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st: RE: Regressing a specific number of observations containing values


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Regressing a specific number of observations containing values
Date   Tue, 6 Sep 2011 14:39:02 +0100

Not directly. All you can do is specify a condition which happens to result in 250 observations non-missing on all pertinent variables being used. 

Nick 
n.j.cox@durham.ac.uk 

Robin Schmidt

I am working on a finance-related event study where in a first step I have to
get coefficients (alpha and beta) from a linear regression of two variables.
The regression has to comprise of 250 observations (in this case 250 stock
returns of 250 trading days). The problem is that one of the variables is
missing some observations while the other one is not. However I need exactly
250 observations containing values. Working with "range" is not satisfactory
as it ignores whether a certain observation is missing a value or not. Is
there a way of regressing an exact number of obsverations which contain a
value (i.e. which are "nonmissing")?

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