[编程问题求助] stata做事件时研究egen id=group(group_id) 一直报错variable __000001 not found r(1 [推广有奖]

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changpengman 发表于 2017-3-3 16:51:13 |AI写论文

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我在用stata按照普林斯顿大学的方法进行事件研究时，代码运行到循环之前的
egen id=group(group_id) 就一直报错说variable __000001 not found r(111) 是为什么？？完整的代码如下

use eventdates, clear

sort company_id

by company_id: gen eventcount=_N

by company_id: keep if _n==1sort company_idkeep company_id eventcount save eventcount use stockdata, clearsort company_idmerge m:1 company_id using eventcounttab _mergekeep if _merge==3drop _mergeexpand eventcount drop eventcountsort company_id dateby company_id date: gen set=_nsort company_id setsave stockdata2 use eventdates, clearsort company_idby company_id: gen set=_nsort company_id setsave eventdates2use stockdata2, clearmerge m:1 company_id set using eventdates2tab _merge egen group_id = group(company_id set)sort group_id dateby group_id: gen datenum=_nby group_id: gen target=datenum if date==event_dateegen td=min(target), by(group_id)drop targetgen dif=datenum-tdby group_id: gen event_window=1 if dif>=-10 & dif<=10egen count_event_obs=count(event_window), by(group_id)by group_id: gen estimation_window=1 if dif<-30 & dif>=-60egen count_est_obs=count(estimation_window), by(group_id)replace event_window=0 if event_window==.replace estimation_window=0 if estimation_window==.tab group_id if count_event_obs<21tab group_id if count_est_obs<30drop if count_event_obs <21drop if count_est_obs <30set more off gen predicted_return=.egen id=group(group_id)
后面还准备进行forvalues i=1(1)2680{ l id group_id if id==`i' & dif==0 reg ret market_ret if id==`i' & estimation_window==1 predict p if id==`i' replace predicted_return = p if id==`i' & event_window==1 drop p}

esttab using test.rtf

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关键词：Variable Group found Stata tata 普林斯顿大学

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changpengman 发表于 2017-3-3 16:52:11

格式太乱再发一遍
use eventdates, clear
sort company_id
by company_id: gen eventcount=_N
by company_id: keep if _n==1
sort company_id
keep company_id eventcount
save eventcount

use stockdata, clear
sort company_id
merge m:1 company_id using eventcount
tab _merge
keep if _merge==3
drop _merge
expand eventcount
drop eventcount
sort company_id date
by company_id date: gen set=_n
sort company_id set
save stockdata2

use eventdates, clear
sort company_id
by company_id: gen set=_n
sort company_id set
save eventdates2
use stockdata2, clear
merge m:1 company_id set using eventdates2
tab _merge
egen group_id = group(company_id set)

sort group_id date
by group_id: gen datenum=_n
by group_id: gen target=datenum if date==event_date
egen td=min(target), by(group_id)
drop target
gen dif=datenum-td

by group_id: gen event_window=1 if dif>=-10 & dif<=10
egen count_event_obs=count(event_window), by(group_id)
by group_id: gen estimation_window=1 if dif<-30 & dif>=-60
egen count_est_obs=count(estimation_window), by(group_id)
replace event_window=0 if event_window==.
replace estimation_window=0 if estimation_window==.

tab group_id if count_event_obs<21
tab group_id if count_est_obs<30
drop if count_event_obs <21
drop if count_est_obs <30

set more off

gen predicted_return=.
egen id=group(group_id)
forvalues i=1(1)2680{
l id group_id if id==`i' & dif==0
reg ret market_ret if id==`i' & estimation_window==1
predict p if id==`i'
replace predicted_return = p if id==`i' & event_window==1
drop p
}

esttab using test.rtf