But that was not the problem. The -if- condition didn't fail. The -keep- was perfectly legal and executed as instructed. If what you suggest were to be done, the -capture- would need to be on the next two statements, the -egen- and the -save-.
Nick
[email protected]
Martin Weiss
Other listers have highlighted easy fixes for your problem. Let me add: A failure of an -if- condition, as you describe in your post, need not kill a loop if you add -capture- in front of the respective command. If you want a record of the suppressed error, add the line
-di in red _rc-
afterwards to see whether the return code was non-zero.
"Hua Pan" <[email protected]>
> I have a list of firms with four digit sic code, permno (identify Nr. for
> firms), date and return and wish to get daily mean return within the group,
> which has the same first two numbers of SIC code.
>
> My Dataset look like this:
>
> sic permno date ret
> …
> 3674 10012 5.Jan.2004
> 10012 6.Jan.2004
> 10012 7.Jan.2004
> 3674 10259 5.Jan.2004
> 10259 6.Jan.2004
> 10259 7.Jan.2004
> 3674 10299
> 10299
> 10299
> 3674 10302
> 10302
> 10302
> -----------------------------------------------------------------
> 3714 10667
> 10667
> 10667
> ------------------------------------------------------------------
> 3728 10145
> 10145
> 10145
> ------------------------------------------------------------------
> 3861 10163
> 10163
> 10163
> ------------------------------------------------------------------
> 4213 10379
> 10379
> 10379
> 4213 10649
> 10649
> 10649
>
>
> At first I want to build several groups. Firms within each group have the
> same character: the first two numbers of their SIC codes are identical. For
> the example above
> sic permno
> Group1: 3674 10012, 10259, 10299, 10302
> Group2: 3714, 3728 10667, 10145
> Group3: 3861 10163
> Group4: 4213 10379, 10649
>
> Then I wish to get mean daily return for each group.
>
> So I just tried to separate the big dataset into several sub dataset, and
> calculate daily mean return for each of them. Then I get the sub datasets
> together with “append”. For the first step, I did:
>
> . local n=3600
> . while `n' <4300 {
> 2. use "D:\sic.dta", clear
> 3. keep if sic >=`n' & sic < `n'+100
> 4. by date, sort: egen meanret=mean(ret)
> 5. save "D:\ph\sic\sic_`n'.dta"
> 6. local n=`n'+100
> 7. }
>
>
> It is successful for 36xx, 37xx. But when `n’== 3900, all observations
> in the complete file “D:\sic.dta" are deleted, because none of them meet
> the requirement: sic>=3900 & sic < 4000, so there is an error:
>
> (y observations deleted)
> __000001 not found
>
> y is the number of all the observations in complete dataset.
>
> There are a huge number of observations, so I can’t do it one by one.
> Has anyone here an idea to solve this problem? Or some easier methods to
> generate such groups (I’ve also tried, but failed to get it ), so I can get
> the daily mean return with:
>
> by group date, sort: egen meanret=mean(ret)
>
> Btw, I’m using stata 10.
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