Hello,
I want to know that how many stocks are involved in my regression. Before regression the number of observations are more than 30,000 but when I run regression the observations reduced to 23343. I am using following command to know the number of stock
codebook stocks
This command gives me the detail of total stocks 2833 (30,000 obs) but my concern is that how many stocks are in actual when I run OLS. Is there any command for this in stata? I am using stata 15 and the data is from 2005 to 2017.