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Re: st: nested foreach


From   "Fabian Schönenberger" <sch.f@gmx.ch>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: nested foreach
Date   Fri, 21 Sep 2012 16:04:18 +0200

This is it!

Many thanks, 

FS
-------- Original-Nachricht --------
> Datum: Fri, 21 Sep 2012 14:34:02 +0100
> Von: Nick Cox <njcoxstata@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: nested foreach

> I would try changing
> 
> }}
> 
> to
> 
> }
> }
> 
> Nick
> 
> On Fri, Sep 21, 2012 at 2:29 PM, "Fabian Schönenberger" <sch.f@gmx.ch>
> wrote:
> > Dear Statalist
> > I want to calculate returns for portfolio consisting of stocks. I have
> several variables [var] indicating to which portfolio a certain company
> belongs to. These variables have numbers from 1 to 10, 1 to 5 and sometimes a
> combination of two numbers like 1 11 12 21 and so on.
> > In order to automate the calculation I tried the following formula:
> >
> > foreach var in `varlist' {
> > levelsof `var',local(levels)
> > foreach l of local levels {
> > egen `var'_return_`l'=mean(totalreturn) if `var'==`l', by(date_mt)
> > bysort date_mt:egen `var'_return_`l'_total=mean(`var'_return_`l')
> > drop `var'_return_`l'
> > egen `var'_wtreturn_`l'=wtmean(totalreturn) if `var'==`l',
> weight(Lmarketcap_total) by(date_mt)
> > bysort date_mt:egen `var'_wtreturn_`l'_total=mean(`var'_wtreturn_`l')
> > drop `var'_wtreturn_`l'
> > }}
> >
> > However, I only get the first two portfolio returns, and then Stata
> says:
> >
> > program error:  code follows on the same line as close brace
> > r(198)
> >
> > Stata should start using the first variable, then do all steps for these
> variable at each level of the variable, and the continue to the next
> variable.
> >
> > How do I have to change the commands?
> >
> 
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