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  • Adding saving option when using statsby

    I run the following command first: statsby, by(Ticker): reg return mkt smb hml if training==1
    Got this error message: no; data in memory would be lost

    Run this afterward: statsby, saving(regtest), by(Ticker): reg return mkt smb hml if training==1
    Error: invalid 'by'


    I'm not sure if I'm supplying saving option the wrong way or it's something else. Thank you in advance for your help.

  • #2
    Remove the comma between -saving(regtest)- and -by(Ticker):-. In Stata, a single comma separates the command and its arguments from all the options, but no commas should occur between options.

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    • #3
      Thank you very much Clyde.

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