Hi everyone! I have some issues in running two loops.
What I want to do is to estimate alpha and beta coefficients for each id and date in my dataset. what I want to obtain is a different alpha and beta and residuals for each line.
What I implemented is the following code:

Code:
g alpha=. 
g beta1=.
g residuals=.
​​​​​​​
qui levelsof(date), local(date)
foreach date of local date {

    levelsof id, local(levels) 
    foreach v of local levels  {
    
    gen date_250 = date-250 if date == `date'
    gen date_50 = date-50  if date == `date'
    egen d250 = mean(date_250)
    egen d50 = mean(date_50)
    format %tdDD/NN/CCYY date_250
    format %tdDD/NN/CCYY date_50
    format %tdDD/NN/CCYY d250
    format %tdDD/NN/CCYY d50
    gen check = (date>=d250 & date<=d50)

    quietly reg lnstock_return lnmkt_return if id ==`v' & check ==1, r
    predict temp2 if id== `v', resid 
    replace residuals = temp2 if id == `v' & date == `date'
    drop temp2
    replace alpha = _b[_cons] if id ==`v' & date == `date' 
    replace beta1 = _b[lnmkt_return] if id ==`v' & date == `date'
    }

drop check d50 d250 date_*
}
However, my loops are not running correctly and I have an estimate only for one alpha and one beta, without any error message.

Do you have any idea of why?

Thanks for your help,

Andrea