Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Build groups with the same first two numbers of SIC


From   "Martin Weiss" <[email protected]>
To   [email protected]
Subject   Re: st: Build groups with the same first two numbers of SIC
Date   Thu, 19 Mar 2009 18:46:03 +0100

<>

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

Psssst! Schon vom neuen GMX MultiMessenger gehört? Der kann`s mit allen: http://www.gmx.net/de/go/multimessenger01
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index