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st: foreach with string


From   "Fabian Schönenberger" <sch.f@gmx.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: foreach with string
Date   Thu, 02 Aug 2012 19:12:04 +0200

Dear Statalist

I have problems with the following commands:

levelsof SIZEBM,local(levels)
`"BH"' `"BL"' `"BM"' `"SH"' `"SL"' `"SM"'

foreach l of local levels {
 egen meanwreturn_`l'=wtmean(trt1m) if SIZEBM==`l',weight(size) by(datemt)
 }

BH not found
r(111);

wtmean is from SSC (David Kantor) to generate weighted mean. SIZEBM is a string variable. The aim is to calculate the size-weighted return for the different portfolios SIZEBM.

Any suggestions?

Many thanks in advance, 

Fabian 
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