Kushan Thakkar <[email protected]> :
There is no loop there. Try:
use masterfile
sort date ticker prc
tempfile signals
preserve
qui sum RminusI, d
keep if RminusI < r(p10)
save `signals'
restore
> On Mon, Nov 9, 2009 at 4:54 PM, Kushan Thakkar <[email protected]> wrote:
>> I have a dataset the contains the following data:
>>
>> cusip ticker date prc ....(few more variables).... RminusI
>>
>> I need to isolate data points for which RminusI is less than its first
>> decile and then post these data points in a different file. This is
>> the code I am using.
>>
>> =========================================
>>
>> use masterfile
>>
>> sort date ticker prc
>>
>> quitely sum RminusI
>>
>> tempname A
>> tempfile signals
>>
>> postfile 'A' ticker date prc using `signals', replace
>>
>> post `A' (if RminusI < r(p10) ) //post to a new file if RminusI is
>> less than first decile
>>
>> postclose `A'
>>
>> =========================================
>>
>> However, after the post command I get the following error:
>>
>> ifRminusI not found
>> post: above message corresponds to expression 1, variable cusip
>>
>>
>> What am I doing wrong? Is there a more efficient way to do this ?
>>
>> Thanks,
>> Kush
>
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