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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: AW: RE: AW: Regressing and storing residuals in one line.
Date   Mon, 28 Jun 2010 15:32:01 +0100

If you are doing this lots of times for real, you could end up with
storage problems with dozens of temporary variables. If that doesn't
bite, then OK. 

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

Martin Weiss

The 

*************
drop `foo'
*************

line could be safely omitted, btw. Stata just makes up new tempnames,
and
discards them all at the conclusion of the do-file.

Nick Cox

Such residuals have rather poorly defined properties, but let's set that
on one side. 

A single variable can be obtained through a minor variation on Martin's
recipe: 

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' 
}

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

Martin Weiss

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
}
*************

Dani Tilley

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? 


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