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From |
"Fabian Schönenberger" <sch.f@gmx.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: foreach and forvalues combined |

Date |
Wed, 04 Jul 2012 16:56:10 +0200 |

Many thanks for the quick replies. Let me shortly describe what I want: First, I sorted all stocks according to their annually market cap in 5 size portfolios = sizep5. Now, I need to create subportfolios; for each sizep5 (1 to 5) I want to create 5 subportfolios according to the annually BM-ratios of each company in each year. The breakpoints are considered with the condition bm<bm4 (which will change to bm<bm8 & bm>bm4 etc.). So, I have 3 conditions to consider: company Y in which sizeportfolio, reveals what BM-ratio in which year. Three conditions are too much for me, so I decided to the breakpoint condition manually, but I would like to automate the others. So, I need a variable which indicates first, what sizep5 portfolio the company belongs to, and then what bmp5 portfolio it belongs to. I cannot combine these two variables (would be the simplest way!) because I have to consider these breakpoints. Is the approach clearer? How does Stata know that forval i = 1/5 corresponds to the sizep5 variable? I apply 1975/2012 in the looping formula because with generate sizebmp5=11 if bm<bm4 & sizep5==1 & timeyear==1975 I only build subportfolios for 1975, but if sizep5 is other than 1, Stata should also consider 1975. Many thanks for your support! -------- Original-Nachricht -------- > Datum: Wed, 4 Jul 2012 15:19:37 +0100 > Von: Nick Cox <njcoxstata@gmail.com> > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: foreach and forvalues combined > Regardless of whether you are right, the first problem Stata will see is > that > > foreach i of sizep5 1/5 > > is not a legal syntax for -foreach-. Look again at the help. It seems > that what you want is just > > foreach i of num 1/5 > > or (even simpler) > > forval i = 1/5 > > Your inner loop seems unnecessary, as you would do the same thing > regardless of which year it was. Also is 1975/2012 what you intend > rather than 1976/2012? > > More fundamentally, I doubt that even when you fix the Stata syntax > you will get what you want. My hunch is that you want to classify > firms according to what they were in 1975, and then spread the > classification to other years, but if so you won't do it like this. > Also, it seems odd that you keep no (apparent) track here of company > identifiers. > > However, I won't try to guess what you want, not least because I could > be quite wrong. Nevertheless our problem is disentangling what you > want from your mistakes in Stata syntax. So my advice is to set your > syntax aside and show us a simple realistic example of what the data > look like now and what you want to get. > > On Wed, Jul 4, 2012 at 3:02 PM, "Fabian Schönenberger" <sch.f@gmx.ch> > wrote: > > > I am facing the following challenge with my panel data while trying the > form different portfolios (double ranking with size and BM-ratio). After > generating the variable sizebm5 with: > > > > generate sizebmp5=11 if bm<bm4 & sizep5==1 & timeyear==1975 > > > > I want to loop the conditions sizep5== and timeyear==. Sizep5 is a > variable consisting of numbers from 1 to 5 (1 small companies, 5 large > companies). Timeyear is the time variable, 1975 to 2012. I am trying the following: > > > > > > . foreach i of sizep5 1/5 { > > 2. forvalues t = 1975/2012 { > > 3. replace sizebmp5=1`i' if bm<bm4 & sizep5==`i' & timeyear==`t' > > 4. } > > 5. } > > > > However Stata says invalid syntax. I guess the problem is with > sizebmp5=1`i' -> 1 stands for the first condition bm<bm4 (I will change this > condition manually and then switch to 2 and so on). With `i' I want the variable > signalling the corresponding sizep5 portfolio. Because this variable changes > from 1 to 5, I need the term `i'; I also tried 1_`i' but it did not work. > > > > * > * 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/ * * 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/

**Follow-Ups**:**Re: st: foreach and forvalues combined***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: foreach and forvalues combined***From:*"Fabian Schönenberger" <sch.f@gmx.ch>

**Re: st: foreach and forvalues combined***From:*Nick Cox <njcoxstata@gmail.com>

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