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st: How to write byable ado file that adds variables to data
From
Richard Herron <[email protected]>
To
[email protected]
Subject
st: How to write byable ado file that adds variables to data
Date
Wed, 23 Nov 2011 07:03:15 -0500
I am writing my first byable program. The program works without -by-,
but with -by- it fails on the second subset with the error "_variable_
already defined." This is logical because I am adding two variables to
my data, but I am not sure of the work-around. Is it not possible to
add variables in a byable program? Thanks!
Here is the program.
*! price_fun v0.1 Richard Herron 11/21/2011
program price_fun, byable(recall)
version 11.2
syntax varlist(min=11 max=11 numeric) [if] [in]
marksample touse
tokenize `varlist'
local price `1'
local eps1 `2'
local eps2 `3'
local eps3 `4'
local eps4 `5'
local eps5 `6'
local beta `7'
local bkvlps `8'
local rf `9'
local r `10'
local g `11'
tempvar ri num den
generate `ri' = `rf' + `beta'*`r' if `touse'
generate price_hat_`rf'_`r'_`g' = `bkvlps' ///
+ `eps1'/(1 + `ri'/100) ///
+ `eps2'/(1 + `ri'/100)^2 ///
+ `eps3'/(1 + `ri'/100)^3 ///
+ `eps4'/(1 + `ri'/100)^4 ///
+ `eps5'/(1 + `ri'/100)^5 ///
+ (1 + `g'/100)*`eps5'/(`ri'/100 - `g'/100)/(1 + `ri'/100)^5 ///
if `touse'
generate `num' = abs(price_hat_`rf'_`r'_`g' - `price') if `touse'
egen `den' = rowmin(price_hat_`rf'_`r'_`g' `price') if `touse'
generate w_`rf'_`r'_`g' = `num'/`den' if `touse'
end
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