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From |
"Michael Blasnik" <michael.blasnik@verizon.net> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
regression and prediction problem (was Re: st: upper case to lowercase for all variable names) |

Date |
Wed, 16 Nov 2005 17:55:23 -0500 |

I think -statsby- is what you are looking for followed by some generate statements.

Michael Blasnik

----- Original Message ----- From: "Mindell Nitkin" <mindy.nitkin@simmons.edu>

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,

Mindy Nitkin

DBA candidate

Boston University

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**References**:**RE: st: upper case to lower case for all variable names***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: upper case to lower case for all variable names***From:*Mindell Nitkin <mindy.nitkin@simmons.edu>

**Re: st: upper case to lower case for all variable names***From:*Caleb Southworth <caleb@twinky.uoregon.edu>

**Re: st: upper case to lower case for all variable names***From:*"Michael Blasnik" <michael.blasnik@verizon.net>

**Re: st: upper case to lower case for all variable names***From:*Mindell Nitkin <mindy.nitkin@simmons.edu>

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