Hi
I know this type of error has been posted before but i have followed some suggested solutions and i still cannot find a way to solve it.
THIS IS MY LIST OF VARIABLES
target_name str34 %34s
company_id byte %8.0g
market_return float %9.0g
ret float %9.0g
date float %td
event_date float %td
datenum float %9.0g
td float %9.0g
dif float %9.0g
event_window float %9.0g
count_event_obs float %9.0g
estimation_window float %9.0g
AND HERE IS THE CODE I AM TRYING TO RUN AND GET THE ERROR
set more off
gen predicted_return=.
egen id=group(company_id)
forvalues i=1(1)85 {
l id company_id if id==`i' & dif==0
reg ret market_return if id==`i' & estimation_window==1
predict p if id==`i'
replace predicted_return = p if id==`i' & event_window==1
drop p
}
I have checked that in my variables all missing values are replaced with a " . " so i would guess that is not the problem.
Thanks
Marios
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