Most efficient way to program double sort?

[jaxonmills]

Let's say I have the following data on firm size, profitability, and stock returns. The firms are sorted into terciles according to size and profitability like so:

Obs	Size_Tercile	Profitability_Tercile	Stock_Return
1	1	1	.12
2	1	1	.03
3	1	2	.21
4	1	2	.37
5	1	3	.14
6	1	3	.07
7	2	1	.19
8	2	2	.17
9	2	2	.06
10	2	2	.11
11	2	3	.42
12	2	3	-.13
13	3	1	.03
14	3	1	.05
15	3	2	.22
16	3	3	-.16
...	...	...	...

What's the most efficient way to program a double sort? I want to get average returns for the intersection of each size tercile with each profitability tercile:

		Average Stock Returns sorted by firm size and profitability
		Profitability Terciles <->
Size Terciles \/ \/	1	2	3
1	...	...	...
2	...	...	...
3	...	...	...

I'm looking for efficiency here because this process will be repeated for several different variables sorted not necessarily by just terciles. Thanks in advance.

[LinusH]

I'm not sure if I got the picture clear, but PROC SUMMARY using CLASS is usually very efficient.

/Linus

[yotsuba88]

Hi Jaxonmills,

Have you solve this problem? Please share with me, I am working on it now but I havenot found the solution for it.

Thank you very much.