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st: Problem with decile significance test


From   Xixi Lin <winnielxx@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Problem with decile significance test
Date   Mon, 11 Mar 2013 15:33:49 -0400

Hi,

I am trying to do decile significance test, however my codes does not
work, can anyone help me to debug it?

Here is my code:
//create deciles according to independent variables
sort X1
by X1: gen d_X1=ceil(_n*10/_N)

foreach x of numlist 2/120 {
	replace d_X1=ceil(_n*10/_N) if Period==`x'
}
*****repeat the above code for each  independent variable

//t statistics
foreach x in X1 X2 X3 X4 X5 {
       gen Return1_`x'=.
	   gen Return2_`x'=.
foreach z of numlist 2/120 {
       replace Return1_`x'=Return if d_`x'==1 & Period==`z'
	   replace Return2_`x'=Return if d_`x'==10 & Period==`z'
	   ttest Return1=Return2 if Period==`z'
	   display "`x'" "Period " "`z'" `r(p)'
      }
   }
 ****it would be better if I can display p value for T>t not
|T|>|t|******Anyone knows how to display that?

The stata shows that "no observations". Does anyone know what is wrong
with my code?

Best,
Xixi Lin
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