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RE: st: RE: How to 'predict' residual by region? Seasonal adjustment?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: How to 'predict' residual by region? Seasonal adjustment?
Date   Fri, 8 Aug 2008 18:35:03 +0100

This is going round in circles! 

Kieran showed how to get just one residual variable. 

Nick 
n.j.cox@durham.ac.uk 


Galina An

Thank you very much, Ricardo, it works well!
Though it generates several residual variables, which I can collapse 
into 1 afterwards.

Joao Ricardo F. Lima wrote:

> how about:
>
> ************************begin example**********************
> sysuse auto, clear
> recode rep78 1/2= 3
> tab rep78 , gen(rep)
>
> gen constant = .
> levelsof rep78, local(levels)
> foreach levl of local levels {
>        reg mpg rep1 rep2 trunk if rep78 == `levl'
>        replace constant=_b[_cons] if rep78 == `levl'
>        predict x`levl', resid
> }
> **************end example************************************
>

> 2008/8/7 Galina An <ang@kenyon.edu>:
>   
>> Great! Thank you very much, Kieran!

>> Kieran McCaul wrote:
>>     
>>> You need modify the code that Richard suggested earlier.
>>>
>>>
>>> gen r == .
>>> levelsof region_code, local(levels)
>>> foreach levl of local levels {
>>>        reg migration t4 t2 t3 if region_code == `levl'
>>>        predict x, resid
>>>        replace r = x if region_code == `levl'
>>>        drop x
>>> }
>>>
>>
>>> -----Original Message-----
>>> From: owner-statalist@hsphsun2.harvard.edu
>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Galina An

>>> I have another related question. I need to 'predict' residual by
region.
>>>
>>> When I run the following code it only uses the coefficients from the
last
>>> regression to predict residuals:
>>>
>>> by region: reg  migration t2 t3 t4
>>> predict  r,  resid
>>>
>>> if I try to do the loop, it says that r is already defined:
>>>
>>> levelsof region_code, local(levels)
>>> foreach levl of local levels {
>>>        reg migration t4 t2 t3 if region_code == `levl'
>>>       predict r, resid
>>> }
>>>

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