To give an idea of the dta file, it looks something like this:
Date ; Company_ID ; Returns ; FirmGroup
31MAR2003 ; 10001 ; 500 ; 1
30JUN2006 ; 10001 ; 400 ; 1
31MAR2003 ; 20001 ; 900 ; 2
30JUN2006 ; 20001 ; 300 ; 2
So, a given company has some data over a range of dates. The data is sorted by Company_ID and date. And, the FirmGroup variable increases by one each time we have cycled through the range of dates for a given company. I have attached the first few rows of data of the dta file in an Excel file.
When I run the code below, I get an invalid syntax error when trying to execute the last line of the code (keep if FirmGroup == `FirmGroupNum'). Any idea on why this might be happening?
Code:
args FirmGroupNum clear set more off use FactorBetasStartFile, clear keep if FirmGroup == `FirmGroupNum'
Tasneem
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