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Re: st: Build groups with the same first two numbers of SIC


From   "Martin Weiss" <Martin.Weiss1@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Build groups with the same first two numbers of SIC
Date   Thu, 19 Mar 2009 20:59:44 +0100

<>

Hua,

do not type the line interactively, but put it directly behind the line starting with -capture- so you know whether -capture- trapped an error or it did not... See [U] 8 Error messages and return codes.

HTH
Martin
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 20:50:59 +0100
> Von: "Hua Pan" <panhua@gmx.de>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: Build groups with the same first two numbers of SIC

> Dear Nick, Michael and Martin
> 
> Thank you very much for your help. 
> 
> Michael, your command is great, very effective. That’s exactly what I
> want and failed to find. Thank you indeed.
> 
> Martin and Nick, Thank you for your suggestions. After I added
> “capture” before “by”, the loop continued to work, and I also got the daily
> mean return for all firms with this complicate method. After I typed, 
> -di in red _rc-
> the return code was 198. Does that mean that this code is wrong? Error
> (198)
> When I put “capture” before “by” and “save”, the loop also
> continued to work and I got what I want, but this time the return code was
> zero. 
> “Capture” is really useful, that can help me a lot later, so I want to
> know why there are different return codes and which one should I prefer?
> Thanks a lot in advance.
> 
> Best Wishes
> 
> Hua
> 
> -------- Original-Nachricht --------
> > Datum: Thu, 19 Mar 2009 18:46:03 +0100
> > Von: "Martin Weiss" <Martin.Weiss1@gmx.de>
> > An: statalist@hsphsun2.harvard.edu
> > Betreff: Re: st: Build groups with the same first two numbers of SIC
> 
> > <>
> > 
> > Other listers have highlighted easy fixes for your problem. Let me add:
> A
> > failure of an -if- condition, as you describe in your post, need not
> kill a
> > loop if you add -capture- in front of the respective command. If you
> want
> > a record of the suppressed error, add the line
> > 
> > -di in red _rc-
> > 
> > afterwards to see whether the return code was non-zero.
> > 
> > 
> > HTH
> > Martin
> > -------- Original-Nachricht --------
> > > Datum: Thu, 19 Mar 2009 17:49:45 +0100
> > > Von: "Hua Pan" <panhua@gmx.de>
> > > An: statalist@hsphsun2.harvard.edu
> > > Betreff: st: Build groups with the same first two numbers of SIC
> > 
> > > Dear Statalisters??
> > > 
> > > I have a list of firms with four digit sic code, permno (identify Nr.
> > for
> > > firms), date and return and wish to get daily mean return within the
> > group,
> > > which has the same first two numbers of SIC code.
> > > 
> > > My Dataset look like this:
> > > 
> > > sic     permno      date          ret 
> > > …
> > > 3674   10012    5.Jan.2004
> > >         10012    6.Jan.2004
> > >        10012    7.Jan.2004
> > > 3674   10259    5.Jan.2004
> > >        10259    6.Jan.2004
> > >        10259    7.Jan.2004
> > > 3674   10299    
> > >        10299    
> > >        10299  
> > > 3674   10302
> > >        10302
> > >        10302
> > > -----------------------------------------------------------------
> > > 3714   10667
> > >        10667
> > >        10667
> > > ------------------------------------------------------------------
> > > 3728   10145
> > >        10145
> > >        10145
> > > ------------------------------------------------------------------
> > > 3861   10163
> > >        10163
> > >        10163
> > > ------------------------------------------------------------------
> > > 4213   10379
> > >        10379
> > >        10379
> > > 4213   10649
> > >        10649
> > >        10649
> > > 
> > > 
> > > At first I want to build several groups. Firms within each group have
> > the
> > > same character: the first two numbers of their SIC codes are
> identical.
> > For
> > > the example above   
> > >         sic               permno
> > > Group1: 3674              10012, 10259, 10299, 10302
> > > Group2: 3714, 3728        10667, 10145
> > > Group3: 3861              10163
> > > Group4: 4213              10379, 10649
> > > 
> > > Then I wish to get mean daily return for each group.
> > > 
> > > So I just tried to separate the big dataset into several sub dataset,
> > and
> > > calculate daily mean return for each of them. Then I get the sub
> > datasets
> > > together with “append”. For the first step, I did: 
> > > 
> > > . local n=3600
> > > . while `n' <4300 {
> > >   2. use "D:\sic.dta", clear
> > >   3. keep if sic >=`n' & sic < `n'+100
> > >   4. by date, sort: egen meanret=mean(ret) 
> > >   5. save "D:\ph\sic\sic_`n'.dta"
> > >   6. local n=`n'+100
> > >   7. }
> > > 
> > > 
> > > It is successful for 36xx, 37xx. But when `n’== 3900, all
> observations
> > > in the complete file “D:\sic.dta" are deleted, because none of them
> > meet
> > > the requirement: sic>=3900 & sic < 4000, so there is an error: 
> > > 
> > > (y observations deleted)
> > > __000001 not found
> > > 
> > > y is the number of all the observations in complete dataset.
> > > 
> > > There are a huge number of observations, so I can’t do it one by
> one.
> > > Has anyone here an idea to solve this problem? Or some easier methods
> to
> > > generate such groups (I’ve also tried, but failed to get it ), so I
> > can get
> > > the daily mean return with:
> > > 
> > > by group date, sort: egen meanret=mean(ret)
> > > 
> > > Btw, I’m using stata 10.
> > > 
> > > 
> > > Thank you very much for your help. 
> > > 
> > > Best Regards
> > > 
> > > Hua
> > > 
> > > 
> > > -- 
> > > Aufgepasst: Sind Ihre Daten beim Online-Banking auch optimal
> geschützt?
> > > Jetzt absichern: https://homebanking.gmx.net/?mc=mail@footer.hb
> > > *
> > > *   For searches and help try:
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> > > *   http://www.ats.ucla.edu/stat/stata/
> > 
> > -- 
> > Martin Weiss
> > Hackersteigle 3
> > 72076 Tübingen
> > 00497071/793535
> > 00491784597218
> > 
> > Psssst! Schon vom neuen GMX MultiMessenger gehört? Der kann`s mit
> allen:
> > http://www.gmx.net/de/go/multimessenger01
> > *
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> 
> -- 
> Aufgepasst: Sind Ihre Daten beim Online-Banking auch optimal geschützt?
> Jetzt absichern: https://homebanking.gmx.net/?mc=mail@footer.hb
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

-- 
Martin Weiss
Hackersteigle 3
72076 Tübingen
00497071/793535
00491784597218

Aufgepasst: Sind Ihre Daten beim Online-Banking auch optimal geschützt?
Jetzt absichern: https://homebanking.gmx.net/?mc=mail@footer.hb
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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