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Re: st: How to write byable ado file that adds variables to data


From   Richard Herron <[email protected]>
To   [email protected]
Subject   Re: st: How to write byable ado file that adds variables to data
Date   Wed, 23 Nov 2011 07:19:51 -0500

It appears that my first program doesn't work without -by-, either (I
must have had the original program cashed). Here is the program that
works without -by-. Thanks!

*! price_fun v0.1 Richard Herron 11/21/2011
program price_fun
    version 11.2
    args price eps1 eps2 eps3 eps4 eps5 beta bkvlps rf r g
    tempvar ri num den
    generate `ri' = `rf' + `beta'*`r'
    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
     generate `num' = abs(price_hat_`rf'_`r'_`g' - `price')
     egen `den' = rowmin(price_hat_`rf'_`r'_`g' `price')
     generate w_`rf'_`r'_`g' = `num'/`den'
end

On Wed, Nov 23, 2011 at 07:03, Richard Herron
<[email protected]> wrote:
> 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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> *   http://www.ats.ucla.edu/stat/stata/
>

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