I found a nice way to traverse a directory and load all the files in the directory. The key stata commands are to run a directory listing and output the list to a file. Then, you just have to use “levelsof” (or levels) to get your file names.
PROBLEM: Load a bunch of fixed-width TXT files in a directory without having to list all the file names.
SOLUTION:
STATA code
Unfortunately stata has some lame limits on the number of characters in a string (type “help limits”, 244 is the smallest limit), so this will break if you have too many files. You can probably fix this by using a matrix of strings, but I didn’t need to do that.
Another kludgy way of loading ALOT of files would be to not use levels of and each time open up the filelist.txt file and do something like “local filename_to_get=v1[`i']” and loop over i=1 to numfiles.
