In some instance the standard option that STATA stops whenever an error occurs is a (minor) annoyance. In one of my projects I was running the same set of regressions over several groups with loops. However, whenever STATA found a group that could not run the regressions it would stop, stating the error no observations. Similar things can happen when you select (sub)groups to run commands like summarize, tabulate etc.
One solution is to “capture” the command, so that any error that is returned does not stop the do-file. My favourite example for capture is the following statement that can be found in almost all of my do-files…: