i face following error in forvalues command during my event study coding
kindly help if anyone identify the problem, thanks
Code:
sort Stkcd Trddt . by Stkcd: gen datenum=_n . by Stkcd: gen target = datenum if Trddt == eventdate (257,812 missing values generated) . egen td=min(target), by(Stkcd) (3081 missing values generated) . drop target . gen dif=datenum-td (3,081 missing values generated) . . by Stkcd: gen event_window=1 if dif>=-2 & dif<=2 (255,520 missing values generated) . egen count_event_obs=count(event_window), by(Stkcd) . by Stkcd: gen estimation_window=1 if dif<-30 & dif>=-60 (238,867 missing values generated) . egen count_est_obs=count(estimation_window), by(Stkcd) . replace event_window=0 if event_window==. (255,520 real changes made) . replace estimation_window=0 if estimation_window==. (238,867 real changes made) . . tab Stkcd if count_event_obs<5 Stkcd | Freq. Percent Cum. ------------+----------------------------------- 488 | 153 4.97 4.97 599 | 44 1.43 6.39 831 | 136 4.41 10.81 962 | 129 4.19 15.00 2131 | 78 2.53 17.53 2302 | 185 6.00 23.53 2356 | 64 2.08 25.61 2390 | 163 5.29 30.90 2604 | 155 5.03 35.93 2617 | 151 4.90 40.83 2735 | 25 0.81 41.64 300080 | 25 0.81 42.45 300145 | 161 5.23 47.68 300195 | 146 4.74 52.42 300209 | 188 6.10 58.52 300325 | 151 4.90 63.42 300530 | 122 3.96 67.38 600684 | 118 3.83 71.21 600695 | 190 6.17 77.38 600712 | 177 5.74 83.12 600803 | 162 5.26 88.38 600970 | 18 0.58 88.96 601127 | 25 0.81 89.78 601390 | 52 1.69 91.46 601633 | 188 6.10 97.57 688199 | 41 1.33 98.90 900929 | 34 1.10 100.00 ------------+----------------------------------- Total | 3,081 100.00 . tab Stkcd if count_est_obs<30 Stkcd | Freq. Percent Cum. ------------+----------------------------------- 488 | 153 3.48 3.48 599 | 44 1.00 4.48 831 | 136 3.10 7.58 962 | 129 2.94 10.51 2131 | 78 1.78 12.29 2302 | 185 4.21 16.50 2356 | 64 1.46 17.96 2390 | 163 3.71 21.67 2398 | 218 4.96 26.63 2604 | 155 3.53 30.15 2617 | 151 3.44 33.59 2618 | 335 7.62 41.22 2735 | 25 0.57 41.78 300080 | 25 0.57 42.35 300145 | 161 3.66 46.02 300195 | 146 3.32 49.34 300209 | 188 4.28 53.62 300325 | 151 3.44 57.06 300530 | 122 2.78 59.83 600031 | 211 4.80 64.63 600223 | 138 3.14 67.77 600684 | 118 2.69 70.46 600695 | 190 4.32 74.78 600712 | 177 4.03 78.81 600803 | 162 3.69 82.50 600970 | 18 0.41 82.91 601127 | 25 0.57 83.48 601199 | 213 4.85 88.32 601390 | 52 1.18 89.51 601633 | 188 4.28 93.79 603031 | 198 4.51 98.29 688199 | 41 0.93 99.23 900929 | 34 0.77 100.00 ------------+----------------------------------- Total | 4,394 100.00 . . drop if count_event_obs < 5 (3,081 observations deleted) . drop if count_est_obs < 30 (1,313 observations deleted) . . set more off . gen predicted_return=. (254,486 missing values generated) . egen id=group(Stkcd) . forvalues i=1(1)N { 2. l id Stkcd if id==`i' & dif==0 3. reg Dretnd Dretmdos if id==`i' & estimation_window==1 4. predict p if id==`i' 5. replace predicted_return = p if id==`i' & event_window==1 6. drop p 7. } invalid syntax r(198); end of do-file r(198);
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