悬赏 5 个论坛币 未解决
代码如下
clear all
capture mkdir D:\360MoveData\Users\Desktop
cd D:\360MoveData\Users\Desktop
use D:/360MoveData/Users/Desktop/eventdates.dta, clear
joinby company_id using stockdata.dta
*For number of trading days:
sort company_id date
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)
gen dif=datenum-td
list date event_date datenum target td dif in 1/20
by company_id: gen event_window=1 if dif>=-3 & dif<=3
egen count_event_obs=count(event_window), by(company_id)
by company_id: gen estimation_window=1 if dif<-30 & dif>=-210
egen count_est_obs=count(estimation_window), by(company_id)
replace event_window=0 if event_window==.
replace estimation_window=0 if estimation_window==.
tab company_id if count_event_obs<5
drop if count_event_obs < 5
tab company_id if count_est_obs<30
drop if count_est_obs < 30
cap drop predicted_return
gen predicted_return=.
cap drop id
egen id=group(company_id)
最后一行运行时显示variable __000001 not found,请问应该怎么修改啊