<>
That is why I labelled it an "addition". Hua may still take away from my "orthogonal" comment that a loop can survive execution even if a single command fails...
HTH
Martin
-------- Original-Nachricht --------
> Datum: Thu, 19 Mar 2009 17:58:55 -0000
> Von: "Nick Cox" <[email protected]>
> An: [email protected]
> Betreff: RE: st: Build groups with the same first two numbers of SIC
> But that was not the problem. The -if- condition didn't fail. The -keep-
> was perfectly legal and executed as instructed. If what you suggest were to
> be done, the -capture- would need to be on the next two statements, the
> -egen- and the -save-.
>
> Nick
> [email protected]
>
> Martin Weiss
>
> 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.
>
> "Hua Pan" <[email protected]>
>
> > 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.
>
> *
> * 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
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*
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