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st: AW: Regressing and storing residuals in one line.


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Regressing and storing residuals in one line.
Date   Mon, 28 Jun 2010 09:22:34 +0200

<> 

Just loop through the thing:

*************
sysuse auto, clear
qui levelsof rep78

foreach lev in `r(levels)'{
	qui regress price weight length if rep78==`lev'
	predict res`lev', res
}
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Dani Tilley
Gesendet: Montag, 28. Juni 2010 05:04
An: [email protected]
Betreff: st: Regressing and storing residuals in one line.

Hi,

I'm trying to run several regressions (one for each level of a categorical
variable) and store the residuals from each regression in a local macro or
new 
variable I could later manipulate. I figured I could use:

bysort category: regress y x1 x2 

to run the regressions, but I need a second line of code (predict name,
residuals) to get the residuals when bysort allows only one. Is there a way
around this? 

Thanks,

Dani F. Tilley


      
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