How to save/create data subsets or frames from a loop, so these frames or subsets can be merged?

[Rogier Joris]

Dear Stata community,

My question in short: does anyone know how to create a loop which automatically creates new unique subsets or frames (which I want to merge later on)?

For my thesis I use a Difference in Difference method with propensity score matching to test the effect (ATET) of an acquisition by a Private Equity firm on operational performance of target companies. I use propensity score matching based on industry and year of acquisition to find similar control companies.
To estimate the ATET I need to create multiple subsets/frames to calculate the propensity scores of all industries in corresponding acquisition years.
As I have 109 treatment companies, I want to create a loop that will save each subset or frame as a distinct name based on industry group and companynumber

For example: a frame is created with name "frame1(1)" and another "frame3(4)"

-> So, the first number corresponds to the industry number and the (number) corresponds to the number of the company within the industry
-> frame1(1) = frame of industry 1 of company 1 within industry 1
-> frame 3(4) = frame of industry 3 of company 4 within industry 3

As I do not know how to use a more simplistic Stata command/code to estimate the ATET with propensity score matching, I was wondering if anybody could help me solve this problem?

Kind regards,
Roger

[Andrew Musau]

frame names need to be legal Stata names, so no parentheses and they cannot begin with a number. Secondly, there is a restriction on the number of frames allowed. For my Stata SE, this is 100 but there may be a way to increase this. The following using the Grunfeld dataset puts each observation into a distinct frame.

webuse grunfeld
forval company= 1/5{
    forval time=1/10{
        frame put * if company==`company' & time==`time', into(c`company'_t`time')
    }
}

*RANDOM CHECK

frame change c3_t5
l

Res.:

.
. *RANDOM CHECK

.
. frame change c3_t5

.
. l

     +--------------------------------------------------+
     | company   year   invest   mvalue   kstock   time |
     |--------------------------------------------------|
  1. |       3   1939     48.1   2256.2    172.6      5 |
     +--------------------------------------------------+