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Re: st: foreach and forvalues combined


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: foreach and forvalues combined
Date   Wed, 4 Jul 2012 16:06:00 +0100

Sorry; I read this twice and didn't understand it, so I am bailing out
here. You understand what you want, but this is a lot of words for me
to understand all at once, especially as most of the jargon makes no
sense to me.

I asked for a simple realistic example of what the data look like now
and what you want to get. That means the sort of thing you would get
from a -list-.

Of course, if somebody else understands this and can advise you that
would be great.

Nick

On Wed, Jul 4, 2012 at 3:56 PM, "Fabian Schönenberger" <sch.f@gmx.ch> wrote:
> 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.

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