I don't think the @where macro will help you in this case, since it creates 
a new dataframe out of the selected subsets. If there is a way to use the 
macro as-is actually to modify the input dataframe, I don't see it. 

However, I don't know if you really need macros here. First, you can use 
string interpolation to avoid writing out (convert(Symbol, 
"col1_"*string(i)):

julia> i=1
1

julia> symbol("col1_$i")
:col1_1

We can do even better by defining a shorthand. * is used for string 
concatenation, so why not symbol concatenation? 

julia> *(a::Symbol, i::Int)=symbol("$a"*"$i")
* (generic function with 133 methods)

julia> :col1_*i
:col1_1

Now you can write a loop like the following, where n is the number of rows 
in df:

for i in firstyear:lastyear
    for row in 1:n
        (df[:col1_*i] .<= 2*(df[:colx_*i]) | df[:col1_*i] .> 
400*(df[:colx_*i]) |
        df[:col2_*i] .> 5000) && (df[row, :col_*i] = NA)    
    end
end

Does that work for you? Let me know. I agree it's not as clean as the Stata 
version, but I don't think it's hopeless. 

Also, why do you have your year numbers in your column names? Maybe if you 
had a single "Year" column that would then determine values for col, col1, 
col2 and colx then you would be better off.

On Wednesday, May 20, 2015 at 12:57:27 PM UTC-4, Nils Gudat wrote:
>
> I think I have to give up and grudgingly revert to pandas/R - I just tried 
> to do this within a loop, dropping observations based on comparisons of a 
> number of columns numbered by years with some transformations of other 
> columns in the corresponding year. This is my (failed) attempt:
>
> for i = firstyear:lastyear
>     @where(df, array((convert(Symbol, "col1_"*string(i)) .<= 
> 2*convert(Symbol, "colx_"*string(i))) | 
>                      (convert(Symbol, "col1_"*string(i)) .> 
> 400*convert(Symbol, "colx_"*string(i))) |
>                      (convert(Symbol, "col2_"*string(i)) .> 5000) | 
> (convert(Symbol, "col2_"*string(i)) .< 500), false))[:col] = NA
> end
>
> I think this is beyond salvation and maybe not really feasible with 
> DataFrames at the moment. 
> For comparison, this would be the Stata command:
>
> replace col`i'=. if col1_`i'<= 2*colx_`i' | col1_`i' > 400*colx_`i' | 
> col2_`i' > 5000 | col2_`i' < 500
>
> Of course a highly optimized software package like Stata is an unfair 
> comparison, but still the difference is pretty striking...
>

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