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 ?
Thanks,
Max R
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