I have a problem need to help
How to use "rangestat"
why it always arise
"no result for all obs: reg Rpret smb hml rmrf
varlist required"
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str6 yymm double(smb hml market_ret rf rmrf) long cno str18 company float Rpret "200701" 3.12479616136284 -.946560127760525 -1.57332842382777 .145 -1.71832842382777 4413 "飛寶企業 " 175.2998 "200702" -.054768649075388 .668350900802062 2.71531150528581 .145 2.57031150528581 1605 "華新 " 2.8612 "200703" 4.79465078163792 -4.62623103090644 .218138426301922 .145 .0731384263019219 5607 "遠雄港 " 29.6861 "200704" 2.63776116616875 2.01197895130672 -.236541909574656 .1475 -.384041909574656 2340 "光磊 " -12.7996 "200705" 3.20792829493895 -3.62334403288276 3.59083392641476 .1475 3.44333392641476 4426 "利勤 " -6.6571 "200706" .597232055202316 -.562965221638504 9.15066870121975 .164166666666667 8.98650203455309 1709 "和益 " 6.6122 "200707" 3.6827611537904 -7.49238259121798 5.39649256274856 .164166666666667 5.23232589608189 5475 "德宏 " -1.337 "200708" -2.58833642885942 1.43233697213802 -4.31033144931462 .164166666666667 -4.47449811598128 1454 "台富 " -.9675 "200709" -1.63550330294556 1.82901073387499 5.0428621569314 .169166666666667 4.87369549026473 2481 "強茂 " 6.112 "200710" -2.65628432387894 -1.97051039564794 1.57116835135739 .169166666666667 1.40200168469072 3042 "晶技 " -12.6199 end gen yq = date(yymm,"YM") format yq %tm replace yq = mofd(yq) encode company, gen(id) rangestat (reg) Rpret smb hml rmrf, interval(yq 0 0) by(id)
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