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


From   "Hua Pan" <panhua@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 21:42:21 +0100

dear Martin

ok, I got it. Thank you for your answer. 

Best Wishes

Hua
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 20:59:44 +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

> <>
> 
> 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.stata.com/support/statalist/faq
> > > > *   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
> > > *
> > > *   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/
> > 
> > -- 
> > 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/

-- 
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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