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st: RE: Simple and weird error

From   "Sarah Edgington" <>
To   <>
Subject   st: RE: Simple and weird error
Date   Wed, 21 Nov 2012 15:22:34 -0800

First off, lr`var' is going to evaluate as just lr since `var' hasn't been
defined.  You'll end up with a single variable lr that consists just of the
comparisons from the last variable in r(varlist).

One thing I find useful to do when I don't understand why something isn't
working is to keep some intermediate variables and then actually look at the
data.  Another thing I sometimes find useful when I'm having trouble is to
make sure an operation does what I want it to do using a single variable
before I write out the loop.

So I might try something like:
gen logprice1=log(price1)
gen lrprice1=logprice1-logprice1[_n-1]
list price1 logprice1 lrprice1 in 1/10

That way you can see exactly what's going on and make sure it's what you

It's entirely possible to get all positive results for that operation for a
given variable if your data is sorted on that variable.   Without knowing
anything about your data it's hard to tell if that's the source of your
This calculation will compare a row of data to the row before it with no
regard for whether that's a sensible comparison or not.  So make sure you've
sorted your data in a way that makes sense first.

Hope that helps.


-----Original Message-----
[] On Behalf Of Zhangqunzi
Sent: Wednesday, November 21, 2012 2:55 PM
To: Stats
Subject: st: Simple and weird error

Dear All,

I am trying to calculate the log return lr according to the code below:

For each varname of varlist 'r(varlist)'{ Quiet replace 'varname'

Quiet gen lr'var'='varname'[_n]-'varname'[_n-1]

Quiet drop 'varname'

varname is price1,2,3 etc for each firm.

In the end I found all the log return I get is positive which is clearly
wrong for 5000 firms and 30years.

Can anyone help me about this? Thanks
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