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st: Automating regressions

From   max r <>
Subject   st: Automating regressions
Date   Mon, 8 Jun 2009 10:10:10 -0400

Hi All:

I have a panel dataset, with 1500 panels each with 100 time periods. I
want to run a simple cross-sectional regression for each of the 100
time periods and store the residuals as a separate variable each time.
I can do this one by one using "if time_var==   " at the end of each
regression, wondering if there is  easier way to perform this ?

Max R
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