Title

sicff -- Create Fama French Industry Variable from SIC Code

Syntax

sicff
varname
, industry(#)
[generate(newvar)]

Main
industry(#) choose which Fama French industry you want to create; options are 5, 10, 12, 17, 30, 38, 48, or 49.

generate(newvar) create variable named newvar; default name for newvar is ff_#.

Description

sicff takes a 4-digit numeric SIC code (varname) and creates a new variable that contains one of the Fama and French industries. See Ken French's website for more details on the industry classifications: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Examples

. sicff sic, ind(48)

. sicff sic, ind(12) gen(ff12industry)

Author

Tyson Van Alfen
Email: tyson@vanalfen.io
Website: https://vanalfen.io