各位大神求助！我是stata新手，做stata数据出现问题啦！
我们用的是普林斯顿的event study  http://dss.princeton.edu/online_help/stats_packages/stata/eventstudy.html
我们是做收购的event， 很多公司在相同的一年有很多收购，这些事件发生的时间都不相同。但是代码只能取第一个，后面的几笔同公司收购全部都自动删除掉了。
可是这会影响我们的结果……
有没有什么办法能够保留所有的收购，而不是每个公司保留一笔？或者是不是代码中出现了什么限制呀？我上传下我们的一年的数据，希望有大神能够帮我们解答，谢谢啦！

use stockdata1981.dta, replace

sort company_id date
replace prc= abs(prc)
by company_id: gen ret= (prc - prc[_n-1])/prc[_n-1]

merge m:m company_id using eventdates1981.dta

keep if _merge==3
sort company_id date
by company_id: gen datenum=_n
by company_id: gen target=datenum if date==event_date
egen td=min(target), by(company_id)
drop target
gen dif=datenum-td

*set the window*
by company_id: gen event_window=1 if dif>=-1 & dif<=1
egen count_event_obs=count(event_window), by(company_id)
by company_id: gen estimation_window=1 if dif<=-6 & dif>=-205
egen count_est_obs=count(estimation_window), by(company_id)
replace event_window=0 if event_window==.
replace estimation_window=0 if estimation_window==.

*list of company_ids that do not have enough observations within the event and estimate window*
set more off
tab company_id if count_event_obs<3
tab company_id if count_est_obs<200

*drop if not enough*
drop if count_event_obs < 3
drop if count_est_obs < 200
drop count_event_obs count_est_obs

*Estimating Normal Performance*
set more off /* this command just keeps stata from pausing after each screen of output */

gen predicted_return=.
egen id=group(company_id)

/* for multiple event dates, use: egen id = group(group_id) */
forvalues i=1(1)98 { /*note: replace N with the highest value of id */
        l id company_id if id==`i' & dif==0
        reg ret market_return if id==`i' & estimation_window==1
        predict p if id==`i'
        replace predicted_return = p if id==`i' & event_window==1
        drop p
}  

*Abnormal and Cumulative Abnormal Returns*
sort id fyear
gen abnormal_return=ret-predicted_return if event_window==1
sort company_id
by company_id: egen cumulative_abnormal_return = sum(abnormal_return)
sort id
egen evacar = mean(abnormal_return)
*Testing for Significance*
sort id date
by id: egen ar_sd = sd(abnormal_return)
gen test =(1/sqrt(98)) * ( cumulative_abnormal_return /ar_sd)
list company_id cumulative_abnormal_return test if dif==0

*output*

outsheet  company_id event_date cumulative_abnormal_return test using stats.csv if dif==0, comma names

*Testing Across All Events*
reg cumulative_abnormal_return if dif==0, robust


而且中间出现了一个问题，就是在做循环回归的时候，98个公司到51就不跑了，说是 no observation, 不明白这是怎么回事嗷呜……


多谢各位大神！