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


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re:st: RE: AW: Regressing and storing residuals in one line.
Date   Mon, 28 Jun 2010 07:05:08 -0400

<>
Nick suggested

sysuse auto, clear
qui levelsof rep78
gen residual = . 

foreach lev in `r(levels)'{
	tempvar foo 
	qui regress price weight length if rep78==`lev'
	predict `foo', res
	replace residual = `foo' if rep78 == `lev'
	drop `foo' 
}

It hardly matters for a trivial dataset, but for a sizable dataset it would be better to say

	predict `foo' if e(sample), res
	replace residual = `foo' if e(sample)

Predicting residuals for the entire sample would generate a lot of values that you're going to discard.

Kit


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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