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

["Michael Blasnik" <michael.blasnik@verizon.net>]

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
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/