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st: How to adjust the content of a local macro?


From   Joachim Landström <joachim.landstrom@fek.uu.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to adjust the content of a local macro?
Date   Wed, 9 Dec 2009 15:51:21 +0100

Dear Stata users,
I have what I hope to be a minor problem that I nevertheless fail to find a
solution to. Suppose that I have a local macro panelVar that contains panel
ids. Based on a selection criterion I wish to remove some panel ids from
panelVar. How do I do that? I use Stata/MP 10.1 in Windows XP 32-bit.

More specifically see example below. Suppose the panel id is called id and
the time series variable is date. Per id & date I have the actual content in
the form of totalReturn (tDelta is 7):

**** Begin Example ****
local estimationPeriod = 3

local requiredEstimationPeriod = `estimationPeriod' * floor( 365 /
``tDelta'' )

levelsof id, local(panelVar)

preserve 

quietly foreach i of local panelVar ///
	{
		restore, preserve		
		drop if id != `i'

		summarize date if totalReturn != .
		local `minDate' = r(min)
		local `maxDate' = r(max)
		
		summarize totalReturn if totalReturn != . ///
					& date >= ``minDate'' & date <=
``maxDate''

		if  `r(N)' < `requiredEstimationPeriod' ///
			{
			***** Here I wish to update the local macro panelVar
such `i' is removed *********
			}
		else ///
			{
			}
	}
**** End Example ****



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