Adding saving option when using statsby

[Maher Daoud]

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.

[Maher Daoud]

Just realized this has been posted twice. Apologies for that.