st: extending levelsof to more than one variable

[Pradipto Banerjee <pradipto.banerjee@adainvestments.com>]

I have a code below that I use as follows: "by group1 : egen var1new = neutralize (var1 var2 var3)" . The problem is that if I extend it to "by group1 group2 : egen var1new = neutralize (var1 var2 var3)" or "by group1 group2, sort : egen var1new = neutralize (var1 var2 var3)"  etc., then the code does not work as it depends upon levelsof to loop.

program define _gneutralize
   gettoken type 0 : 0
   gettoken g    0 : 0
   gettoken eqs  0 : 0
   syntax varlist(min=2) [, BY(string)]

   gen `type' `g' = .
   levelsof `by', local(groups)
   foreach a of local groups {
       regress `varlist' if `by'==`a'
       tempvar d
       predict `d', residuals
       replace `g'=`d' if `by'==`a'
       }
end

Is there is  an easy way to change this function to handle more than one group1 and also to include the ", sort" option within "by" ?


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