error 123 : invalid numlist has too many elements

[Kishore Narayanan]

Hello all ,

I am trying to obtain cumulative abnormal returns using stata based on event dates . However when I run the loop foreach am not able to get the desired result because i get the error error 123 : invalide numlist has too many elements .

The following is my code:

egen ID = group(permno)

foreach i of numlist 1 / 2701 {
quietly regress ret vwretd if ID == `i' & estimation_window == 1
predict p if ID == `i'
replace predicted_return = p if ID == `i'
drop p
}

Can you tell me where i went wrong or how i could make this code better ?

Thanks and Regards,

Kishore

[Scott Merryman]

Use

forvalue i = 1/2701 {

[Nick Cox]

This is precisely why forvalues exists:

forval i = 1 / 2701 {

Rather than laboriously calculating a numlist, forvalues just loops over the range specified.

[daniel klein]

Ok, just to add see

help limits

where you will find that a numlist can only hold 2,500 values.
Best
Daniel

[Kishore Narayanan]

Thanks a lot people - the code works well now - forval it is