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st: RE: Predicting residuals after regressing


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Predicting residuals after regressing
Date   Thu, 7 Feb 2008 13:59:32 -0500

Yvonne Capstick wrote:

>>>I am performing regressions company-by-company <...>

Just a thought. Depending on how many observations per company you have,
how many companies, and your desired interpretation, you may want to run
a multilevel model via xtmixed. You'd still be able to get
company-specific residuals, but the advantages of a multilevel model are
substantial. 

Jay 

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