Dear Nick, Michael and Martin
Thank you very much for your help.
Michael, your command is great, very effective. That’s exactly what I want and failed to find. Thank you indeed.
Martin and Nick, Thank you for your suggestions. After I added “capture” before “by”, the loop continued to work, and I also got the daily mean return for all firms with this complicate method. After I typed,
-di in red _rc-
the return code was 198. Does that mean that this code is wrong? Error (198)
When I put “capture” before “by” and “save”, the loop also continued to work and I got what I want, but this time the return code was zero.
“Capture” is really useful, that can help me a lot later, so I want to know why there are different return codes and which one should I prefer? Thanks a lot in advance.
Best Wishes
Hua
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 18:46:03 +0100
> Von: "Martin Weiss" <[email protected]>
> An: [email protected]
> Betreff: Re: st: Build groups with the same first two numbers of SIC
> <>
>
> 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.
>
>
> HTH
> Martin
> -------- Original-Nachricht --------
> > Datum: Thu, 19 Mar 2009 17:49:45 +0100
> > Von: "Hua Pan" <[email protected]>
> > An: [email protected]
> > Betreff: st: Build groups with the same first two numbers of SIC
>
> > Dear Statalisters??
> >
> > 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.
> >
> >
> > Thank you very much for your help.
> >
> > Best Regards
> >
> > Hua
> >
> >
> > --
> > Aufgepasst: Sind Ihre Daten beim Online-Banking auch optimal geschützt?
> > Jetzt absichern: https://homebanking.gmx.net/[email protected]
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> --
> Martin Weiss
> Hackersteigle 3
> 72076 Tübingen
> 00497071/793535
> 00491784597218
>
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> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
Aufgepasst: Sind Ihre Daten beim Online-Banking auch optimal geschützt?
Jetzt absichern: https://homebanking.gmx.net/[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
