st: Asking Stata to ignore "no observations" when running regressions

["Yvonne Capstick" <yvonnecapstick@hotmail.com>]

Using Nick's helpful method for looping (which I initially required to 
generate proportions), I'm now trying to do looping regressions. What I'd 
like is the coefficient on regressions for the last 5 years, and to store 
these just like I was storing the proportions.

My structure is permno year ret rp, where permno is a number which 
identifies each company uniquely.

I initially try:

gen brp = .
gen bsmb = .
gen bhml = .

forval m = 0/4 {
	gen begin = year if mod(year,5) == `m'
	bysort permno (year): replace begin = begin[_n-1] if missing(begin)
	local i = 1990+`m'
	local j = 10107
	while `j' < 12000 {
		while `i' < 2005 {
		reg sret rp if permno == `j' & begin == `i'
		replace brp = _b[rp] if year == `i' + 5 & permno == `j' & month == 1 & 
month[_n-1] == 12
		local i = `i' + 5
			}
		local j = `j' + 1
		}
drop begin
}

but, after doing everything successfully for permno 10007, it comes up with 
no observations for permno 10008. There is indeed no company with permno 
10008 - but I would like it to skip to the next permno. Is there an option 
that asks Stata to skip and increment j once more if there are no 
observations?

I tried a long-winded way of doing this using an 'if' function, i.e.

forval m = 0/4 {
	gen begin = year if mod(year,5) == `m'
	bysort permno (year): replace begin = begin[_n-1] if missing(begin)
	local i = 1990+`m'
	local j = 10107
	while `j' < 12000 {
		qui gen temp = 1 if permno == `j'
		if sum(temp) == 0 {
			}
		else {
		while `i' < 2005 {
			reg sret rp if permno == `j' & begin == `i'
			replace brp = _b[rp] if year == `i' + 5 & permno == `j' & month == 1 & 
month[_n-1] == 12
			local i = `i' + 5
			}
			}
		local j = `j' + 1
		local i = 1990+`m'
		drop temp
		}
drop begin
}

but this didn't seem to increment either.

Any advice would be much appreciated. In addition, is there an easier way of 
doing the whole thing without using 'while'? I tried something like:

forval m = 0/4 {
	gen begin = year if mod(year,5) == `m'
	bysort permno (year): replace begin = begin[_n-1] if missing(begin)
	bysort (permno begin): reg sret rp

but this seems to only run one regression.

Thanks very much,
Y

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