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  • eventstudy2

    Hi,

    I am new to Stata and trying to get to grips with the basics, though even they seem to be challenging me. I have prepared a basic command for eventstudy2 as a means to get going initially and then build from there. The command is set out below



    I have 3 separate folders, one with event data, one with factor information and one with security returns. After quite a lot of time getting the data sorted I am now getting the following error code:



    I have searched for r(111) and the following has been revealed:



    I have run through my data and command and cannot work out why the above is happening. Any guidance would be much appreciated!
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