st: foreach and forvalues combined

["Fabian Schönenberger" <sch.f@gmx.ch>]

Dear Statalist

I am facing the following challenge with my panel data while trying the form different portfolios (double ranking with size and BM-ratio). After generating the variable sizebm5 with: 

generate sizebmp5=11 if bm<bm4 & sizep5==1 & timeyear==1975

I want to loop the conditions sizep5== and timeyear==. Sizep5 is a variable consisting of numbers from 1 to 5 (1 small companies, 5 large companies). Timeyear is the time variable, 1975 to 2012. I am trying the following:


. foreach i of sizep5 1/5 {
  2. forvalues t = 1975/2012 {
  3. replace sizebmp5=1`i' if bm<bm4 & sizep5==`i' & timeyear==`t'
  4. }
  5. }

However Stata says invalid syntax. I guess the problem is with sizebmp5=1`i' -> 1 stands for the first condition bm<bm4 (I will change this condition manually and then switch to 2 and so on). With `i' I want the variable signalling the corresponding sizep5 portfolio. Because this variable changes from 1 to 5, I need the term `i'; I also tried 1_`i' but it did not work. 

Any suggestions to solve this problem?

Many thanks in advance.

Thx, Fabian 

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