I run the following code:

local i = 1998
while `i' < 2007{

local j=`i'+1


**step 10: match by firm ID**

*deal with duplicates of IDs (there are a few firms that have same IDs)*
use m`i'.10.dta, clear
bysort id`i': keep if _N>1
save duplicates_ID`i'.dta, replace

use m`i'.10.dta, clear
bysort id`i': drop if _N>1
rename id`i' id
rename B210 stateown
rename F301 capital_total
rename F302 capital_state
rename F392 capital_collective
rename F393 capital_legal
rename F394 capital_individual
rename F395 capital_HMT
rename F303 capital_foreign
rename product1_ product
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id legal_person`i' name`i' phone`i' product`i' town`i'
sort id
save match`i'.1.dta, replace

use m`j'.10.dta, clear
bysort id`j': keep if _N>1
save duplicates_ID`j'.dta, replace

use m`j'.10.dta, clear
bysort id`j': drop if _N>1
rename id`j' id
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id legal_person`j' name`j' phone`j' product`j' town`j'
sort id
save match`j'.1.dta, replace

use match`i'.1.dta, clear
merge id using match`j'.1.dta
keep if _merge==3
gen id`i'=id
rename id id`j'
drop _merge
gen match_method_`i'_`j'="ID"
gen match_status_`i'_`j'="3"
save matched_by_ID`i'_`j'.dta, replace



**step 20: match by firm names**

*match those unmatched firms in previous step by firm names*

use match`i'.1.dta, clear
merge id using match`j'.1.dta
keep if _merge==1
rename id id`i'
append using duplicates_ID`i'.dta
bysort name`i': keep if _N>1
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save duplicates_name`i'.dta, replace

use match`i'.1.dta, clear
merge id using match`j'.1.dta
keep if _merge==1
rename id id`i'
append using duplicates_ID`i'.dta
bysort name`i': drop if _N>1
rename name`i' name
sort name
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save unmatched_by_ID`i'.dta, replace

use match`i'.1.dta, clear
merge id using match`j'.1.dta
keep if _merge==2
rename id id`j'
append using duplicates_ID`j'.dta
bysort name`j': keep if _N>1
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save duplicates_name`j'.dta, replace

use match`i'.1.dta, clear
merge id using match`j'.1.dta
keep if _merge==2
rename id id`j'
append using duplicates_ID`j'.dta
bysort name`j': drop if _N>1
rename name`j' name
sort name
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save unmatched_by_ID`j'.dta, replace

use unmatched_by_ID`i'.dta, clear
merge name using unmatched_by_ID`j'.dta
keep if _merge==3
gen name`i'=name
rename name name`j'
drop _merge
gen match_method_`i'_`j'="firm name"
gen match_status_`i'_`j'="3"
save matched_by_name`i'_`j'.dta, replace



**step 30: match by the names of legal person representatives**

*match those unmatched firms in previous steps by firm legal person representatives*

use unmatched_by_ID`i'.dta, clear
merge name using unmatched_by_ID`j'.dta
keep if _merge==1
rename name name`i'
append using duplicates_name`i'.dta
replace legal_person`i'="." if legal_person`i'==""
gen code1=legal_person`i'+substr(dq`i',1,4)
bysort code1: keep if _N>1
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save duplicates_code1_`i'.dta, replace

use unmatched_by_ID`i'.dta, clear
merge name using unmatched_by_ID`j'.dta
keep if _merge==1
rename name name`i'
append using duplicates_name`i'.dta
replace legal_person`i'="." if legal_person`i'==""
gen code1=legal_person`i'+substr(dq`i',1,4)
bysort code1: drop if _N>1
sort code1
keep code1 bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save unmatched_by_ID_and_name`i'.dta, replace

use unmatched_by_ID`i'.dta, clear
merge name using unmatched_by_ID`j'.dta
keep if _merge==2
rename name name`j'
append using duplicates_name`j'.dta
gen code1=legal_person`j'+substr(dq`j',1,4)
bysort code1: keep if _N>1
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save duplicates_code1_`j'.dta, replace

use unmatched_by_ID`i'.dta, clear
merge name using unmatched_by_ID`j'.dta
keep if _merge==2
rename name name`j'
append using duplicates_name`j'.dta
gen code1=legal_person`j'+substr(dq`j',1,4)
bysort code1: drop if _N>1
sort code1
keep code1 bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save unmatched_by_ID_and_name`j'.dta, replace

use unmatched_by_ID_and_name`i'.dta, clear
display _N
merge code1 using unmatched_by_ID_and_name`j'.dta
keep if _merge==3
drop _merge code1
gen match_method_`i'_`j'="legal person"
gen match_status_`i'_`j'="3"
save matched_by_legalperson`i'_`j'.dta, replace



**step 40: match by phone number + city code**

*match those unmatched firms in previous steps by phone number + city code*

use unmatched_by_ID_and_name`i'.dta, clear
merge code1 using unmatched_by_ID_and_name`j'.dta
keep if _merge==1
drop code1
append using duplicates_code1_`i'
replace phone`i'="." if phone`i'==""
gen code2=substr(dq`i',1,4)+substr(cic`i',1,3)+phone`i '
bysort code2: keep if _N>1
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save duplicates_code2_`i'.dta, replace

use unmatched_by_ID_and_name`i'.dta, clear
merge code1 using unmatched_by_ID_and_name`j'.dta
keep if _merge==1
drop code1
append using duplicates_code1_`i'
replace phone`i'="." if phone`i'==""
gen code2=substr(dq`i',1,4)+substr(cic`i',1,3)+phone`i '
bysort code2: drop if _N>1
sort code2
keep code2 bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save unmatched_by_ID_and_name_and_legalperson`i'.dta, replace


use unmatched_by_ID_and_name`i'.dta, clear
merge code1 using unmatched_by_ID_and_name`j'.dta
keep if _merge==2
drop code1
append using duplicates_code1_`j'
gen code2=substr(dq`j',1,4)+substr(cic`j',1,3)+phone`j '
bysort code2: keep if _N>1
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save duplicates_code2_`j'.dta, replace

use unmatched_by_ID_and_name`i'.dta, clear
merge code1 using unmatched_by_ID_and_name`j'.dta
keep if _merge==2
drop code1
append using duplicates_code1_`j'
gen code2=substr(dq`j',1,4)+substr(cic`j',1,3)+phone`j '
bysort code2: drop if _N>1
sort code2
keep code2 bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save unmatched_by_ID_and_name_and_legalperson`j'.dta, replace

use unmatched_by_ID_and_name_and_legalperson`i'.dta,cl ear
merge code2 using unmatched_by_ID_and_name_and_legalperson`j'.dta
keep if _merge==3
drop _merge code2
gen match_method_`i'_`j'="phone number"
gen match_status_`i'_`j'="3"
save matched_by_phone`i'_`j'.dta, replace



**step 50: match by code = founding year + geographic code + industry code + name of town + name of main product**

*match those unmatched firms in previous steps by founding year + geographic code + industry code + name of town + name of main product*

use unmatched_by_ID_and_name_and_legalperson`i'.dta,cl ear
merge code2 using unmatched_by_ID_and_name_and_legalperson`j'.dta
keep if _merge==1
drop code2
append using duplicates_code2_`i'.dta
replace town`i'="." if town`i'==""
replace product1_`i'="." if product1_`i'==""
gen code3=bdat`i'+substr(dq`i',1,6)+substr(cic`i',1,4) +town`i'+product1_`i'
bysort code3: keep if _N>1
keep bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save duplicates_code3_`i'.dta, replace

use unmatched_by_ID_and_name_and_legalperson`i'.dta,cl ear
merge code2 using unmatched_by_ID_and_name_and_legalperson`j'.dta
keep if _merge==1
drop code2
append using duplicates_code2_`i'.dta
replace town`i'="." if town`i'==""
replace product1_`i'="." if product1_`i'==""
gen code3=bdat`i'+substr(dq`i',1,6)+substr(cic`i',1,4) +town`i'+product1_`i'
bysort code3: drop if _N>1
sort code3
keep code3 bdat`i' cic`i' dq`i' capital_total`i' capital_state`i' capital_collective`i' capital_legal`i' capital_individual`i' capital_HMT`i' capital_foreign`i' stateown`i' id`i' legal_person`i' name`i' phone`i' product`i' town`i'
save unmatched_by_ID_and_name_and_legalperson_and_phone `i'.dta, replace

use unmatched_by_ID_and_name_and_legalperson`i'.dta,cl ear
merge code2 using unmatched_by_ID_and_name_and_legalperson`j'.dta
keep if _merge==2
drop code2
append using duplicates_code2_`j'.dta
gen code3=bdat`j'+substr(dq`j',1,6)+substr(cic`j',1,4) +town`j'+product1_`j'
bysort code3: keep if _N>1
keep bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save duplicates_code3_`j'.dta, replace

use unmatched_by_ID_and_name_and_legalperson`i'.dta,cl ear
merge code2 using unmatched_by_ID_and_name_and_legalperson`j'.dta
keep if _merge==2
drop code2
append using duplicates_code2_`j'.dta
gen code3=bdat`j'+substr(dq`j',1,6)+substr(cic`j',1,4) +town`j'+product1_`j'
bysort code3: drop if _N>1
sort code3
keep code3 bdat`j' cic`j' dq`j' capital_total`j' capital_state`j' capital_collective`j' capital_legal`j' capital_individual`j' capital_HMT`j' capital_foreign`j' stateown`j' id`j' legal_person`j' name`j' phone`j' product`j' town`j'
save unmatched_by_ID_and_name_and_legalperson_and_phone `j'.dta, replace

use unmatched_by_ID_and_name_and_legalperson_and_phone `i'.dta,clear
display _N
merge code3 using unmatched_by_ID_and_name_and_legalperson_and_phone `j'.dta
keep if _merge==3
drop _merge code3
gen match_method_`i'_`j'="code 3"
gen match_status_`i'_`j'="3"
save matched_by_code3_`i'_`j'.dta, replace

use unmatched_by_ID_and_name_and_legalperson_and_phone `i'.dta,clear
merge code3 using unmatched_by_ID_and_name_and_legalperson_and_phone `j'.dta
keep if _merge==1
drop _merge code3
append using duplicates_code3_`i'.dta
gen match_method_`i'_`j'=""
gen match_status_`i'_`j'="1"
save unmatched_by_ID_and_name_and_legalperson_and_phone _and_code2_`i'.dta, replace

use unmatched_by_ID_and_name_and_legalperson_and_phone `i'.dta,clear
merge code3 using unmatched_by_ID_and_name_and_legalperson_and_phone `j'.dta
keep if _merge==2
drop _merge code3
append using duplicates_code3_`j'.dta
gen match_method_`i'_`j'=""
gen match_status_`i'_`j'="2"
save unmatched_by_ID_and_name_and_legalperson_and_phone _and_code2_`j'.dta, replace



**step 60: merge the matched and unmatched files to create files of two consecutive years**

use matched_by_ID`i'_`j'.dta, clear
append using matched_by_name`i'_`j'.dta
append using matched_by_legalperson`i'_`j'.dta
append using matched_by_phone`i'_`j'.dta
append using matched_by_code3_`i'_`j'.dta
append using unmatched_by_ID_and_name_and_legalperson_and_phone _and_code2_`i'.dta
append using unmatched_by_ID_and_name_and_legalperson_and_phone _and_code2_`j'.dta
save m`i'-m`j'.dta, replace


local i = `i' + 1
}

But I got this error showed after:

(165,116 observations deleted)
file duplicates_ID1998.dta saved
(2 observations deleted)
variable bdat1998 not found
r(111);

How should I solve the problem? I have to rename all the variables with the year immediately following the original variable names even in this loop command? Am I clear with my question?

Your help will be greatly appreciated!