[mackyy20]

Thanks for all. I admit a preference for dealing in macros over altering data files when possible, making your last example closer to ideal (no criticism expressed or implied).

[Nick Cox]

Coming back to the original problem:

levelsof year, local(yrs)
foreach y of local yrs {    
    levelsof tfr if year==`y', local(t)      
    local yrlab `yrlab' "`y', `y' <TFR=`t'>"
}

Given a one-to-one correspondence between years and tfr, this is another way to do it:

su year, meanonly

forval y = `r(min)'/`r(max)' {
    su tfr if year == `y', meanonly
    if r(N) > 0 {
         local yrlab  "`y', `y' <TFR=`r(min)'>"
    }
}

If there are no gaps in the sequence of years, the code can be simplified.