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);
0 Response to forvalues command error
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