这是把两行加在中间
forvalues i=1(1)`N' {
2.
. sum id
3.
. local N=r(max)
4.
. list id company_id if id==`i' & dif==0
5.
. reg ret market_return if id==`i' & estimation_window==1
6.
. predict p if id==`i'
7.
. replace predicted_return = p if id==`i' & event_window==1
8.
. drop p
9.
. }
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
id | 15654 31.5573 17.91308 1 62
Source | SS df MS Number of obs = 2
-------------+------------------------------ F( 1, 0) = .
Model | 5.5778 1 5.5778 Prob > F = .
Residual | 0 0 . R-squared = 1.0000
-------------+------------------------------ Adj R-squared = .
Total | 5.5778 1 5.5778 Root MSE = 0
------------------------------------------------------------------------------
ret | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
market_ret~n | -.0036699 . . . . .
_cons | 35.58836 . . . . .
------------------------------------------------------------------------------
(option xb assumed; fitted values)
(15402 missing values generated)
(0 real changes made)
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
id | 15654 31.5573 17.91308 1 62
+---------------+
| id compan~d |
|---------------|
518. | 2 GM |
+---------------+
insufficient observations
r(2001);
|