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Re: st: my code for event study
Michael Blasnik's response seems most promising: try to switch to in
instead of if. How to do that depends on how your data is structured.
--- Nian Huang <[email protected]> wrote:
> I want to thank everybody for their previous quick responses.
>
> Here is my piece of code for event study. Basically, I get it from
> the
> Stata sample program.
>
>
> forvalues i=1(1)1314 {
> quietly reg ret mkt if id==`i' & est_window==1
> quietly predict p if id==`i'
> quietly replace pred_rtn= p if id==`i' & event_window==1
> quietly drop p
> }
>
> The above program took 30 minutes to run through. Is there any way to
> improve it?
>
> Appreciate your input!
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
