Hello,
I'm using eventstudy2 for regression. Until this morning, I was able to run all the data completely, but after I changed the car1UB(x)-car10UB(x) value range, I could only generate AR, AAR and CAR data. When generating CAAR data, variable __000016 contains all missing values. I don't know the specific cause of the error, trying to re-import the dta data and run again can't solve it. Can anyone solve this problem?
As my mother tongue is not English, I used translation software, which may affect your reading experience. I apologize for this.
Attached: Regression code and results
use starpdate.dta,clear
eventstudy2 stockid date using starp, ret(sr) model(FM) marketfile(index) mar(mr) idmar(marketid) evwlb(-10) evwub(10) eswlb(-130) eswub(-11) car1LB(-10) car1UB(1) car2LB(-10) car2UB(2) car3LB(-10) car3UB(3) car4LB(-10) car4UB(4) car5LB(-10) car5UB(5) car6LB(10) car6UB(6) car7LB(-10) car7UB(7) car8LB(-10) car8UB(8) car9LB(-10) car9UB(9) car10LB(-10) car10UB(10) arfillevent replace
Generating dateline ...
...succeeded
Preparation of event list ...
...succeeded
Preparation of security return data...
...succeeded
Preparation of market and/or factor return data...
...succeeded
Merging event dates and stock market data...
...succeeded
Calculating abnormal returns...
1 out of 9 events completed.
2 out of 9 events completed.
3 out of 9 events completed.
4 out of 9 events completed.
5 out of 9 events completed.
6 out of 9 events completed.
7 out of 9 events completed.
8 out of 9 events completed.
9 out of 9 events completed.
...succeeded
Assessing statistical significance of abnormal returns...
variable __000016 contains all missing values
r(498);
I'm using eventstudy2 for regression. Until this morning, I was able to run all the data completely, but after I changed the car1UB(x)-car10UB(x) value range, I could only generate AR, AAR and CAR data. When generating CAAR data, variable __000016 contains all missing values. I don't know the specific cause of the error, trying to re-import the dta data and run again can't solve it. Can anyone solve this problem?
As my mother tongue is not English, I used translation software, which may affect your reading experience. I apologize for this.
Attached: Regression code and results
use starpdate.dta,clear
eventstudy2 stockid date using starp, ret(sr) model(FM) marketfile(index) mar(mr) idmar(marketid) evwlb(-10) evwub(10) eswlb(-130) eswub(-11) car1LB(-10) car1UB(1) car2LB(-10) car2UB(2) car3LB(-10) car3UB(3) car4LB(-10) car4UB(4) car5LB(-10) car5UB(5) car6LB(10) car6UB(6) car7LB(-10) car7UB(7) car8LB(-10) car8UB(8) car9LB(-10) car9UB(9) car10LB(-10) car10UB(10) arfillevent replace
Generating dateline ...
...succeeded
Preparation of event list ...
...succeeded
Preparation of security return data...
...succeeded
Preparation of market and/or factor return data...
...succeeded
Merging event dates and stock market data...
...succeeded
Calculating abnormal returns...
1 out of 9 events completed.
2 out of 9 events completed.
3 out of 9 events completed.
4 out of 9 events completed.
5 out of 9 events completed.
6 out of 9 events completed.
7 out of 9 events completed.
8 out of 9 events completed.
9 out of 9 events completed.
...succeeded
Assessing statistical significance of abnormal returns...
variable __000016 contains all missing values
r(498);
Comment