Hello,

I have daily stock returns for the market and for companies. I want to run this model (reg retcompany retmarket) for each company (for company i have the variable permno) and saved the coefficient for each company. I tried this: statsby _b, by(permno): reg retw vwretd. But it appears the error message: no; data in memory would be lost.
Then i have to use the coefficients to calculate the predicted return for each company.

Thank you