Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float s_id str52 stock float mdate byte time float(rt mcap idiovol beta size bmratio mom rev illiq coskew idioskew)
1 "3M India Ltd."              654  1   .086848   5078.8 .0740308 .28576872  8.53283 .1427253  .2371685  .1603841  .018356  -7.991834  .3408433
1 "3M India Ltd."              655  2  .2003571  5519.88 .0948782 .41061905 8.616112 .1313204   .418756   .033574 .3336723 -10.509234  .5163485
1 "3M India Ltd."              656  3  .0796447  6625.83 .1138512  .5519853 8.798731 .1094011  .4740936   .086848 .0130151 -15.409613  1.363466
1 "3M India Ltd."              657  4 -.0153538  7153.54 .0582864  .6276699 8.875362 .1047699  .5769172  .2003571 .0112899  -24.02697  1.437632
1 "3M India Ltd."              658  5  .0044701  7043.71 .0575414  .7145491  8.85989 .1064036  .6563837  .0796447 .0275447 -16.657455   1.42974
1 "3M India Ltd."              659  6  .0302676   7075.2 .0598738  .7707288 8.864351 .1059301  .5437807 -.0153538 .0077173 -14.407308  1.455296
1 "3M India Ltd."              660  7   .049886  7289.35 .0783344  .8217717  8.89417 .1051022  .5559843  .0044701 .0147622 -13.308914  1.328962
1 "3M India Ltd."              661  8  .1655173  7652.98 .0525226  .8991754  8.94285 .1001082  .5616655  .0302676 .0107533  -14.69247  1.328398
1 "3M India Ltd."              662  9  .0064347  8919.68 .0841407  .9966476 9.096015 .0858916  .6546758   .049886 .0075832 -18.494099  1.347207
1 "3M India Ltd."              663 10 -.0020643  8977.08 .0745462 1.0060159  9.10243 .0899742  .7449591  .1655173  .015277  -16.20922   1.26751
1 "3M India Ltd."              664 11  .0058158  8958.55 .1183632 1.1105146 9.100364 .0901603  .6026221  .0064347 .0103327 -18.009785  1.210737
1 "3M India Ltd."              665 12  .0387623  9010.65 .0538988 1.1562696 9.106162  .089639   .567533 -.0020643 .0182174 -11.104167  1.234542
2 "63 Moons Technologies Ltd." 654  1  .2660587   1162.1 .0603534 1.6175942 7.057984 2.183743  -.723613  -.168171 .0003871  -7.866135   -2.4911
2 "63 Moons Technologies Ltd." 655  2 -.2038835  1471.29 .2044508  1.722967 7.293895 1.724836  .7935855 -.0397868 .0005179  -8.012454 -2.456248
2 "63 Moons Technologies Ltd." 656  3  -.120771  1171.32   .15993 1.4639108 7.065886 2.166562  .8166623  .2660587 .0004231 -11.134826  1.681997
2 "63 Moons Technologies Ltd." 657  4 -.2187919  1029.86 .1130937  1.400238 6.937178 2.782103  .3830972 -.2038835 .0006017  -42.34183   1.40249
2 "63 Moons Technologies Ltd." 658  5  .0492554   804.53 .2397872 1.2259215 6.690258 3.561283  .2932156  -.120771 .0007087  -39.92591  .8132252
2 "63 Moons Technologies Ltd." 659  6  .1080786   844.16 .0932977   .956523 6.738342 3.394105  -.060018 -.2187919  .000574  -61.85197  .5251374
2 "63 Moons Technologies Ltd." 660  7 -.0073892   935.39 .1563368 1.1401676 6.840963 3.057882 -.3990765  .0492554 .0005541  -65.79335  .5179105
2 "63 Moons Technologies Ltd." 661  8 -.1131514   928.48 .0363065  1.001254 6.833549 3.080645 -.4947864  .1080786 .0004334  -44.20967 -.0347651
2 "63 Moons Technologies Ltd." 662  9  .0730274   823.42 .0857855 1.0637394 6.713466 3.473699 -.6167269 -.0073892 .0006919  -41.85156 -.0151643
2 "63 Moons Technologies Ltd." 663 10 -.1016949   883.56 .2393835 1.0984282 6.783959 3.146336 -.5692424 -.1131514 .0006494 -37.778828  .6636997
2 "63 Moons Technologies Ltd." 664 11 -.0557329    793.7 .0728837 1.1487825 6.676705 3.502525 -.3146299  .0730274 .0008165  -41.43835  .6515598
2 "63 Moons Technologies Ltd." 665 12 -.0624039   749.47 .0375842 1.3541955 6.619366 3.709253 -.3812755 -.1016949 .0010716 -18.114159  .7005147
3 "A B B India Ltd."           654  1  -.072323 23777.18   .07301 1.1671702 10.07648 .1167862  .5906103  .0760307  .000912  18.956474  1.837977
3 "A B B India Ltd."           655  2 -.0559612 22057.54 .0720003    1.1953 10.00141 .1258911  .9138873  .2407254 .0010026  15.236788  1.706302
3 "A B B India Ltd."           656  3  .1675571 20823.18 .0388558 1.2993245 9.943822 .1333537  .6490756  -.072323  .002041   17.29581   1.75024
3 "A B B India Ltd."           657  4  .0169528 24312.25 .1249597 1.2121063 10.09874 .1160725   .446917 -.0559612 .0007801 -3.1454756  1.606238
3 "A B B India Ltd."           658  5 -.0479537 24724.41  .069379 1.2320365 10.11555 .1141376  .5331985  .1675571 .0022556  -5.853405  1.587443
3 "A B B India Ltd."           659  6  .1579042 23538.78  .066181 1.2895766  10.0664 .1198866   .521236  .0169528 .0014126  -2.469619  1.566551
3 "A B B India Ltd."           660  7 -.0010885 27255.66 .1629557  1.247352 10.21302 .1031721  .6505838 -.0479537 .0008899  .17122038  1.998291
3 "A B B India Ltd."           661  8  .0859278 27225.99 .0482678 1.1598969 10.21193 .1032846  .5854182  .1579042 .0007821   4.921515  1.947242
3 "A B B India Ltd."           662  9 -.0990539 29565.46 .1039571  1.085881 10.29436 .0951118  .4131808 -.0010885 .0008295  4.2670894  1.680357
3 "A B B India Ltd."           663 10  .0596261 26636.88 .0585043 1.0303168 10.19005 .1076054  .5068556  .0859278  .001012    8.98696  1.718861
3 "A B B India Ltd."           664 11  .0060438 28225.14 .0597199 1.0735446 10.24797 .1015504  .3292668 -.0990539 .0011505   6.628744  1.671148
3 "A B B India Ltd."           665 12 -.0128731 28395.72 .0661221  .9750184 10.25399 .1009403  .1714867  .0596261 .0010219  -1.777482  1.719543
4 "A B G Shipyard Ltd."        654  1 -.0972099  1432.68 .0947438  .6082916 7.267302 .8887507  .0576688  .2618214  .002023  -6.823472  2.965098
4 "A B G Shipyard Ltd."        655  2 -.0690945  1293.41 .0549549  .7447889 7.165038 .9844488 -.0153429 -.0237682 .0051123  -8.006575  2.967876
4 "A B G Shipyard Ltd."        656  3 -.0471558  1204.05 .1168856  .9582399 7.093446 1.057517 -.2995211 -.0972099 .0034588  -27.66782  2.982876
4 "A B G Shipyard Ltd."        657  4  .0095428  1147.27 .1267581  1.156727  7.04514 .9592099 -.2120439 -.0690945 .0018091  -33.08691  2.873167
4 "A B G Shipyard Ltd."        658  5 -.0118707  1188.16  .065058 1.2086453 7.080161 .9567817 -.1728076 -.0471558 .0016282 -34.662495   2.87232
4 "A B G Shipyard Ltd."        659  6  .0260289  1174.06  .096084 1.3125815 7.068223 .9682758  -.189477  .0095428 .0020928 -36.056618   2.86358
4 "A B G Shipyard Ltd."        660  7 -.1151344  1234.19 .0637892 1.2926178  7.11817 .7111882 -.2800893 -.0118707 .0017641  -29.46725  2.825309
4 "A B G Shipyard Ltd."        661  8  .1573144  1092.09 .0272032   1.12907 6.995849 .8037246 -.1224939  .0260289 .0023388 -15.021177  2.805774
4 "A B G Shipyard Ltd."        662  9 -.0398052  1269.39  .263799  .9645222 7.146292 .6965064 -.2264217 -.1151344 .0023097  -20.28839   2.24346
4 "A B G Shipyard Ltd."        663 10 -.0976847  1220.81 .2147563 1.0716174  7.10727 .4151709  .0333687  .1573144 .0015214 -18.431244    2.0633
4 "A B G Shipyard Ltd."        664 11 -.3022972  1101.56  .077692  1.093864 7.004483 .4601173 -.2398066 -.0398052 .0017944 -18.695293  2.049402
4 "A B G Shipyard Ltd."        665 12  .2980736   769.47 .1198758  .9517041 6.645702 .6610157 -.3185426 -.0976847 .0022093 -12.905464  1.416851
5 "A C C Ltd."                 654  1 -.0501005 27561.96 .0567216 1.0900002 10.22419 .3071012  .1341395  .0370055 .0003227   4.937481  .2280212
5 "A C C Ltd."                 655  2  .0697024 26181.09 .0603539  1.139813 10.17279 .3232987  .4228837  .0959686 .0005682    6.30066  .2320677
5 "A C C Ltd."                 656  3 -.0586914 28005.97 .0583056 1.1897534 10.24017 .3022324  .2259711 -.0501005 .0004551  10.089437  .4942137
5 "A C C Ltd."                 657  4  .0689029 26362.26 .0497101 1.3074735 10.17969 .3288538  .2717871  .0697024 .0003581   12.75665  .4889652
5 "A C C Ltd."                 658  5 -.0203545  28178.7 .0399468 1.3060973 10.24632 .3076554  .2472633 -.0586914 .0005178  13.973518  .4391165
5 "A C C Ltd."                 659  6 -.0482538 27605.14 .0335001 1.3118976 10.22576 .3140477  .3033279  .0689029 .0003528  16.681864  .4593353
5 "A C C Ltd."                 660  7  .1147992 26273.09 .0399086  1.246978  10.1763 .3134558  .3747089 -.0203545 .0001953  12.870836  .4904843
5 "A C C Ltd."                 661  8  .0789718 29289.21 .0526107 1.2442046 10.28497 .2811769  .2376019 -.0482538 .0003993   6.702893  .5534865
5 "A C C Ltd."                 662  9  -.072865 31602.24 .0587099  1.196225 10.36098 .2605971  .1142996  .1147992 .0002823   7.460404  .3927228
5 "A C C Ltd."                 663 10  -.078111 29299.54 .0572899 1.1195886 10.28533 .2892862  .2647673  .0789718 .0003956   8.657016  .5658225
5 "A C C Ltd."                 664 11  .0527212 27010.92 .0853668  1.119679   10.204 .3137972  .1527739  -.072865 .0005578   12.48231  .5528097
5 "A C C Ltd."                 665 12 -.0487934 28434.97 .0454032  1.103854 10.25537 .2980819 -.0201951  -.078111 .0004452   6.504608  .6094587
6 "A I A Engineering Ltd."     654  1  .0056017  7324.45 .0764178  .5426878 8.898973 .1863241  .9147949  .2457522 .0020668   -9.08077  1.152484
6 "A I A Engineering Ltd."     655  2  .1254962  7365.48 .0810239  .5429146 8.904559 .1852862   .881708  .0333333 .0021618  -6.583352  1.101441
6 "A I A Engineering Ltd."     656  3  .0709409  8289.82 .0827517 .52390045 9.022783 .1646262  .9043885  .0056017 .0017781 -19.995876  1.098817
6 "A I A Engineering Ltd."     657  4 -.0012218   8877.9 .0922927   .595527  9.09132 .1666295  .8154774  .1254962 .0021369  -20.65523  .9876203
6 "A I A Engineering Ltd."     658  5  .2806084  8867.06 .0628295  .5425695 9.090098 .1668333  .8104124  .0709409 .0043089  -26.68434  1.060474
6 "A I A Engineering Ltd."     659  6 -.0994269 11355.23 .1055368    .45518 9.337434 .1302766  .6773174 -.0012218 .0019632 -26.657295  .9551212
6 "A I A Engineering Ltd."     660  7  .0481922 10226.21 .0903679 .52706116 9.232709  .153634  .8538257  .2806084 .0032034 -23.433657  .8660261
6 "A I A Engineering Ltd."     661  8 -.0042237 10719.04 .1141845  .5125227 9.279777 .1465705  .6475331 -.0994269 .0016639 -24.029285  .8361357
6 "A I A Engineering Ltd."     662  9  .1008704 10673.76 .0728799 .56981456 9.275543 .1471922  .7140873  .0481922 .0017266  -22.26089  .8239583
6 "A I A Engineering Ltd."     663 10  -.076176 11750.43 .0953728  .4743832 9.371645 .1405603  .6291003 -.0042237 .0015918  -18.96955   .698714
6 "A I A Engineering Ltd."     664 11 -.1156052 10855.33 .1057325 .55625314 9.292412 .1521505   .505462  .1008704 .0032665 -19.964684  .7588429
6 "A I A Engineering Ltd."     665 12 -.0170949   9600.4 .0962553  .8524997  9.16956 .1720391  .3934385  -.076176  .002661  -6.487801  .4675851
7 "Aarti Drugs Ltd."           654  1  .1788753   640.36 .1204179  .7882901  6.46203 .4187199  .6888735  .1285971 .0518204 -28.271824  1.112205
7 "Aarti Drugs Ltd."           655  2  .1933404   754.91 .0823769  .7267371 6.626598 .3551849  1.029294  .3169323 .0199357  -28.77351  1.095358
7 "Aarti Drugs Ltd."           656  3  .0369086   900.88   .16378  .6621826 6.803372 .2976344   1.26571  .1787929 .0091056   -40.3316   1.48504
7 "Aarti Drugs Ltd."           657  4 -.0640604   934.11 .0816029  .8686052 6.839594   .30711  1.366281  .1933787 .0110806  -63.09448  1.636039
7 "Aarti Drugs Ltd."           658  5  .1057005    874.3 .0589362  .8594756 6.773424 .3281213  1.383317  .0368817 .0253287  -62.46744   1.60655
7 "Aarti Drugs Ltd."           659  6  .0678641   966.69 .0703788  .9039111 6.873878 .2967621  1.167314 -.0639842 .0148601  -61.93893  1.608199
7 "Aarti Drugs Ltd."           660  7  .4082624  1032.31 .0854154  .9756119 6.939554 .2999355  1.270646  .1055839 .0178361  -54.75111  1.625931
7 "Aarti Drugs Ltd."           661  8  .0469765  1453.75 .1071695 1.0120056 7.281902 .2129852  1.198911  .0679427 .0057835  -39.94343  1.626559
7 "Aarti Drugs Ltd."           662  9  .0369928  1522.04 .1444659  1.044934 7.327807 .2034288  1.516903  .4081824 .0093696  -41.62393  1.493404
7 "Aarti Drugs Ltd."           663 10  .0115075  1578.35 .1452737 1.2262063 7.364135 .1924204  1.261946  .0470447 .0070981   -29.8683  1.290187
7 "Aarti Drugs Ltd."           664 11  .0125142  1596.51  .208062  1.281799 7.375575 .1902313  1.177352  .0369758  .002157 -33.828568  1.957995
7 "Aarti Drugs Ltd."           665 12 -.0544569  1616.49 .1346303  1.578162 7.388012 .1878801  .9135262  .0114766 .0032829  -3.106104  1.729012
8 "Aarti Industries Ltd."      654  1  .0576734  1803.28 .1141759  .5789863 7.497363 .4547777  .7322689  .2317073 .0090809  -7.359739  .9831751
8 "Aarti Industries Ltd."      655  2  .2984672  1907.38  .067956  .7596719 7.553486 .4299582  1.108288  .2596535 .0089251 -11.055405  .8533925
8 "Aarti Industries Ltd."      656  3  .0025039  2476.58 .1108625  .8943537 7.814634 .3311393   1.13561  .0576734 .0041557 -18.086958  .9924058
8 "Aarti Industries Ltd."      657  4  .0811389  2482.78 .0892635  .9601383 7.817134 .3507583  1.259475  .2984672 .0048692  -26.12984  1.033442
8 "Aarti Industries Ltd."      658  5 -.0532673  2684.33 .0980072  1.104271 7.895186 .3244224  1.209674  .0025039 .0124009 -25.398817  .9330894
8 "Aarti Industries Ltd."      659  6 -.1183853  2541.25 .0504318 1.1550949 7.840411 .3426878  1.119624  .0811389  .006466 -26.293034  .9650715
8 "Aarti Industries Ltd."      660  7  .1232108  2240.48 .0830493 1.1527193 7.714446 .4078292  1.083871 -.0532673 .0143195  -20.47767  .9809302
8 "Aarti Industries Ltd."      661  8  .0178835  2516.45 .0654694 1.1019819 7.830605 .3631051  .8512334 -.1183853 .0056784 -14.730659  .9841634
8 "Aarti Industries Ltd."      662  9  .2198243  2561.63 .1406958 1.1062407 7.848399 .3567007   .840748  .1232108 .0090189 -18.709845  .9742112
8 "Aarti Industries Ltd."      663 10 -.1109725  3124.63 .1483257  1.208637 8.047071 .2905302  .7901881  .0178835 .0043093 -1.5893823  .5568086
8 "Aarti Industries Ltd."      664 11  .0107794  2777.79 .1021029  1.296909 7.929411 .3268059  .7804937  .2198243 .0050977 -3.8938966  .5124294
8 "Aarti Industries Ltd."      665 12  .0711807  2807.91 .0960541  1.280355 7.940196 .3233002  .4320299 -.1109725 .0068195  10.653624  .4279609
9 "Aban Offshore Ltd."         654  1  .0136761  3309.21 .0908723 1.3966976 8.104465 .5820895  1.017388  .3745012 .0000797  -9.756478  2.706338
9 "Aban Offshore Ltd."         655  2  -.080755  4190.44 .1278767 1.3582484 8.340561 .6386586  1.270976  .0768958 .0000755  -.7949162  2.283722
9 "Aban Offshore Ltd."         656  3 -.1626447  4029.19 .0524127 1.3668088 8.301321 .6884843  1.279417  .0136761  .000116   2.786975  2.427754
9 "Aban Offshore Ltd."         657  4  .0515716  3373.87 .0775951  1.675677 8.123816 .8386618  1.029112  -.080755 .0001296   8.740345  2.354396
end
format %tm mdate

Dear Clyde Schechter,

First of all, let me express that I feel highly grateful to you for supporting me time to time on various issues concerning STATA .

Now, i need your help again in another problem that i had put on this forum earlier also but there was a poor response. As the subject mentions, it is about conditional double sorting and portfolio return series creation. I found a code that you have written for someone in past to do conditional bi-variate sorts. I am appending the code here with modification. Hope your code serves the purpose mentioned here very well. I want that the code should do conditional or dependent bi-variate monthly sorts of stock returns in case of my data, first on one of the following variables: mcap beta size bmratio mom rev illiq coskew idioskew and then secondly on: idiovol. For example, the first sort will be on size variable to make 5 portfolios using quintile breakpoints of size variable. Then the second sort will be within each size quintile again to create 5 portfolios in each using quintile break points of idiovol variable. The sorts should follow ascending order.Thus, this entire conditional double sorting gives rise to sorting of stocks into 25 size-idiovol based portfolios.

Finally i require 25 monthly equal weighted and value-weighted portfolio returns series for the entire data. The value-weighted series will use monthly mcap of stocks as weights. The purpose of this portfolio analysis is to study relation between expected stock returns, i.e., rt and their idiosyncratic volatility, i.e., idiovol controlling for any effects of size.

capture program drop one_fyear
program define one_fyear
gen cutoffs = .
_pctile size, nq(5)
forvalues i = 1/4 {
replace cutoffs = r(r`i') in `i'
}
display `"`cutoffs'"'
xtile size_quintile = size, cutpoints(cutoffs)
drop cutoffs
by size_quintile, sort: egen idiovol_quintile = xtile(idiovol), nq(5)
tab *_quintile
exit
end

// IDENTIFY FISCAL YEARS FROM JUNE 1 TO MAY 31
gen fyear = year(dofm(mofd(date) + 7))

// DOUBLE SORT EACH FISCAL YEAR
runby one_fyear, by(fyear) status

The portion of this code in bold need modification, as i want sorts as well as portfolio construction on monthly. The code for creation of 25 value-weighted and equal weighted portfolio returns series is given below:

// 25 value-weighted portfolio returns series construction -

bys mdate: asgen vw_1_Size = (rt / (nq_size ==1 & idiovol_size ==1)), w(mcap)
bys mdate: asgen vw_2_Size = (rt / (nq_size ==1 & idiovol_size ==2)), w(mcap)
bys mdate: asgen vw_3_Size = (rt / (nq_size ==1 & idiovol_size ==3)), w(mcap)
bys mdate: asgen vw_4_Size = (rt / (nq_size ==1 & idiovol_size ==4)), w(mcap)
bys mdate: asgen vw_5_Size = (rt / (nq_size ==1 & idiovol_size ==5)), w(mcap)
bys mdate: asgen vw_6_Size = (rt / (nq_size ==2 & idiovol_size ==1)), w(mcap)
bys mdate: asgen vw_7_Size = (rt / (nq_size ==2 & idiovol_size ==2)), w(mcap)
bys mdate: asgen vw_8_Size = (rt / (nq_size ==2 & idiovol_size ==3)), w(mcap)
bys mdate: asgen vw_9_Size = (rt / (nq_size ==2 & idiovol_size ==4)), w(mcap)
bys mdate: asgen vw_10_Size = (rt / (nq_size ==2 & idiovol_size ==5)), w(mcap)
bys mdate: asgen vw_11_Size = (rt / (nq_size ==3 & idiovol_size ==1)), w(mcap)
bys mdate: asgen vw_12_Size = (rt / (nq_size ==3 & idiovol_size ==2)), w(mcap)
bys mdate: asgen vw_13_Size = (rt / (nq_size ==3 & idiovol_size ==3)), w(mcap)
bys mdate: asgen vw_14_Size = (rt / (nq_size ==3 & idiovol_size ==4)), w(mcap)
bys mdate: asgen vw_15_Size = (rt / (nq_size ==3 & idiovol_size ==5)), w(mcap)
bys mdate: asgen vw_16_Size = (rt / (nq_size ==4 & idiovol_size ==1)), w(mcap)
bys mdate: asgen vw_17_Size = (rt / (nq_size ==4 & idiovol_size ==2)), w(mcap)
bys mdate: asgen vw_18_Size = (rt / (nq_size ==4 & idiovol_size ==3)), w(mcap)
bys mdate: asgen vw_19_Size = (rt / (nq_size ==4 & idiovol_size ==4)), w(mcap)
bys mdate: asgen vw_20_Size = (rt / (nq_size ==4 & idiovol_size ==5)), w(mcap)
bys mdate: asgen vw_21_Size = (rt / (nq_size ==5 & idiovol_size ==1)), w(mcap)
bys mdate: asgen vw_22_Size = (rt / (nq_size ==5 & idiovol_size ==2)), w(mcap)
bys mdate: asgen vw_23_Size = (rt / (nq_size ==5 & idiovol_size ==3)), w(mcap)
bys mdate: asgen vw_24_Size = (rt / (nq_size ==5 & idiovol_size ==4)), w(mcap)
bys mdate: asgen vw_25_Size = (rt / (nq_size ==5 & idiovol_size ==5)), w(mcap)

collapse(mean) vw_1_Size vw_2_Size vw_3_Size vw_4_Size vw_5_Size vw_6_Size vw_7_Size vw_8_Size vw_9_Size vw_10_Size vw_11_Size vw_12_Size vw_13_Size vw_14_Size vw_15_Size vw_16_Size vw_17_Size vw_18_Size vw_19_Size vw_20_Size vw_21_Size vw_22_Size vw_23_Size vw_24_Size vw_25_Size, by (mdate)

// 25 equal-weighted portfolio returns series construction -

bys mdate: asgen ew_1_Size = (rt / (nq_size ==1 & idiovol_size ==1))
bys mdate: asgen ew_2_Size = (rt / (nq_size ==1 & idiovol_size ==2))
bys mdate: asgen ew_3_Size = (rt / (nq_size ==1 & idiovol_size ==3))
bys mdate: asgen ew_4_Size = (rt / (nq_size ==1 & idiovol_size ==4))
bys mdate: asgen ew_5_Size = (rt / (nq_size ==1 & idiovol_size ==5))
bys mdate: asgen ew_6_Size = (rt / (nq_size ==2 & idiovol_size ==1))
bys mdate: asgen ew_7_Size = (rt / (nq_size ==2 & idiovol_size ==2))
bys mdate: asgen ew_8_Size = (rt / (nq_size ==2 & idiovol_size ==3))
bys mdate: asgen ew_9_Size = (rt / (nq_size ==2 & idiovol_size ==4))
bys mdate: asgen ew_10_Size = (rt / (nq_size ==2 & idiovol_size ==5))
bys mdate: asgen ew_11_Size = (rt / (nq_size ==3 & idiovol_size ==1))
bys mdate: asgen ew_12_Size = (rt / (nq_size ==3 & idiovol_size ==2))
bys mdate: asgen ew_13_Size = (rt / (nq_size ==3 & idiovol_size ==3))
bys mdate: asgen ew_14_Size = (rt / (nq_size ==3 & idiovol_size ==4))
bys mdate: asgen ew_15_Size = (rt / (nq_size ==3 & idiovol_size ==5))
bys mdate: asgen ew_16_Size = (rt / (nq_size ==4 & idiovol_size ==1))
bys mdate: asgen ew_17_Size = (rt / (nq_size ==4 & idiovol_size ==2))
bys mdate: asgen ew_18_Size = (rt / (nq_size ==4 & idiovol_size ==3))
bys mdate: asgen ew_19_Size = (rt / (nq_size ==4 & idiovol_size ==4))
bys mdate: asgen ew_20_Size = (rt / (nq_size ==4 & idiovol_size ==5))
bys mdate: asgen ew_21_Size = (rt / (nq_size ==5 & idiovol_size ==1))
bys mdate: asgen ew_22_Size = (rt / (nq_size ==5 & idiovol_size ==2))
bys mdate: asgen ew_23_Size = (rt / (nq_size ==5 & idiovol_size ==3))
bys mdate: asgen ew_24_Size = (rt / (nq_size ==5 & idiovol_size ==4))
bys mdate: asgen ew_25_Size = (rt / (nq_size ==5 & idiovol_size ==5))

collapse(mean) ew_1_Size ew_2_Size ew_3_Size ew_4_Size ew_5_Size ew_6_Size ew_7_Size ew_8_Size ew_9_Size ew_10_Size ew_11_Size ew_12_Size ew_13_Size ew_14_Size ew_15_Size ew_16_Size ew_17_Size ew_18_Size ew_19_Size ew_20_Size ew_21_Size ew_22_Size ew_23_Size ew_24_Size ew_25_Size, by (mdate)