Hi all,
I have a table which contains a date column, company name and a few other variables (see below). What I need to achieve is a regression for each year-company name level between year 2000 and 2007 (inclusive). For example, Micrografx-2000, and then Micrografx-2001 etc.
What I am thinking is probably a double for loop. The top loop going from year 2000 to 2007, and the second loop going through each company name in the variable for that year. Is this possible? I did this myself - while I am able to iterate through the years, I am struggling to iterate through each company name variables. Am I doing anything wrongly?
In addition, I am also trying to append this value as a new variable in the dataset for each row.
Thank you!
I have a table which contains a date column, company name and a few other variables (see below). What I need to achieve is a regression for each year-company name level between year 2000 and 2007 (inclusive). For example, Micrografx-2000, and then Micrografx-2001 etc.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long date float year double(spindx sprtrn) str36 COMNAM double RET 14612 2000 1455.22 -.009549090000000001 "MICROGRAFX INC" -.02142857201397419 14613 2000 1399.42 -.03834472 "GEOWORKS CORP" -.12820513546466827 14614 2000 1402.11 .001922225 "MUNIVEST NEW JERSEY FUND INC" 0 14615 2000 1403.45 .0009557025000000001 "FAIR ISAAC & CO INC" -.027499999850988388 14616 2000 1441.47 .02709038 "VIASOFT INC" .010309278033673763 14619 2000 1457.6 .01118997 "WESTERFED FINANCIAL CORP" .008547008968889713 14620 2000 1438.56 -.01306257 "1ST SOURCE CORP" -.028795812278985977 14621 2000 1432.25 -.004386331 "U S WIRELESS CORP" .078125 14622 2000 1449.68 .01216966 "WESTPAC BANKING CORP" .018656715750694275 14623 2000 1465.15 .01067132 "SANTA ISABEL S A" .032258063554763794 14627 2000 1455.14 -.006832065 "OAKLEY INC" 0 14628 2000 1455.9 .0005222865 "AMGEN INC" .042533937841653824 14629 2000 1445.57 -.007095268 "TOFUTTI BRANDS INC" 0 14630 2000 1441.36 -.002912346 "GLENAYRE TECHNOLOGIES INC" -.02150537632405758 14633 2000 1401.53 -.02763362 "CORTECH INC" .08510638028383255 14634 2000 1410.03 .006064801000000001 "PUTNAM PREMIER INCOME TRUST" 0 14635 2000 1404.09 -.004212677000000001 "NATIONAL STEEL CORP" -.12389380484819412 14636 2000 1398.56 -.003938494 "CHAMPIONS SPORTS INC" .b 14637 2000 1360.16 -.02745681 "ENVIRONMENTAL SAFEGUARDS INC" -.0416666679084301 14640 2000 1394.46 .02521762 "SPECTRUM SIGNAL PROCESSING INC" -.03896103799343109 14641 2000 1409.28 .01062777 "WESCO INTERNATIONAL INC" -.007462686393409967 14642 2000 1409.12 -.0001135332 "SUMMIT FINANCIAL CORP" 0 14643 2000 1424.97 .01124815 "M C N ENERGY GROUP INC" .02469135820865631 14644 2000 1424.37 -.00042106150000000003 "JEFFERSON SAVINGS BANCORP INC" .005494505632668734 14647 2000 1424.24 -.00009126842 "HEALTH MANAGEMENT ASSOCIATES INC" -.0043290043249726295 14648 2000 1441.72 .01227321 "CROWN CRAFTS INC" -.02777777798473835 14649 2000 1411.7 -.02082235 "E Z EM INC" 0 14650 2000 1416.83 .0036339170000000004 "KEY TECHNOLOGY INC" -.012820512987673283 14651 2000 1387.12 -.02096935 "LOUISIANA PACIFIC CORP" -.0052083334885537624 14654 2000 1389.94 .0020329890000000002 "GILEAD SCIENCES INC" .07374301552772522 14655 2000 1402.05 .008712607 "PROGRESSIVE CORP OH" .07314148545265198 14656 2000 1387.67 -.01025641 "UNIVERSAL MFG CO" -.016949152573943138 14657 2000 1388.26 .0004251731 "P S GROUP HOLDINGS INC" -.01104972418397665 14658 2000 1346.09 -.03037615 "INNSUITES HOSPITALITY TRUST" -.02857142873108387 14662 2000 1352.17 .004516785000000001 "GENERAL MOTORS CORP" -.0016949152341112494 14663 2000 1360.69 .0063009830000000005 "I T GROUP INC" .08474576473236084 14664 2000 1353.43 -.005335528 "VESTAUR SECURITIES INC" .005076142027974129 14665 2000 1333.36 -.01482899 "DREYFUS MUNICIPAL INCOME INC" 0 14668 2000 1348.05 .01101728 "MERCHANTS NEW YORK BANCORP INC" .003846153849735856 14669 2000 1366.42 .01362709 "F F Y FINANCIAL CORP" -.011363636702299118 14670 2000 1379.19 .009345589000000001 "PACIFIC AMERICAN INCOME SHS INC" .005235602147877216 14671 2000 1381.76 .0018634130000000002 "AUSTRIA FUND INC" .043824702501297 14672 2000 1409.17 .01983702 "STARWOOD HOTELS & REST WLDWD INC" -.034383952617645264 14675 2000 1391.28 -.01269542 "YOCREAM INTERNATIONAL INC" -.043478261679410934 14676 2000 1355.62 -.02563107 "ARVIN INDUSTRIES INC" .006734006572514772 14677 2000 1366.7 .008173382 "UNION FINANCIAL BANCSHARES INC" 0 14678 2000 1401.69 .02560182 "CORPORATE HIGH YIELD FD INC" -.006666666828095913 14679 2000 1395.07 -.0047228700000000005 "FORT DEARBORN INCOME SECS INC" .004975124262273312 14682 2000 1383.62 -.008207474000000001 "MEDICORE INC" -.014705882407724857 14683 2000 1359.15 -.01768549 "A M R CORP DEL" .008724099956452847 14684 2000 1392.15 .02427988 "AMERICAN INDUSTRIAL PPYS REIT NE" -.02247191034257412 14685 2000 1458.47 .04763854 "HYBRIDON INC" .b 14686 2000 1464.47 .0041139 "SUPERIOR ENERGY SERVICES INC" .0317460335791111 14689 2000 1456.63 -.005353473 "COMMUNITY BANK SYSTEM INC" .0030487803742289543 14690 2000 1493.87 .02556586 "MISSION WEST PPTYS INC MD" -.013888888992369175 14691 2000 1500.64 .004531853000000001 "BLACKROCK HIGH YIELD TRUST" .005050505045801401 14692 2000 1527.35 .01779907 "DIAGEO PLC" -.004444444552063942 14693 2000 1527.46 .00007202015999999999 "I C O INC NEW" .03846153989434242 14696 2000 1523.86 -.0023568540000000002 "L H S GROUP INC" -.014066495932638645 14697 2000 1507.73 -.010584960000000001 "ATCHISON CASTING CORP" -.024793388321995735 14698 2000 1508.52 .0005239665 "ULTIMATE SOFTWARE GROUP" -.05325443670153618 14699 2000 1487.92 -.013655770000000001 "AMERICAN STRATEGIC INCOME PT II" .005780346691608429 14700 2000 1498.58 .007164364 "CELGENE CORP" .14193548262119293 14703 2000 1505.97 .004931335 "F F P MARKETING CO" 0 14704 2000 1494.73 -.007463628000000001 "GLOBAL INCOME FUND INC" 0 14705 2000 1487.37 -.004923966 "HAWKER PACIFIC AEROSPACE" .007874015718698502 14706 2000 1501.34 .009392417 "MESA AIR GROUP INC NEV" .030612245202064514 14707 2000 1516.35 .009997736 "LUCOR INC" -.05263157933950424 14710 2000 1504.46 -.007841198 "RUSSELL CORP" -.007968127727508545 14711 2000 1500.59 -.002572352 "INTERNATIONAL BUSINESS MACHS COR" -.025588536635041237 14712 2000 1467.17 -.02227124 "DUKE WEEKS REALTY CORP" .01277955248951912 14713 2000 1440.51 -.01817104 "PERMA FIX ENVIRONMENTAL SVCS INC" -.043478261679410934 14714 2000 1356.56 -.05827797 "LINC CAPITAL INC" -.15000000596046448 14717 2000 1401.44 .03308368 "CYMER INC" .08746355772018433 14718 2000 1441.61 .02866337 "QUIXOTE CORP" .05649717524647713 14719 2000 1427.47 -.009808478 "VISTA BANCORP INC" .004219409078359604 14720 2000 1434.54 .004952819000000001 "IVEX PACKAGING CORP DEL" 0 14724 2000 1429.86 -.00326237 "WESTPAC BANKING CORP" .0058139534667134285 14725 2000 1477.44 .033275980000000004 "UNITED HERITAGE CORP" -.0833333358168602 14726 2000 1460.99 -.01113412 "LIGHTBRIDGE INC" -.10211267322301865 14727 2000 1464.92 .002689957 "N N BALL & ROLLER INC" -.01923076994717121 14728 2000 1452.43 -.008526063 "CINEMASTAR LUXURY THEATERS INC" .03703703731298447 14731 2000 1468.25 .01089209 "FORT DEARBORN INCOME SECS INC" 0 14732 2000 1446.29 -.01495658 "NATIONAL GOLF PROPERTIES INC" .01607717014849186 14733 2000 1415.1 -.02156552 "PENTEGRA DENTAL GROUP INC" -.05000000074505806 14734 2000 1409.57 -.003907851 "MARTIN INDUSTRIES INC" -.10204081982374191 14735 2000 1432.63 .016359600000000002 "PERMA FIX ENVIRONMENTAL SVCS INC" -.04444444552063942 14738 2000 1424.17 -.005905223 "DALLAS SEMICONDUCTOR CORP" -.06355932354927063 14739 2000 1412.14 -.008447025 "TYLER TECHNOLOGIES INC" -.10256410390138626 14740 2000 1383.05 -.02059994 "ALBERTSONS INC" .01876172609627247 14741 2000 1407.81 .017902460000000002 "CHESAPEAKE BIOLOGICAL LABS INC" 0 14742 2000 1420.96 .009340749 "I N G GROEP N V" .015819208696484566 14745 2000 1452.36 .02209774 "REPTRON ELECTRONICS INC" 0 14746 2000 1466.04 .009419153000000001 "QLOGIC CORP" -.0009930486558005214 14747 2000 1447.8 -.01244168 "KEMPER STRATEGIC INCOME TRUST" -.004524887073785067 14748 2000 1437.21 -.007314546000000001 "BERGSTROM CAPITAL CORP" .006713176146149635 14749 2000 1406.95 -.02105468 "ELITE PHARMACEUTICALS INC" -.032786883413791656 14752 2000 1400.72 -.004428018000000001 "POPE RESOURCES" -.04117647185921669 14753 2000 1373.86 -.01917585 "RAMCO GERSHENSON PROPERTIES TR" -.0357142873108387 14754 2001 1399.05 .0183352 "HERBALIFE INTERNATIONAL INC" 0 end format %td date
In addition, I am also trying to append this value as a new variable in the dataset for each row.
Code:
forval y= 2000/2007 & foreach x of varlist COMNAM { reg RET sprtrn if year==`y' & COMNAM== `x' }
Comment