = 1:2, var1_30 = c(-1L, -2L), var2 = c(10L, 20L), 
    var3 = c(100L, 200L)), .Names = c("permno", "dte", "var1_20", 
"var1_30", "var2", "var3"), class = "data.frame", row.names = c(NA, 
-2L)) 

Answer 1

Use a combination of merge, reshape, and unique as follows:

unique(merge(DF[-c(3:4)], 
             reshape(DF[1:4], direction = "wide", 
                     idvar = c("permno", "dte"), 
                     timevar="ttm")))
#   permno         dte var2 var3 var1.20 var1.30
# 1    123  2012-01-01   10  100       1      -1
# 3    124  2012-01-01   20  200       2      -2

Basically, you reshape only the columns that need to be reshaped, and drop those columns from the original dataset before merging. You’ll end up with duplicated rows, so just wrap all of that in unique to get (almost) your desired output. You can rearrange the column order if required.