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st: Adding two variables

From   "Nuno Soares" <[email protected]>
To   <[email protected]>
Subject   st: Adding two variables
Date   Sat, 16 Sep 2006 10:19:40 +0100

Hi everyone,

I have the following return data (_ret_ for returns and _dlret_ for
delisting returns)for several companies (id):

Id	date	ret	dlret
1	jan91	.1	.
1	feb91	.1	.
1	mar91	0	.05
2	jan91	.05	.
2	feb91	.	-.2
3	jan91	.02	.
3	feb91	-.01	.
3	mar91	.03	.
3	apr91	.1	.

Ie, there can be several combinations of ret and dlret (at a given month):
- dlret only has a value when a company is delisted and at the delisting
- ret has values and dlret has missing values: this occurs during the period
in which a company is listed. The return for the month is ret.
- ret has values and dlret has values: the company is delisted in that month
and so has a return and can have a delisting return. In this case the return
at that month is ret+dlret;
- ret doesn't has values and dlret has values: the return at that month is
In SAS, the procedure to take care of all this possibilities ie easy: just
do ret2=sum(ret,dlret), because the sum function in SAS doesn't read missing
values but still yields a result if ony of the arguments is non missing. In
STATA, I've been looking for a similar function, but can't find it. Does
anyone knows of one?
One solution just doing:
. replace dlret=0 if dlret==.
. replace ret=0 if ret==.
. ren ret2=ret+dlret
However, I'm affraid I could be missing observations by doing this.

All the best,


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