Re: st: Sorting data in deciles and then regressing and storing coefficients. (Looping)

["C. Evans" <ce306@cam.ac.uk>]

Please see below for my problem which has now been solved. 

1. I am using -xtile-. Typing -which xtile- in Stata shows me:
*! version 3.1.6  04feb2013
Yet typing -which _gxtile- gives me:
*! _gxtile version 1.2 UK 08 Mai 2006

What would be the difference here as I don't know.

3. The exact command I typed to set up my portfolios. Firstly using J's 
suggested command, then using -rowtotal-

-levelsof year, local(years)-
-foreach Y in `years' {
       xtile portfolio_`Y'=cond(year==`Y',size,.), nq(10)
}-
-egen portfolio = rowtotal( portfolio_1964 portfolio_1965 portfolio_1966 
portfolio_1967 portfolio_1968 portfolio_1969 portfolio_1970 portfolio_1971 
portfolio_1972 portfolio_1973 portfolio_1974 portfolio_1975 portfolio_1976 
portfolio_1977 portfolio_1978 portfolio_1979 portfolio_1980 portfolio_1981 
portfolio_1982 portfolio_1983 portfolio_1984 portfolio_1985 portfolio_1986 
portfolio_1987 portfolio_1988 portfolio_1989 portfolio_1990 portfolio_1991 
portfolio_1992 portfolio_1993 portfolio_1994 portfolio_1995 portfolio_1996 
portfolio_1997 )-
-drop portfolio_1964 portfolio_1965 portfolio_1966 portfolio_1967 
portfolio_1968 portfolio_1969 portfolio_1970 portfolio_1971 portfolio_1972 
portfolio_1973 portfolio_1974 portfolio_1975 portfolio_1976 portfolio_1977 
portfolio_1978 portfolio_1979 portfolio_1980 portfolio_1981 portfolio_1982 
portfolio_1983 portfolio_1984 portfolio_1985 portfolio_1986 portfolio_1987 
portfolio_1988 portfolio_1989 portfolio_1990 portfolio_1991 portfolio_1992 
portfolio_1993 portfolio_1994 portfolio_1995 portfolio_1996 portfolio_1997-

This was because the command created portfolios for all of the years in my 
dataset which was 1964 to 1997. I just wanted one variable to display all 
of the portfolio numbering and as such used -rowtotal- and then dropped the 
other portfolio variables.

Thanks again for all the help with this problem,
Chris

On Jul 10 2013, Nick Cox wrote:

> 1. The version of -xtile()- on SSC is
>
> *! _gxtile version 1.2 UK 08 Mai 2006
>
> Your version statement must refer to something else.
>
> 2. -rowtotal()- is part of -egen-, i.e. part of official Stata.
>
> 3. The command
>
> egen portfolio = rowtotal()
>
> isn't legal. Please say what you did use to get better advice.
>
> Nick
> njcoxstata@gmail.com
>
> On 10 July 2013 18:06, C. Evans <ce306@cam.ac.uk> wrote:
> > Jeph, thanks for the suggestion it solved my problem (suggestion can be 
> > seen below). My version of -xtile()- which can be found in -egenmore- 
> > SSC. Is : version 3.1.6 04feb2013 . I'm using Stata 12.1. My aim was to 
> > create 10 'portfolios' a year based on -size- . Jeph's code and then 
> > -rowtotal()- solves this.
> >
> > The output that the command produced is below. I then used:
> >
> > egen portfolio = rowtotal()
> >
> > which is also from -egenmore- (SSC). -sample()- as I suggested earlier 
> > was not needed. -sample()- was just to reduce the number of observations 
> > by drawing a random sample from my dataset and using that instead of the 
> > full dataset.
> >
> >
> >          id year size por~1964 por~1965 por~1966 por~1967.... |
> >
> > |----------------------------------------------------------------------|
> >    1. | 10006 1964 219303.1 8 . . . |
> >    2. | 10006 1965 249306.1 . 8 . . |
> >    3. | 10006 1966 272942.9 . . 8 . |
> >    4. | 10006 1967 277828.9 . . . 7 |
> >    5. | 10006 1968 291790.6 . . . . |
> >
> > |----------------------------------------------------------------------|
> >    6. | 10006 1969 289380.5 . . . . |
> >    7. | 10006 1970 244459.8 . . . . |
> >    8. | 10006 1971 297727.2 . . . . |
> >    9. | 10006 1972 267790.8 . . . . |
> >   10. | 10006 1973 256238.1 . . . . |
> >
> > |----------------------------------------------------------------------|
> >   11. | 10006 1974 240341.8 . . . . |
> >   12. | 10006 1975 230729.7 . . . . |
> >   13. | 10006 1976 285526.4 . . . . |
> >   14. | 10006 1977 304096.8 . . . . |
> >   15. | 10006 1978 291149.2 . . . . |
> >
> > Thanks for all of the help,
> > Chris
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