Forvalues and "no observations".

[Nick Kyrgios]

Hi all,

I am doing an event study with 800 different stocks and using the Princeton event study code (https://dss.princeton.edu/online_hel...ventstudy.html).

At the time I use 'forval' the loop always stops after stock 11. Even if I remove the stock in question from the data (just to see what the problem is).

my code:

forval i=1/800{

reg Ret MktRF SMB HML if Estimation_window1==1 & Id==`i'
predict p if Id==`i'
replace Normalreturn = p if Id==`i'
drop p

}

Does anyone have a solution to make the loop continue even after the eleventh stock?

I like to hear from you!

[Nick Cox]

Here's one way.

forval i=1/800 {

capture reg Ret MktRF SMB HML if Estimation_window1==1 & Id==`i'
if _rc == 0 { 
    predict p if Id==`i'
    replace Normalreturn = p if Id==`i'
    drop p
}
}

[Nick Kyrgios]

Dear Nick Cox,

Thanks for your quick response!

It works perfectly!

You are making my day, many thanks.