Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int year byte quarter str6 ticket_carrier float(route Sh_r Sh_tot Sh_q SH2_r SH2_q SH2_tot date HHI_r)
2012 1 "NK"   5            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"   6            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"   7            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"   8            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"   9            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"  10            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK"  24            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "AA"  40            1  .008455805 .00025007455             1  6.253728e-08 .00007150063 1         1
2012 1 "G4"  57            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "G4"  58     .4183389 .0002208208  .0041478416     .17500743  .00001720459 4.876183e-08 1  .1899824
2012 1 "NK"  58     .1223722  .029271575     .5493511    .014974955      .3017866  .0008568251 1  .1899824
2012 1 "G4"  62            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "G4"  63            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "NK"  77            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "DL"  92            1  .013860758  .0039219162             1 .000015381427 .00019212063 1         1
2012 1 "WN" 159            1   .04991744  .0010965747             1  1.202476e-06   .002491751 1         1
2012 1 "WN" 163            1   .04991744  .0010965747             1  1.202476e-06   .002491751 1         1
2012 1 "NK" 170            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "DL" 206            1  .013860758  .0039219162             1 .000015381427 .00019212063 1         1
2012 1 "NK" 216            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 218            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 225            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 238            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 239            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 241            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 242            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 245     .1879946  .029271575     .5493511    .035341963      .3017866  .0008568251 1 .13586286
2012 1 "AA" 245     .3170503  .008455805 .00025007455      .1005209  6.253728e-08 .00007150063 1 .13586286
2012 1 "NK" 247            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 248            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "AA" 260            1  .008455805 .00025007455             1  6.253728e-08 .00007150063 1         1
2012 1 "G4" 269            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "NK" 270            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 271            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "WN" 273  .0035779355   .04991744  .0010965747 .000012801623  1.202476e-06   .002491751 1  .7781641
2012 1 "NK" 273     .8821288  .029271575     .5493511      .7781513      .3017866  .0008568251 1  .7781641
2012 1 "NK" 276            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 278            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 279            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 286            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 287            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 290            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 291    .16416144  .029271575     .5493511     .02694898      .3017866  .0008568251 1  .1485341
2012 1 "G4" 291     .3486906 .0002208208  .0041478416     .12158513  .00001720459 4.876183e-08 1  .1485341
2012 1 "NK" 296            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "G4" 373     .4286151 .0002208208  .0041478416      .1837109  .00001720459 4.876183e-08 1 .19737877
2012 1 "NK" 373    .11690957  .029271575     .5493511    .013667848      .3017866  .0008568251 1 .19737877
2012 1 "G4" 374            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "WN" 378            1   .04991744  .0010965747             1  1.202476e-06   .002491751 1         1
2012 1 "NK" 380            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 381     .8960063  .029271575     .5493511      .8028274      .3017866  .0008568251 1  .8028309
2012 1 "WN" 381   .001867962   .04991744  .0010965747  3.489282e-06  1.202476e-06   .002491751 1  .8028309
2012 1 "NK" 384            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "SY" 387            1 .0002913595  .0041272286             1 .000017034015 8.489034e-08 1         1
2012 1 "NK" 388            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 391            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 392            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 397            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "G4" 399            1 .0002208208  .0041478416             1  .00001720459 4.876183e-08 1         1
2012 1 "NK" 422            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 431            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "DL" 436            1  .013860758  .0039219162             1 .000015381427 .00019212063 1         1
2012 1 "NK" 449      .990697  .029271575     .5493511      .9814806      .3017866  .0008568251 1  .9814806
2012 1 "UA" 449  9.79197e-06  .007361556 4.018696e-07  9.588268e-11  1.614992e-13 .00005419251 1  .9814806
2012 1 "NK" 450            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 458            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "DL" 459     .3811229  .013860758  .0039219162     .14525467 .000015381427 .00019212063 1  .1649951
2012 1 "NK" 459     .1405007  .029271575     .5493511    .019740446      .3017866  .0008568251 1  .1649951
2012 1 "NK" 483            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 496     .9876773  .029271575     .5493511      .9755064      .3017866  .0008568251 1  .9755064
2012 1 "UA" 496 .00002713549  .007361556 4.018696e-07  7.363348e-10  1.614992e-13 .00005419251 1  .9755064
2012 1 "NK" 498            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "SY" 513            1 .0002913595  .0041272286             1 .000017034015 8.489034e-08 1         1
2012 1 "NK" 515            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 521            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "WN" 529            1   .04991744  .0010965747             1  1.202476e-06   .002491751 1         1
2012 1 "SY" 572            1 .0002913595  .0041272286             1 .000017034015 8.489034e-08 1         1
2012 1 "SY" 575            1 .0002913595  .0041272286             1 .000017034015 8.489034e-08 1         1
2012 1 "SY" 580            1 .0002913595  .0041272286             1 .000017034015 8.489034e-08 1         1
2012 1 "NK" 592            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 593            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 596            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 628            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 631            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 633            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 634            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 635    .14053974  .029271575     .5493511    .019751417      .3017866  .0008568251 1   .165492
2012 1 "DL" 635     .3817598  .013860758  .0039219162     .14574057 .000015381427 .00019212063 1   .165492
2012 1 "NK" 636            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 641            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "G4" 647     .3365622 .0002208208  .0041478416     .11327408  .00001720459 4.876183e-08 1  .1435518
2012 1 "NK" 647    .17400493  .029271575     .5493511    .030277714      .3017866  .0008568251 1  .1435518
2012 1 "NK" 648            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "NK" 660     .9490982  .029271575     .5493511      .9007874      .3017866  .0008568251 1  .9007875
2012 1 "US" 660  .0003290034  .002477344 1.466098e-08 1.0824324e-07  2.149443e-16 6.137232e-06 1  .9007875
2012 1 "AS" 664            1 .0008032993 .00004207679             1 1.7704562e-09 6.452898e-07 1         1
2012 1 "DL" 735            1  .013860758  .0039219162             1 .000015381427 .00019212063 1         1
2012 1 "NK" 744            1  .029271575     .5493511             1      .3017866  .0008568251 1         1
2012 1 "WN" 748 .00004149864   .04991744  .0010965747 1.7221368e-09  1.202476e-06   .002491751 1  .9683276
2012 1 "NK" 748     .9840364  .029271575     .5493511      .9683276      .3017866  .0008568251 1  .9683276
end
Hi all,
this is an example of how my dataset is constructed. It is a panel that contains an observed flight as single observation. I grouped the observation in routes (origin-destination pairs).
In order to create the indexes, I constructed market shares at all levels (route, quarterly-yearly and yearly) and then squared them. After that, I'm trying to sum them up given the grouping interested; at route level the code works, but the results are not good for the other HHIs.
My code is:

egen HHI_r=sum(SH2_r), by(year quarter route)

Non-working codes:

bysort year quarter ticket_carrier: egen HHI_q=sum(SH2_q)

bysort year ticket_carrier: egen HHI_tot=sum(SH2_tot)


What I'd like to obtain is an HHI measure between 0 and 1 constructed by summing once per carrier the squared shares, either in a certain quarter of a specific year, or for the entire year. I'm eager to hear your answers!
Best,
Fabrizio