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  • rangestat error

    Hi, I am trying to do a regression using -rangestat-, but it gives an error saying "no result for all obs: reg ret sprtrn exchange_rates, varlist required r(100);". Any idea on how to fix this?

    This is the code I'm trying to use, together with its error message:
    Code:
    rangestat (reg) ret sprtrn exchange_rates, by(hcomnam year) interval(year . . )
    
    no result for all obs: reg ret sprtrn exchange_rates
    varlist required
    r(100);
    This is my sample data:
    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    
    clear
    
    input long seq str6 country_pair_exchange str32 hcomnam float year double(ret sprtrn exchange_rates) str23 host_country str2 iso2_host str19 home_country str2 iso2_home
    
    1 "exalus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.7272839267964135 ""                        ""   "USA"                 "US"
    
    1 "exauus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Austria"                 "AT" "USA"                 "US"
    
    1 "exbeus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Belgium"                 "BE" "USA"                 "US"
    
    1 "exbzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.8303314741035863 "Brazil"                  "BR" "USA"                 "US"
    
    1 "excaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.4855840637450197 "Canada"                  "CA" "USA"                 "US"
    
    1 "exchus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.278411155378496 "China"                   "CN" "USA"                 "US"
    
    1 "exdnus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.095836254980082 "Denmark"                 "DK" "USA"                 "US"
    
    1 "execus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Euro Community"          ""   "USA"                 "US"
    
    1 "exeuus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  1.086476656851245 "European Monetary Union" ""   "USA"                 "US"
    
    1 "exfnus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Finland"                 "FI" "USA"                 "US"
    
    1 "exfrus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "France"                  "FR" "USA"                 "US"
    
    1 "exgeus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Germany"                 "DE" "USA"                 "US"
    
    1 "exgrus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 365.95501992031876 "Greece"                  "GR" "USA"                 "US"
    
    1 "exhkus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 7.7924075697211155 "Hong Kong"               "HK" "USA"                 "US"
    
    1 "exinus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  45.00264541832669 "India"                   "IN" "USA"                 "US"
    
    1 "exirus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Ireland"                 "IE" "USA"                 "US"
    
    1 "exitus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Italy"                   "IT" "USA"                 "US"
    
    1 "exjpus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 107.81171314741037 "Japan"                   "JP" "USA"                 "US"
    
    1 "exkous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1130.9867729083662 "Korea"                   "KR" "USA"                 "US"
    
    1 "exmaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 3.8000019920318557 "Malaysia"                "MY" "USA"                 "US"
    
    1 "exmxus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  9.458822310756965 "Mexico"                  "MX" "USA"                 "US"
    
    1 "exneus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Netherlands"             "NL" "USA"                 "US"
    
    1 "exnous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.813610358565736 "Norway"                  "NO" "USA"                 "US"
    
    1 "exnzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 2.2049431055195625 "New Zealand"             "NZ" "USA"                 "US"
    
    1 "expous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Portugal"                "PT" "USA"                 "US"
    
    1 "exsdus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145    9.1750250996016 "Sweden"                  "SE" "USA"                 "US"
    
    1 "exsfus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  6.949025396825397 "South Africa"            "ZA" "USA"                 "US"
    
    1 "exsius" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  1.725081673306773 "Singapore"               "SG" "USA"                 "US"
    
    1 "exslus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  76.97617529880483 "Sri Lanka"               "LK" "USA"                 "US"
    
    1 "exspus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Spain"                   "ES" "USA"                 "US"
    
    1 "exszus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.6904653386454187 "Switzerland"             "CH" "USA"                 "US"
    
    1 "extaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 31.262625498007992 "Taiwan"                  "TW" "USA"                 "US"
    
    1 "exthus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  40.21883665338646 "Thailand"                "TH" "USA"                 "US"
    
    1 "exukus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .6612402476001943 ""                        ""   "USA"                 "US"
    
    1 "exusal" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .5814733067729086 "Australia"               "AU" "USA"                 "US"
    
    1 "exusec" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "USA"                     "US" "Euro Community"      ""  
    
    1 "exuseu" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .9231239043824698 "USA"                     "US" "Euro Monetary Union" ""  
    
    1 "exusir" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "USA"                     "US" "Ireland"             "IE"
    
    1 "exusnz" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .4566406374501988 "USA"                     "US" "New Zealand"         "NZ"
    
    1 "exusuk" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.5153195219123503 "USA"                     "US" "UK"                  "GB"
    
    1 "exvzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .6805721115537846 "Venezuela"               "VE" "USA"                 "US"
    
    2 "exalus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.9363014622858492 ""                        ""   "USA"                 "US"
    
    2 "exauus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Austria"                 "AT" "USA"                 "US"
    
    2 "exbeus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Belgium"                 "BE" "USA"                 "US"
    
    2 "exbzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  2.349191869918698 "Brazil"                  "BR" "USA"                 "US"
    
    2 "excaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.5484873983739835 "Canada"                  "CA" "USA"                 "US"
    
    2 "exchus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.277016666666666 "China"                   "CN" "USA"                 "US"
    
    2 "exdnus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.334086585365856 "Denmark"                 "DK" "USA"                 "US"
    
    2 "execus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Euro Community"          ""   "USA"                 "US"
    
    2 "exeuus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.1182295326862943 "European Monetary Union" ""   "USA"                 "US"
    
    2 "exfnus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Finland"                 "FI" "USA"                 "US"
    
    2 "exfrus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "France"                  "FR" "USA"                 "US"
    
    2 "exgeus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Germany"                 "DE" "USA"                 "US"
    
    2 "exgrus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Greece"                  "GR" "USA"                 "US"
    
    2 "exhkus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  7.799676422764223 "Hong Kong"               "HK" "USA"                 "US"
    
    2 "exinus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  47.21735772357727 "India"                   "IN" "USA"                 "US"
    
    2 "exirus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Ireland"                 "IE" "USA"                 "US"
    
    2 "exitus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Italy"                   "IT" "USA"                 "US"
    
    2 "exjpus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 121.59406504065043 "Japan"                   "JP" "USA"                 "US"
    
    2 "exkous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  1291.906219512195 "Korea"                   "KR" "USA"                 "US"
    
    2 "exmaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 3.8000109756097396 "Malaysia"                "MY" "USA"                 "US"
    
    2 "exmxus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   9.33520731707317 "Mexico"                  "MX" "USA"                 "US"
    
    2 "exneus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Netherlands"             "NL" "USA"                 "US"
    
    2 "exnous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.998602032520328 "Norway"                  "NO" "USA"                 "US"
    
    2 "exnzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 2.3819850231657322 "New Zealand"             "NZ" "USA"                 "US"
    
    2 "expous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Portugal"                "PT" "USA"                 "US"
    
    2 "exsdus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 10.340744715447148 "Sweden"                  "SE" "USA"                 "US"
    
    2 "exsfus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   8.61825887096774 "South Africa"            "ZA" "USA"                 "US"
    
    2 "exsius" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.7936040650406508 "Singapore"               "SG" "USA"                 "US"
    
    2 "exslus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  89.60298780487808 "Sri Lanka"               "LK" "USA"                 "US"
    
    2 "exspus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Spain"                   "ES" "USA"                 "US"
    
    2 "exszus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.6895296747967474 "Switzerland"             "CH" "USA"                 "US"
    
    2 "extaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   33.8187398373984 "Taiwan"                  "TW" "USA"                 "US"
    
    2 "exthus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  44.53208130081303 "Thailand"                "TH" "USA"                 "US"
    
    2 "exukus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .6949581317774717 ""                        ""   "USA"                 "US"
    
    2 "exusal" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .5169926829268294 "Australia"               "AU" "USA"                 "US"
    
    2 "exusec" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "USA"                     "US" "Euro Community"      ""  
    
    2 "exuseu" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .8950243902439028 "USA"                     "US" "Euro Monetary Union" ""  
    
    2 "exusir" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "USA"                     "US" "Ireland"             "IE"
    
    2 "exusnz" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 .42017235772357747 "USA"                     "US" "New Zealand"         "NZ"
    
    2 "exusuk" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.4393191056910568 "USA"                     "US" "UK"                  "GB"
    
    2 "exvzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .7239313008130082 "Venezuela"               "VE" "USA"                 "US"
    
    3 "exalus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 1.8410269680441937 ""                        ""   "USA"                 "US"
    
    3 "exauus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Austria"                 "AT" "USA"                 "US"
    
    3 "exbeus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Belgium"                 "BE" "USA"                 "US"
    
    3 "exbzus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378          2.9237196 "Brazil"                  "BR" "USA"                 "US"
    
    3 "excaus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 1.5702987999999987 "Canada"                  "CA" "USA"                 "US"
    
    3 "exchus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  8.277049599999994 "China"                   "CN" "USA"                 "US"
    
    3 "exdnus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  7.883638400000004 "Denmark"                 "DK" "USA"                 "US"
    
    3 "execus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Euro Community"          ""   "USA"                 "US"
    
    3 "exeuus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  1.060829719137208 "European Monetary Union" ""   "USA"                 "US"
    
    3 "exfnus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Finland"                 "FI" "USA"                 "US"
    
    3 "exfrus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "France"                  "FR" "USA"                 "US"
    
    3 "exgeus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Germany"                 "DE" "USA"                 "US"
    
    3 "exgrus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Greece"                  "GR" "USA"                 "US"
    
    3 "exhkus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378          7.7996056 "Hong Kong"               "HK" "USA"                 "US"
    
    3 "exinus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  48.62488000000003 "India"                   "IN" "USA"                 "US"
    
    3 "exirus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Ireland"                 "IE" "USA"                 "US"
    
    3 "exitus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Italy"                   "IT" "USA"                 "US"
    
    3 "exjpus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 125.19051999999992 "Japan"                   "JP" "USA"                 "US"
    
    end
    Thank you!




  • #2
    You have accidentally posted your example data double-spaced. I repost it here with the blank lines omitted. I was able to reproduce but not resolve your problem. Perhaps this data will allow someone else to more easily comment.

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input long seq str6 country_pair_exchange str32 hcomnam float year double(ret sprtrn exchange_rates) str23 host_country str2 iso2_host str19 home_country str2 iso2_home
    1 "exalus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.7272839267964135 ""                        ""   "USA"                 "US"
    1 "exauus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Austria"                 "AT" "USA"                 "US"
    1 "exbeus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Belgium"                 "BE" "USA"                 "US"
    1 "exbzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.8303314741035863 "Brazil"                  "BR" "USA"                 "US"
    1 "excaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.4855840637450197 "Canada"                  "CA" "USA"                 "US"
    1 "exchus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.278411155378496 "China"                   "CN" "USA"                 "US"
    1 "exdnus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.095836254980082 "Denmark"                 "DK" "USA"                 "US"
    1 "execus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Euro Community"          ""   "USA"                 "US"
    1 "exeuus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  1.086476656851245 "European Monetary Union" ""   "USA"                 "US"
    1 "exfnus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Finland"                 "FI" "USA"                 "US"
    1 "exfrus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "France"                  "FR" "USA"                 "US"
    1 "exgeus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Germany"                 "DE" "USA"                 "US"
    1 "exgrus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 365.95501992031876 "Greece"                  "GR" "USA"                 "US"
    1 "exhkus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 7.7924075697211155 "Hong Kong"               "HK" "USA"                 "US"
    1 "exinus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  45.00264541832669 "India"                   "IN" "USA"                 "US"
    1 "exirus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Ireland"                 "IE" "USA"                 "US"
    1 "exitus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Italy"                   "IT" "USA"                 "US"
    1 "exjpus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 107.81171314741037 "Japan"                   "JP" "USA"                 "US"
    1 "exkous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1130.9867729083662 "Korea"                   "KR" "USA"                 "US"
    1 "exmaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 3.8000019920318557 "Malaysia"                "MY" "USA"                 "US"
    1 "exmxus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  9.458822310756965 "Mexico"                  "MX" "USA"                 "US"
    1 "exneus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Netherlands"             "NL" "USA"                 "US"
    1 "exnous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  8.813610358565736 "Norway"                  "NO" "USA"                 "US"
    1 "exnzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 2.2049431055195625 "New Zealand"             "NZ" "USA"                 "US"
    1 "expous" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Portugal"                "PT" "USA"                 "US"
    1 "exsdus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145    9.1750250996016 "Sweden"                  "SE" "USA"                 "US"
    1 "exsfus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  6.949025396825397 "South Africa"            "ZA" "USA"                 "US"
    1 "exsius" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  1.725081673306773 "Singapore"               "SG" "USA"                 "US"
    1 "exslus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  76.97617529880483 "Sri Lanka"               "LK" "USA"                 "US"
    1 "exspus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "Spain"                   "ES" "USA"                 "US"
    1 "exszus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.6904653386454187 "Switzerland"             "CH" "USA"                 "US"
    1 "extaus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 31.262625498007992 "Taiwan"                  "TW" "USA"                 "US"
    1 "exthus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  40.21883665338646 "Thailand"                "TH" "USA"                 "US"
    1 "exukus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .6612402476001943 ""                        ""   "USA"                 "US"
    1 "exusal" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .5814733067729086 "Australia"               "AU" "USA"                 "US"
    1 "exusec" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "USA"                     "US" "Euro Community"      ""  
    1 "exuseu" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .9231239043824698 "USA"                     "US" "Euro Monetary Union" ""  
    1 "exusir" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145                  . "USA"                     "US" "Ireland"             "IE"
    1 "exusnz" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .4566406374501988 "USA"                     "US" "New Zealand"         "NZ"
    1 "exusuk" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145 1.5153195219123503 "USA"                     "US" "UK"                  "GB"
    1 "exvzus" "1 800 ATTORNEY INC" 2000 -.0017015725884231784 -.0003265465442857145  .6805721115537846 "Venezuela"               "VE" "USA"                 "US"
    2 "exalus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.9363014622858492 ""                        ""   "USA"                 "US"
    2 "exauus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Austria"                 "AT" "USA"                 "US"
    2 "exbeus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Belgium"                 "BE" "USA"                 "US"
    2 "exbzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  2.349191869918698 "Brazil"                  "BR" "USA"                 "US"
    2 "excaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.5484873983739835 "Canada"                  "CA" "USA"                 "US"
    2 "exchus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.277016666666666 "China"                   "CN" "USA"                 "US"
    2 "exdnus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.334086585365856 "Denmark"                 "DK" "USA"                 "US"
    2 "execus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Euro Community"          ""   "USA"                 "US"
    2 "exeuus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.1182295326862943 "European Monetary Union" ""   "USA"                 "US"
    2 "exfnus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Finland"                 "FI" "USA"                 "US"
    2 "exfrus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "France"                  "FR" "USA"                 "US"
    2 "exgeus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Germany"                 "DE" "USA"                 "US"
    2 "exgrus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Greece"                  "GR" "USA"                 "US"
    2 "exhkus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  7.799676422764223 "Hong Kong"               "HK" "USA"                 "US"
    2 "exinus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  47.21735772357727 "India"                   "IN" "USA"                 "US"
    2 "exirus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Ireland"                 "IE" "USA"                 "US"
    2 "exitus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Italy"                   "IT" "USA"                 "US"
    2 "exjpus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 121.59406504065043 "Japan"                   "JP" "USA"                 "US"
    2 "exkous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  1291.906219512195 "Korea"                   "KR" "USA"                 "US"
    2 "exmaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 3.8000109756097396 "Malaysia"                "MY" "USA"                 "US"
    2 "exmxus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   9.33520731707317 "Mexico"                  "MX" "USA"                 "US"
    2 "exneus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Netherlands"             "NL" "USA"                 "US"
    2 "exnous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  8.998602032520328 "Norway"                  "NO" "USA"                 "US"
    2 "exnzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 2.3819850231657322 "New Zealand"             "NZ" "USA"                 "US"
    2 "expous" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Portugal"                "PT" "USA"                 "US"
    2 "exsdus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 10.340744715447148 "Sweden"                  "SE" "USA"                 "US"
    2 "exsfus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   8.61825887096774 "South Africa"            "ZA" "USA"                 "US"
    2 "exsius" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.7936040650406508 "Singapore"               "SG" "USA"                 "US"
    2 "exslus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  89.60298780487808 "Sri Lanka"               "LK" "USA"                 "US"
    2 "exspus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "Spain"                   "ES" "USA"                 "US"
    2 "exszus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.6895296747967474 "Switzerland"             "CH" "USA"                 "US"
    2 "extaus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806   33.8187398373984 "Taiwan"                  "TW" "USA"                 "US"
    2 "exthus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  44.53208130081303 "Thailand"                "TH" "USA"                 "US"
    2 "exukus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .6949581317774717 ""                        ""   "USA"                 "US"
    2 "exusal" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .5169926829268294 "Australia"               "AU" "USA"                 "US"
    2 "exusec" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "USA"                     "US" "Euro Community"      ""  
    2 "exuseu" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .8950243902439028 "USA"                     "US" "Euro Monetary Union" ""  
    2 "exusir" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806                  . "USA"                     "US" "Ireland"             "IE"
    2 "exusnz" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 .42017235772357747 "USA"                     "US" "New Zealand"         "NZ"
    2 "exusuk" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806 1.4393191056910568 "USA"                     "US" "UK"                  "GB"
    2 "exvzus" "1 800 ATTORNEY INC" 2001    .00468490305431788 -.0004715235618225806  .7239313008130082 "Venezuela"               "VE" "USA"                 "US"
    3 "exalus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 1.8410269680441937 ""                        ""   "USA"                 "US"
    3 "exauus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Austria"                 "AT" "USA"                 "US"
    3 "exbeus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Belgium"                 "BE" "USA"                 "US"
    3 "exbzus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378          2.9237196 "Brazil"                  "BR" "USA"                 "US"
    3 "excaus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 1.5702987999999987 "Canada"                  "CA" "USA"                 "US"
    3 "exchus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  8.277049599999994 "China"                   "CN" "USA"                 "US"
    3 "exdnus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  7.883638400000004 "Denmark"                 "DK" "USA"                 "US"
    3 "execus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Euro Community"          ""   "USA"                 "US"
    3 "exeuus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  1.060829719137208 "European Monetary Union" ""   "USA"                 "US"
    3 "exfnus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Finland"                 "FI" "USA"                 "US"
    3 "exfrus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "France"                  "FR" "USA"                 "US"
    3 "exgeus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Germany"                 "DE" "USA"                 "US"
    3 "exgrus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Greece"                  "GR" "USA"                 "US"
    3 "exhkus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378          7.7996056 "Hong Kong"               "HK" "USA"                 "US"
    3 "exinus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378  48.62488000000003 "India"                   "IN" "USA"                 "US"
    3 "exirus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Ireland"                 "IE" "USA"                 "US"
    3 "exitus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378                  . "Italy"                   "IT" "USA"                 "US"
    3 "exjpus" "1 800 ATTORNEY INC" 2002     .0070147851728161 -.0009221554905079378 125.19051999999992 "Japan"                   "JP" "USA"                 "US"
    end

    Comment


    • #3
      Thanks to William Lisowski for cleaning up the data example.

      rangestat is from SSC, as you are asked to explain (FAQ Advice #12).

      The option calls are puzzling at first sight, as the effect of

      Code:
      by(hcomnam year)
      is to ask for separate regressions for each distinct combination of those variables, while the effect of

      Code:
      int(year . .)
      is to ask for all possible years to be included. The first overrules the second. A more orthodox choice might be

      Code:
      by(hcomnam) int(year 0 0)
      That aside: a simple, standard question is: you get an error message,so does what you're asking for makes sense? Here you're asking for three regressions (subject to there being just one hcomnam value)

      Code:
      reg ret sprtrn exchange_rates if year == 2000  
      
      reg ret sprtrn exchange_rates if year == 2001
      
      reg ret sprtrn exchange_rates if year == 2002
      and the problem that bites you is that sprtrn is constant within year.

      regress will do the regressions and its output is a little more revealing (do try it) but the root of the problem is that sprtrn can't serve as a predictor in the regressions you're asking for, because it is a constant.


      Code:
      * groups is from Stata Journal
      . groups hcomnam year sprtrn
      
        +----------------------------------------------------------+
        |            hcomnam   year       sprtrn   Freq.   Percent |
        |----------------------------------------------------------|
        | 1 800 ATTORNEY INC   2000   -.00032655      41     41.00 |
        | 1 800 ATTORNEY INC   2001   -.00047152      41     41.00 |
        | 1 800 ATTORNEY INC   2002   -.00092216      18     18.00 |
        +----------------------------------------------------------+
      
      .

      Comment


      • #4
        I previously had daily data and I now wanted it to convert into yearly data. Therefore, I collapsed all variables by hcomnam and year, which is why it gives a constant ret and sprtrn value per company per year. Afterwards, I reshaped it from wide to long to get the data above. Ultimately, I needed an output in a firm-year-level (e.g. Apple-2000-USexchange_rate-regression, Apple-2000-UKexchange_rate-regression etc.)

        If sprtrn can't serve as a predictor in the regression because it is a constant, how should I go about for this without collapsing?

        Comment


        • #5
          Sorry: I don't work with this kind of data and can't give good substantive advice.

          Comment

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