st: performace matching

[Fernando Caio Galdi <fernando.galdi@fucape.br>]

Dear Statalister,

I need to match each firm-year observation with another from the same industry code (SIC) and year with the closest return on assets (ROA) in the current year. My database has the following format:

id        year        SIC        ROA        Suspect
1        2000        1           0.102         0
2        2000        1           0.122         1
3        2000        2           0.231         0
4        2000        2           0.091         0
5        2000        3           0.123         1
...
1        2001        1           0.145         1
2        2001        1           0.123         1
3        2001        2           0.099         0
4        2001        2           0.078         0
5        2001        3           0.269         0
...

How can I find which firm is the matching for each firm by year and by each industry?

Thanks, 
Fernando.
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