The loop program runs the regression by SICCode by year. However, it stops in the very initial stage saying "no observations" as there are missing values in the first few years of some of the variables. I thinking about encountering this by setting some conditions statements that if there is missing then to ignore and move on to the next.

Could someone please help me accomplish this or guide me on this ?

Code:
set more off

gen ABN_CFO = .                      

egen sicid = group(SICCode Year)
sum sicid
local max=r(max)

forvalues i = 1/`max' {

 di "Busy with regression " `i' " of " `max'
 qui reg PROD_SLAssset Inverse_LAssets Sales_SLAssets DSales_SLAssets Delta_SalesLag_SLAsset if sicid == `i'
 qui predict res if sicid == `i', res
 qui replace ABN_CFO = res if sicid == `i'
 qui drop res
 
}
My data is panel data

Code:
 
 * Example generated by -dataex-. For more info, type help dataex clear input str9 Ticker int Year str23 Industry byte SICCode float(PROD_SLAssset Inverse_LAssets Sales_SLAssets DSales_SLAssets Delta_SalesLag_SLAsset) "TH:2S"  1994 "Industrials"             11         .             .         .            .            . "TH:2S"  1995 "Industrials"             11         .             .         .            .            . "TH:2S"  1996 "Industrials"             11         .             .         .            .            . "TH:2S"  1997 "Industrials"             11         .             .         .            .            . "TH:2S"  1998 "Industrials"             11         .             .         .            .            . "TH:2S"  1999 "Industrials"             11         .             .         .            .            . "TH:2S"  2000 "Industrials"             11         .             .         .            .            . "TH:2S"  2001 "Industrials"             11         .             .         .            .            . "TH:2S"  2002 "Industrials"             11         .             .         .            .            . "TH:2S"  2003 "Industrials"             11         .             .         .            .            . "TH:2S"  2004 "Industrials"             11         .             .         .            .            . "TH:2S"  2005 "Industrials"             11         .             .         .            .            . "TH:2S"  2006 "Industrials"             11         .             .         .            .            . "TH:2S"  2007 "Industrials"             11 4.6497087 1.5962966e-06  4.737489     .9118366            . "TH:2S"  2008 "Industrials"             11 3.2230334 1.3520456e-06  3.779143    -.2334577     .7723155 "TH:2S"  2009 "Industrials"             11  4.581761 1.7878214e-06  4.576771    -.4204223    -.3087031 "TH:2S"  2010 "Industrials"             11  2.906181  1.094789e-06  3.079102    .27647364   -.25744948 "TH:2S"  2011 "Industrials"             11 3.4135144  9.758983e-07 3.6054766     .8607559    .24644944 "TH:2S"  2012 "Industrials"             11   3.49226  9.435992e-07  3.829722    .34357485     .8322677 "TH:2S"  2013 "Industrials"             11  3.147663   7.98077e-07   3.26576   .026658963     .2905886 "TH:2S"  2014 "Industrials"             11  3.335886  8.197259e-07 3.4718614    .11751344   .027382124 "TH:7UP" 1994 "Resources"               33         .             .         .            .            . "TH:7UP" 1995 "Resources"               33         .             .         .            .            . "TH:7UP" 1996 "Resources"               33         .             .         .            .            . "TH:7UP" 1997 "Resources"               33         .             .         .            .            . "TH:7UP" 1998 "Resources"               33         .             .         .            .            . "TH:7UP" 1999 "Resources"               33         .             .         .            .            . "TH:7UP" 2000 "Resources"               33         .             .         .            .            . "TH:7UP" 2001 "Resources"               33         .             .         .            .            . "TH:7UP" 2002 "Resources"               33 4.0856404  8.065576e-07  4.338902      .416637            . "TH:7UP" 2003 "Resources"               33  3.059031    6.9175e-07 3.2586355    -.4626548    .35733175 "TH:7UP" 2004 "Resources"               33 3.1488006   6.29042e-07   3.54184     .5786035    -.4207146 "TH:7UP" 2005 "Resources"               33  4.045958   3.90379e-07 4.0607376    1.8626966     .3590773 "TH:7UP" 2006 "Resources"               33 3.4078295 2.7327027e-07  3.619166     .7765983    1.3039112 "TH:7UP" 2007 "Resources"               33 2.3345294 2.4704937e-07 2.5703285    -.7015703     .7020819 "TH:7UP" 2008 "Resources"               33 2.0958078  2.648143e-07  2.221718   -.53343874    -.7520192 "TH:7UP" 2009 "Resources"               33  1.209359 2.3933214e-07 1.4020097      -.60592    -.4821078 "TH:7UP" 2010 "Resources"               33  1.425994 2.4231502e-07 1.5356272    .11614354    -.6134719 "TH:7UP" 2011 "Resources"               33 1.2415527  2.270738e-07 1.3578967   -.08114187    .10883828 "TH:7UP" 2012 "Resources"               33 1.0803432 2.4556655e-07 1.2565333    -.2119497      -.08775 "TH:7UP" 2013 "Resources"               33  3.894809  8.253958e-07  3.907181    -.3162661    -.7124032 "TH:7UP" 2014 "Resources"               33  1.725239  8.131668e-07 2.1056044   -1.7436882    -.3115803 "TH:A"   1994 "Property & Construction" 77         .             .         .            .            . "TH:A"   1995 "Property & Construction" 77         .             .         .            .            . "TH:A"   1996 "Property & Construction" 77         .             .         .            .            . "TH:A"   1997 "Property & Construction" 77         .             .         .            .            . "TH:A"   1998 "Property & Construction" 77         .             .         .            .            . "TH:A"   1999 "Property & Construction" 77         .             .         .            .            . "TH:A"   2000 "Property & Construction" 77         .             .         .            .            . "TH:A"   2001 "Property & Construction" 77         .             .         .            .            . "TH:A"   2002 "Property & Construction" 77         .             .         .            .            . "TH:A"   2003 "Property & Construction" 77         .             .         .            .            . "TH:A"   2004 "Property & Construction" 77 1.0460142 4.8528494e-07  .8610736     .3701438            . "TH:A"   2005 "Property & Construction" 77 .22955093  2.489774e-07 .24012475    -.2016525    .18990377 "TH:A"   2006 "Property & Construction" 77 .13090853 2.3376775e-07  .2025974   -.02285851    -.1893339 "TH:A"   2007 "Property & Construction" 77  .3248509  2.328408e-07 .18617764    -.0156164   -.02276787 "TH:A"   2008 "Property & Construction" 77  .4043962 1.9669103e-07 .15804733   .000774766   -.01319187 "TH:A"   2009 "Property & Construction" 77  .3011982 1.7482624e-07  .6006953      .460217  .0006886406 "TH:A"   2010 "Property & Construction" 77  .4767359 1.8711587e-07  .6238623   -.01905962     .4925685 "TH:A"   2011 "Property & Construction" 77 .13769744  1.813995e-07 .28060448    -.3241988   -.01847735 "TH:A"   2012 "Property & Construction" 77  .3409032 1.7449793e-07  .3103165     .0403879    -.3118643 "TH:A"   2013 "Property & Construction" 77  .3273264 1.4564372e-07 .25672096 -.0022829655    .03370953 "TH:A"   2014 "Property & Construction" 77  .5052099 1.1142995e-07 .27166867     .0752551 -.0017466644 "TH:A5"  1994 "Services"                55         .             .         .            .            . "TH:A5"  1995 "Services"                55         .             .         .            .            . "TH:A5"  1996 "Services"                55         .             .         .            .            . "TH:A5"  1997 "Services"                55         .             .         .            .            . "TH:A5"  1998 "Services"                55         .             .         .            .            . "TH:A5"  1999 "Services"                55         .             .         .            .            . "TH:A5"  2000 "Services"                55         .             .         .            .            . "TH:A5"  2001 "Services"                55         .             .         .            .            . "TH:A5"  2002 "Services"                55         .             .         .            .            . "TH:A5"  2003 "Services"                55 1.1525862   9.27463e-06   2.13323    1.6549838            . "TH:A5"  2004 "Services"                55  .8782888 4.1007806e-06  1.278562     .3353536     .7317515 "TH:A5"  2005 "Services"                55  .9454873  3.986303e-06 1.0757637   -.16710582     .3259919 "TH:A5"  2006 "Services"                55  .8153177  4.708519e-06   .790372    -.4802925   -.19738112 "TH:A5"  2007 "Services"                55         .   7.53909e-06 1.9890834     .7235717    -.7690249 "TH:A5"  2008 "Services"                55         . 3.0673905e-06  .8288059   .019517805    .29439586 "TH:A5"  2009 "Services"                55 .50154984  2.404754e-06  .7490495    .09928747   .015301448 "TH:A5"  2010 "Services"                55 1.0619361  5.579828e-06  .8722108     -.865833    .23037992 "TH:A5"  2011 "Services"                55   2.92249  8.166732e-06  3.375139     2.098556    -1.267248 "TH:A5"  2012 "Services"                55 1.8582982  8.965635e-06  1.859912   -1.8453966    2.3038454 "TH:A5"  2013 "Services"                55   .777864 .000010775978  .9920258     -1.24344   -2.2180195 "TH:A5"  2014 "Services"                55  76.49998  .00001781642 1.1354939    -.5046679   -2.0558367 "TH:AA"  1994 "Industrials"             11 .15526025  5.469568e-07 .28518873     .1788937            . "TH:AA"  1995 "Industrials"             11  .2614009  1.410538e-07 .12367302    .05012615    .04613461 "TH:AA"  1996 "Industrials"             11  .1655263  6.650534e-08 .18224686    .12393637    .02363394 "TH:AA"  1997 "Industrials"             11  .1580202  5.070889e-08  .3385713      .199612     .0944988 "TH:AA"  1998 "Industrials"             11  .1568674  2.425732e-08  .2310874   .069126986    .09548724 "TH:AA"  1999 "Industrials"             11 .21467777 2.3942054e-08  .3114601     .0833761    .06822856 "TH:AA"  2000 "Industrials"             11  .3019628  3.158392e-08  .4725594    .06168694    .10998823 "TH:AA"  2001 "Industrials"             11 .27098876 3.1228307e-08  .4884446   .021205833    .06099238 "TH:AA"  2002 "Industrials"             11  .3005794 3.3299195e-08  .4917017   -.02913373   .022612084 "TH:AA"  2003 "Industrials"             11  .4097156  3.456964e-08  .6128936    .10243217   -.03024526 "TH:AA"  2004 "Industrials"             11 .43288425  3.376023e-08  .7015701     .1030268    .10003382 "TH:AA"  2005 "Industrials"             11  .4946924  3.622872e-08  .7147999   -.03806784    .11055996 "TH:AA"  2006 "Industrials"             11 .50810826 3.3656402e-08  .7413872    .07733966  -.035364937 "TH:AA"  2007 "Industrials"             11  .5259682 3.3217717e-08  .7778341    .04611031     .0763316 "TH:AA"  2008 "Industrials"             11         . 3.5009858e-08         .            .    .04859802 "TH:AA"  2009 "Industrials"             11         .             .         .            .            . end format %ty Year