Data Documentation Assistant

Help document datasets systematically for replication packages, co-author handoffs, and future reference.

Dataset Documentation Template

When documenting a dataset, capture:

1. Dataset Overview

• Name: (e.g., firm_year_panel.parquet)
• Location: (relative path from project root)
• Created by: (script that generates it)
• Last updated:
• Unit of observation: (firm-year, loan-quarter, etc.)
• N observations:
• Time coverage:

2. Source Data

Source	Access	Raw File	Notes
WRDS Compustat	Subscription	raw/compustat_funda.csv	Annual fundamentals
Revelio Labs	Licensed	raw/revelio_positions.parquet	Via BU server
Hand-collected	Manual	raw/manual_coding.xlsx	See coding protocol

3. Key Variables

Variable	Type	Description	Source	Notes
gvkey	str	Compustat firm identifier	Compustat	Primary key
fyear	int	Fiscal year	Compustat
at	float	Total assets ($ millions)	Compustat	Winsorized 1/99
treated	int	=1 if treated firm	Constructed	See section 4

4. Variable Construction

For constructed/derived variables, document:

Variable: treated
Definition: =1 if firm received first PE investment in year t
Construction:
  1. Merge PitchBook deals to Compustat on EIN
  2. Keep first deal per firm
  3. Flag year of first investment
Script: 2a_construct_treatment.py, lines 45-78

5. Sample Filters

Document all filters applied:

Filter	Observations Dropped	Remaining
Raw data	-	150,000
Drop financials (SIC 6000-6999)	25,000	125,000
Require non-missing assets	5,000	120,000
Require 2+ years in panel	10,000	110,000

6. Merge Keys

Dataset A	Dataset B	Key(s)	Match Rate	Notes
Compustat	CRSP	gvkey	95%	Via CCM link table
Compustat	PitchBook	EIN	72%	Manual cleaning needed
Revelio	Compustat	company_name	68%	Fuzzy match, see script

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Quick Commands

• "document this dataset" - Generate full template for a dataset
• "variable list" - Create variable table only
• "merge documentation" - Focus on merge keys and match rates
• "sample flow" - Generate sample filter table
• "codebook" - Formal codebook format for replication package

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Codebook Format (for Replication Packages)

================================================================================
CODEBOOK: firm_year_panel.dta
Generated: 2026-01-15
================================================================================

IDENTIFICATION
  gvkey         Compustat permanent firm identifier
  fyear         Fiscal year

OUTCOME VARIABLES
  roa           Return on assets = ni/at (winsorized 1/99)
  investment    Capex/lagged assets = capx/L.at

TREATMENT VARIABLES
  post          =1 for years after treatment
  treated       =1 for firms ever treated
  treat_post    Interaction: treated × post (DiD coefficient)

CONTROLS
  size          Log total assets = ln(at)
  leverage      Book leverage = (dltt+dlc)/at
  mtb           Market-to-book = (prcc_f×csho)/ceq

FIXED EFFECTS
  ff48          Fama-French 48 industry classification
  state         State of incorporation
================================================================================

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Data Provenance Checklist

Before finalizing a dataset, verify:

• All source files documented with access instructions
• Variable definitions are unambiguous
• Sample filters documented with observation counts
• Merge match rates reported
• Winsorization/trimming documented
• Missing value treatment documented
• Script that creates dataset is identified
• Date of creation recorded