stata - How to not get insufficient observations error from accruals quality residuals regression?

Question

I am trying to calculate the residuals for an accrual quality measure. When using this formula, I constantly get the error of insufficient observations.

I checked the missing values in my data, but there where none.

gen Jonesresidual=.
forval y = 2008(1)2015{
forval i = 1(1)3076{
    display `i'
    display `y'
    reg TCA lag_oancf w_oancf lead_oancf sale_change w_ppegt if `i'== idnewnew & `y'== fyear, noconstant
    predict r if `i'== idnewnew & `y'== fyear, resid
    replace Jonesresidual=r if `i'== idnewnew & `y'== fyear 
    drop r
}
}

Does someone know what could be causing this command to return the r(2001) error? Thanks in advance!

question from:https://stackoverflow.com/questions/65647896/how-to-not-get-insufficient-observations-error-from-accruals-quality-residuals-r

Answer 1

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