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regression and prediction problem (was Re: st: upper case to lowercase for all variable names)
I think -statsby- is what you are looking for followed by some generate
----- Original Message -----
From: "Mindell Nitkin" <firstname.lastname@example.org>
Thanks for the suggestion, but that isn't quite what I am looking for, so
I'll try to clarify.
I want to do industry based regressions in year t-1, then use the
coefficients from the industry regressions to predict the value of accrual
for firms in each industry in year t. I am using 2 digit SIC codes to
define the industries. I have roughly 50 industry groupings with anywhere
between 10 and 100 firms per industry.
For example, in the first stage:
by SIC: regress accruals PPE REV AR INV
In the second stage, I want to use the coefficients of PPE REV AR and INV
to predict accruals (or alternately to predict the unexpected portion of
accruals / the residuals) for each firm within any given industry.
Again thanks for the help,
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