I want to calculate or generate a new variable called “Doancfq_ram”. I calculate Doancfq_ram as residual of the regression model defined below, which should be estimated by quarter (FQR) and industry (sic_2) identified by two digits sic code.
Dependent variable
- oancfq_ram
Independent variable
- ram1
- ram2
- ram3
I run the following codes in Stata but I receive the error r(2000 ) no observations. I would be grateful if someone helps me to correct the commands. I have an example of the data in below and my data is in panel data- quarterly format.
set more off
gen Doancfq_ram = .
drop sic2id
egen sic2id = group(sic_2 FQR)
sum sic2id
scalar max2=r(max)
local k=max2
forvalues i = 1/`k' {
di "Busy with regression " `i' " of " `k'
qui reg oancfq_ram ram1 ram2 ram3 if sic2id == `i'
qui predict res if sic2id == `i', res
qui replace Doancfq_ram = res if sic2id == `i'
qui drop res
}
Note: Previously, I used the same code for industry-year regression and it worked well but now I have the error inserted below.
Example
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(oancfq_ram ram1 ram2 ram3 sic_2 sic2id) str7 FQ long FQR
. . . . 24 253 "FQ12012" 1
. . . . 24 254 "FQ12013" 2
. . . . 24 255 "FQ12014" 3
. . . . 24 256 "FQ12015" 4
-.0014065335 .0004537205 .1016334 .008575317 24 257 "FQ12016" 5
.071204185 .0017452007 .4715532 .15462478 24 258 "FQ12017" 6
.07831822 .0020610057 .7563891 .4072547 24 259 "FQ12018" 7
-.03463809 .0015532774 .30552965 .0481516 24 260 "FQ22012" 8
-.06042091 .0016972165 .2522064 -.12797013 24 261 "FQ22013" 9
-.023801865 .001608234 .21855903 -.21598585 24 262 "FQ22014" 10
. . . . 24 263 "FQ22015" 11
-.016849078 .0014400922 .28355414 .00028801843 24 264 "FQ22016" 12
-.04819471 .0016118633 .4163443 .1768214 24 265 "FQ22017" 13
-.019582 .0018828845 .6249294 .3690454 24 266 "FQ22018" 14
.0247809 .0015110305 .3552433 .05303717 24 267 "FQ32012" 15
.04202233 .001641497 .32419565 .0009848982 24 268 "FQ32013" 16
-.004793367 .0012955046 .26246923 -.0721596 24 269 "FQ32014" 17
.018900804 .0013404826 .3549598 -.08994638 24 270 "FQ32015" 18
-.00315268 .001501276 .3610569 .008106891 24 271 "FQ32016" 19
.0249398 .0017199862 .6563467 .3166495 24 272 "FQ32017" 20
.11046736 .0019312475 1.0117806 .6205099 24 273 "FQ32018" 21
.012595242 .001554968 .29186752 -.11988804 24 274 "FQ42012" 22
.030172413 .001596424 .2179119 -.1660281 24 275 "FQ42013" 23
-.013486261 .0012603983 .1996471 -.2813209 24 276 "FQ42014" 24
.017843409 .0005127416 .1142901 -.15433523 24 277 "FQ42015" 25
-.02779616 .0016545334 .3855063 .07495037 24 278 "FQ42016" 26
.1854787 .0021417863 .7151424 .4227886 24 279 "FQ42017" 27
. .0020408162 2.0265305 1.7032653 24 280 "FQ42018" 28
. . . . 50 785 "FQ12012" 1
. . . . 50 786 "FQ12013" 2
. . . . 50 787 "FQ12014" 3
. . . . 50 788 "FQ12015" 4
.02979651 .00018168605 .375 -.00599564 50 789 "FQ12016" 5
.0258348 .00017574693 .1778559 -.1752197 50 790 "FQ12017" 6
.0003885004 .0001942502 .19755244 -.1841492 50 791 "FQ12018" 7
-.015247525 .0001980198 .3815842 -.02059406 50 792 "FQ22012" 8
-.0003935458 .0001967729 .3577332 -.04840614 50 793 "FQ22013" 9
.018558312 .00019535066 .3455753 .14788045 50 794 "FQ22014" 10
.001636215 .00027270248 .5047723 .22743388 50 795 "FQ22015" 11
.009992987 .00017531557 .3243338 -.0134993 50 796 "FQ22016" 12
.013992207 .00017711654 .15657103 -.16542685 50 797 "FQ22017" 13
.0019790223 .00019790223 .1785078 -.17158124 50 798 "FQ22018" 14
.035893477 .0001929757 .4147047 .05750675 50 799 "FQ32012" 15
.05244409 .00019790223 .3934296 .02731051 50 800 "FQ32013" 16
.029693486 .0001915709 .3743295 .20498085 50 801 "FQ32014" 17
.05643402 .00027262812 .55261725 .3067067 50 802 "FQ32015" 18
.03701055 .0001787949 .358305 -.025925264 50 803 "FQ32016" 19
.035922512 .000188076 .1824337 -.19146135 50 804 "FQ32017" 20
.02405218 .00020383204 .19445577 -.20383205 50 805 "FQ32018" 21
.007310808 .0001975894 .4007113 .0001975894 50 806 "FQ42012" 22
.008888889 .0002020202 .3739394 -.03090909 50 807 "FQ42013" 23
-.013281683 .0001844678 .3615569 .18262313 50 808 "FQ42014" 24
.006499011 .00028256568 .563436 .29386833 50 809 "FQ42015" 25
.011609216 .00017860332 .3398821 -.022325415 50 810 "FQ42016" 26
-.0020996374 .0001908761 .1847681 -.1685436 50 811 "FQ42017" 27
-.011974872 .0001963094 .188457 -.1963094 50 812 "FQ42018" 28
. . . . 36 505 "FQ12012" 1
. . . . 36 506 "FQ12013" 2
. . . . 36 507 "FQ12014" 3
. . . . 36 508 "FQ12015" 4
. . . . 36 509 "FQ12016" 5
. . . . 36 510 "FQ12017" 6
. . . . 36 511 "FQ12018" 7
. . . . 36 512 "FQ22012" 8
. . . . 36 513 "FQ22013" 9
. . . . 36 514 "FQ22014" 10
. . . . 36 515 "FQ22015" 11
. . . . 36 516 "FQ22016" 12
. . . . 36 517 "FQ22017" 13
. . . . 36 518 "FQ22018" 14
. . . . 36 519 "FQ32012" 15
. . . . 36 520 "FQ32013" 16
. . . . 36 521 "FQ32014" 17
. . . . 36 522 "FQ32015" 18
. . . . 36 523 "FQ32016" 19
. . . . 36 524 "FQ32017" 20
. . . . 36 525 "FQ32018" 21
. . . . 36 526 "FQ42012" 22
. . . . 36 527 "FQ42013" 23
. . . . 36 528 "FQ42014" 24
. . . . 36 529 "FQ42015" 25
. . . . 36 530 "FQ42016" 26
. . . . 36 531 "FQ42017" 27
. . . . 36 532 "FQ42018" 28
end
format %tq FQR
label values FQR FQR
label def FQR 1 "FQ12012", modify
label def FQR 2 "FQ12013", modify
label def FQR 3 "FQ12014", modify
label def FQR 4 "FQ12015", modify
label def FQR 5 "FQ12016", modify
label def FQR 6 "FQ12017", modify
label def FQR 7 "FQ12018", modify
label def FQR 8 "FQ22012", modify
label def FQR 9 "FQ22013", modify
label def FQR 10 "FQ22014", modify
label def FQR 11 "FQ22015", modify
label def FQR 12 "FQ22016", modify
label def FQR 13 "FQ22017", modify
label def FQR 14 "FQ22018", modify
label def FQR 15 "FQ32012", modify
label def FQR 16 "FQ32013", modify
label def FQR 17 "FQ32014", modify
label def FQR 18 "FQ32015", modify
label def FQR 19 "FQ32016", modify
label def FQR 20 "FQ32017", modify
label def FQR 21 "FQ32018", modify
label def FQR 22 "FQ42012", modify
label def FQR 23 "FQ42013", modify
label def FQR 24 "FQ42014", modify
label def FQR 25 "FQ42015", modify
label def FQR 26 "FQ42016", modify
label def FQR 27 "FQ42017", modify
label def FQR 28 "FQ42018", modify
Listed 84 out of 8736 observations
.
Copied from stata results
. set more off
.
. gen Doancfq_ram = .
(8,736 missing values generated)
.
. drop sic2id
. egen sic2id = group(sic_2 FQR)
. sum sic2id
Variable | Obs Mean Std. Dev. Min Max
-------------+---------------------------------------------------------
sic2id | 8,736 357.141 181.0025 1 672
. scalar max2=r(max)
. local k=max2
.
. forvalues i = 1/`k' {
2.
. di "Busy with regression " `i' " of " `k'
3. qui reg oancfq_ram ram1 ram2 ram3 if sic2id == `i'
4. qui predict res if sic2id == `i', res
5. qui replace Doancfq_ram = res if sic2id == `i'
6. qui drop res
7.
. }
Busy with regression 1 of 672
no observations
r(2000);
end of do-file
r(2000);
.
0 Response to calculate a variable as residual of a regression model, industry-quarter regressions
Post a Comment