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Attaullah Shah
Keymaster
August 23, 2020 at 11:51 pm
Post count: 69
#4617

The following statistics show that there are gaps in your range variable – hours. Due to these gaps, you never achieve the maximum number of observations in your regression. The max goes to 17508. And in some cases, the gap is 191 periods. 

bys group: asreg ret btcret, wind (hours 17520)

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
       _Nobs |     55,984    14057.27    4615.921          3      17508
         _R2 |     55,984     .286359      .16784   4.19e-06   .6340864
      _adjR2 |     55,984    .2861602    .1681217   -.441666   .6340654
   _b_btcret |     55,984    .8394192    .3598068  -1.821103   69.31989
     _b_cons |     55,984    .0003909    .0014452  -.2672959   .0135633

. bys group (hours ) : gen dif = hours - hours[_n-1]
(1 missing value generated)

. sum dif

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
         dif |     56,001    1.101266    1.175469          1        191