楼主: kongrenli0
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[回归分析求助] 初学者求助 EventStudy中forvalues出现no observations错误 [推广有奖]

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kongrenli0 发表于 2019-9-2 10:33:00 |AI写论文
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代码如下，在正常回归一段时间后就会出现no observations错误，我已检查过，数据中没有缺失值。
capture reg也已试过，结果无法使用。stata新手在此向各位求助！
  1. [/backcolor][/color]
  2. [color=rgb(51, 51, 51)][backcolor=transparent]use merge
  3. sum ID
  4. global MaxID=r(max)
  5. forvalues i=1(1)$MaxID {
  6. qui reg R_Rf Rm_Rf  SMB HML senti if ID==`i' & estimation_window==1
  7. predict p if ID==`i'
  8. replace predicted_return=p if ID==`i' & event_window==1
  9. drop p
  10. }
  11. save 估计收益率,replace
  12. [/backcolor][/color]
  13. [color=rgb(51, 51, 51)][backcolor=transparent]
复制代码



  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input float(ID R_Rf) double(SMB HML) float senti
  4. 21561        .007089 .00010599999950500205 .001193000003695488 .2864139
  5. 21563       -.001246 .00010599999950500205 .001193000003695488 .2864139
  6. 21570        -.00681 .00010599999950500205 .001193000003695488 .2864139
  7. 21585       -.010367 .00010599999950500205 .001193000003695488 .2864139
  8. 21596       -.024159 .00010599999950500205 .001193000003695488 .2864139
  9. 21603        -.00607 .00010599999950500205 .001193000003695488 .2864139
  10. 21610       -.004946 .00010599999950500205 .001193000003695488 .2864139
  11. 21614       -.054636 .00010599999950500205 .001193000003695488 .2864139
  12. 21624    -.008030999 .00010599999950500205 .001193000003695488 .2864139
  13. 21626       -.005624 .00010599999950500205 .001193000003695488 .2864139
  14. 21633       -.001747 .00010599999950500205 .001193000003695488 .2864139
  15. 21643        .002287 .00010599999950500205 .001193000003695488 .2864139
  16. 21663       -.015481 .00010599999950500205 .001193000003695488 .2864139
  17. 21662       -.015481 .00010599999950500205 .001193000003695488 .2864139
  18. 21677        .043137 .00010599999950500205 .001193000003695488 .2864139
  19. 21679        .013521 .00010599999950500205 .001193000003695488 .2864139
  20. 21687 -.000018000137 .00010599999950500205 .001193000003695488 .2864139
  21. 21697       -.006891 .00010599999950500205 .001193000003695488 .2864139
  22. 21707       -.000727 .00010599999950500205 .001193000003695488 .2864139
  23. 21714       -.008817 .00010599999950500205 .001193000003695488 .2864139
  24. 21721       -.014283 .00010599999950500205 .001193000003695488 .2864139
  25. 21731        .001288 .00010599999950500205 .001193000003695488 .2864139
  26. 21740     .018006999 .00010599999950500205 .001193000003695488 .2864139
  27. 21747        -.00899 .00010599999950500205 .001193000003695488 .2864139
  28. 21754         -.0041 .00010599999950500205 .001193000003695488 .2864139
  29. 21763       -.002949 .00010599999950500205 .001193000003695488 .2864139
  30. 21772   -.0001869998 .00010599999950500205 .001193000003695488 .2864139
  31. 21776         -.0041 .00010599999950500205 .001193000003695488 .2864139
  32. 21783         -.0041 .00010599999950500205 .001193000003695488 .2864139
  33. 21792    .0007369998 .00010599999950500205 .001193000003695488 .2864139
  34. 21800       -.001167 .00010599999950500205 .001193000003695488 .2864139
  35. 21809       -.001167 .00010599999950500205 .001193000003695488 .2864139
  36. 21810         -.0041 .00010599999950500205 .001193000003695488 .2864139
  37. 21820       -.006597 .00010599999950500205 .001193000003695488 .2864139
  38. 21828    .0005049999 .00010599999950500205 .001193000003695488 .2864139
  39. 21837        .010423 .00010599999950500205 .001193000003695488 .2864139
  40. 21844       -.000582 .00010599999950500205 .001193000003695488 .2864139
  41. 21850       -.004581 .00010599999950500205 .001193000003695488 .2864139
  42. 21858        .005062 .00010599999950500205 .001193000003695488 .2864139
  43. 21865       -.010174 .00010599999950500205 .001193000003695488 .2864139
  44. 21874    .0041099996 .00010599999950500205 .001193000003695488 .2864139
  45. 21884        -.01101 .00010599999950500205 .001193000003695488 .2864139
  46. 21886       -.006613 .00010599999950500205 .001193000003695488 .2864139
  47. 21896       -.012995 .00010599999950500205 .001193000003695488 .2864139
  48. 21906        .009621 .00010599999950500205 .001193000003695488 .2864139
  49. 21908       -.001235 .00010599999950500205 .001193000003695488 .2864139
  50. 21928        .003546 .00010599999950500205 .001193000003695488 .2864139
  51. 21938         -.0041 .00010599999950500205 .001193000003695488 .2864139
  52. 21946       -.022619 .00010599999950500205 .001193000003695488 .2864139
  53. 21948        .002852 .00010599999950500205 .001193000003695488 .2864139
  54. 21950       -.009574 .00010599999950500205 .001193000003695488 .2864139
  55. 21957        -.00482 .00010599999950500205 .001193000003695488 .2864139
  56. 21966       -.018218 .00010599999950500205 .001193000003695488 .2864139
  57. 21974       -.009656 .00010599999950500205 .001193000003695488 .2864139
  58. 21984       -.001042 .00010599999950500205 .001193000003695488 .2864139
  59. 21994       -.001619 .00010599999950500205 .001193000003695488 .2864139
  60. 21996        -.00522 .00010599999950500205 .001193000003695488 .2864139
  61. 22003        .002366 .00010599999950500205 .001193000003695488 .2864139
  62. 22025       -.003036 .00010599999950500205 .001193000003695488 .2864139
  63. 22032        -.00988 .00010599999950500205 .001193000003695488 .2864139
  64. 22039       -.040703 .00010599999950500205 .001193000003695488 .2864139
  65. 22047        .010231 .00010599999950500205 .001193000003695488 .2864139
  66. 22059       -.005581 .00010599999950500205 .001193000003695488 .2864139
  67. 22069       -.001799 .00010599999950500205 .001193000003695488 .2864139
  68. 22075       -.000371 .00010599999950500205 .001193000003695488 .2864139
  69. 22077       -.008204 .00010599999950500205 .001193000003695488 .2864139
  70. 22080       -.006909 .00010599999950500205 .001193000003695488 .2864139
  71. 22084         .00117 .00010599999950500205 .001193000003695488 .2864139
  72. 22087        .005656 .00010599999950500205 .001193000003695488 .2864139
  73. 22096       -.015865 .00010599999950500205 .001193000003695488 .2864139
  74. 22106       -.015813 .00010599999950500205 .001193000003695488 .2864139
  75. 22114       -.001917 .00010599999950500205 .001193000003695488 .2864139
  76. 22121       -.014963 .00010599999950500205 .001193000003695488 .2864139
  77. 22123       -.007326 .00010599999950500205 .001193000003695488 .2864139
  78. 22133        .015622 .00010599999950500205 .001193000003695488 .2864139
  79. 22143         -.0041 .00010599999950500205 .001193000003695488 .2864139
  80. 22149       -.005189 .00010599999950500205 .001193000003695488 .2864139
  81. 22155         -.0041 .00010599999950500205 .001193000003695488 .2864139
  82. 22161        .010109 .00010599999950500205 .001193000003695488 .2864139
  83. 22167       -.010771 .00010599999950500205 .001193000003695488 .2864139
  84. 22172        .062447 .00010599999950500205 .001193000003695488 .2864139
  85. 22176       -.037399 .00010599999950500205 .001193000003695488 .2864139
  86. 22178        .018024 .00010599999950500205 .001193000003695488 .2864139
  87. 22184        .006811 .00010599999950500205 .001193000003695488 .2864139
  88. 22191         -.0041 .00010599999950500205 .001193000003695488 .2864139
  89. 22194       -.006603 .00010599999950500205 .001193000003695488 .2864139
  90. 22198       -.007136 .00010599999950500205 .001193000003695488 .2864139
  91. 22207        .010547 .00010599999950500205 .001193000003695488 .2864139
  92. 22211        .095751 .00010599999950500205 .001193000003695488 .2864139
  93. 22215       -.012992 .00010599999950500205 .001193000003695488 .2864139
  94. 22219       -.049587 .00010599999950500205 .001193000003695488 .2864139
  95. 22222       -.002892 .00010599999950500205 .001193000003695488 .2864139
  96. 22225       -.001167 .00010599999950500205 .001193000003695488 .2864139
  97. 22228       -.001787 .00010599999950500205 .001193000003695488 .2864139
  98. 22231       -.015607 .00010599999950500205 .001193000003695488 .2864139
  99. 22234       -.014563 .00010599999950500205 .001193000003695488 .2864139
  100. 22237        .003941 .00010599999950500205 .001193000003695488 .2864139
  101. 22239         .00413 .00010599999950500205 .001193000003695488 .2864139
  102. 22241        .002802 .00010599999950500205 .001193000003695488 .2864139
  103. 22244         .00148 .00010599999950500205 .001193000003695488 .2864139
  104. end
复制代码



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关键词：observations observation forvalues observat forvalue

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沙发
kongrenli0 发表于 2019-9-2 18:17:26
晕了晕了
藤椅
小番茄图图 学生认证  发表于 2019-11-3 22:40:32
我遇到和你一样的问题 虽然我不知道咋解决，但是我发现的问题所在。forvalues j=1(1)`N' {
     *list id company_id if id==`j' & dif==0
     * 在估计窗口内估计市场模型
     qui reg dretwd dretwdeq if (id==`j' & estimation_window==1)
     * 得到全样本范围内的正常回报率，即 market_return 的全样本拟合值
     predict p if id==`j'   
     * 在事件窗口内计算正常回报率
     replace predicted_return = p if (id==`j' & event_window==1)
     drop p
   }
这是我的代码，出现了no obersavations. 我发现.
browse id predicted_return if predicted_return!=.

. browse if id==44

. browse dif==.
最后发现没有该股票20091218之前的股价文件" if stkcd ==2323  所以循环跑到这个stkcd这里就no obersavations
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板凳
银银轩 发表于 2019-12-16 23:25:23
有可能是数据的存储类型
可以看一下数据的类型是不是数值型（显示为红色）的，字符型就会出现no observations
报纸
高小零 发表于 2020-3-25 17:14:25
把j左右的标点去掉就可以了，亲测有效。
地板
羊羊羊120 发表于 2020-6-27 19:35:58 来自手机
银银轩 发表于 2019-12-16 23:25
有可能是数据的存储类型
可以看一下数据的类型是不是数值型（显示为红色）的，字符型就会出现no observati ...
超级有用，捣鼓了一下午，原来是这个原因，感谢大神
7楼
kenna66 学生认证  发表于 2020-7-1 01:04:00
请问怎么把字符型变成数值型呀？
8楼
天才卷心菜 发表于 2022-2-24 20:54:12
小番茄图图 发表于 2019-11-3 22:40
我遇到和你一样的问题 虽然我不知道咋解决，但是我发现的问题所在。forvalues j=1(1)`N' {
     *list id ...
太感谢了，我的问题也是一样的，我的解决方式是设定新变量计数我所设置的两个哑变量数值，把数值小于规定期的数据删除
9楼
~Tiramisu 发表于 2023-12-18 23:11:50
天才卷心菜 发表于 2022-2-24 20:54
太感谢了，我的问题也是一样的，我的解决方式是设定新变量计数我所设置的两个哑变量数值，把数值小于规定 ...
你好，请问有代码可以看一下吗？非常感谢！
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