I am trying to write my thesis, but I am having some massive problems with processing the data in stata.


I am trying to identify the effects of an anticipated event.my coach told me to use the schipper thompson method, but i am extremely lost and have no idea how to solve it anymore.
the dataset i have is complete, (has the actual returns, market (index) returns for every company. I am supposed to create interaction dummy variables between subgroups that i want to test for and vairous indicative/signalling event windows (so multiple events that indicate that the big anticipated event was becomming concrete).
What am I supposed to do? I am very lost and don't know where to start anymore