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


From   Dani Tilley <tilleydani@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: st: RE: AW: RE: AW: Regressing and storing residuals in one line.
Date   Mon, 28 Jun 2010 09:21:28 -0700 (PDT)

Sorry, I completely missed that. 

I also tried a loop structurally similar to the one you suggested, but noticed the summarize res* output is different from the summarize residuals output from NJC's suggestion. I understand that your loop stores the residuals in separate variables (one for each category), while NJC creates an empty variable and populates it on the fly, but shouldn't say the minimum or maximum residuals from the two outputs match? Shouldn't the smallest value from the min column of summarize res* (MW) output be the same as the Min from summarize residuals (NJC)? In addition shouldn't the sum of the obs column from the summarize res* (MW) output be _N? 

I'm very new to Stata, so I don't really know if this makes sense at all but I think this is the correct way to get the residuals using the loop you suggested:

predict res`lev' if country == `lev', res

DF Tilley



----- Original Message ----
From: Martin Weiss <martin.weiss1@gmx.de>
To: statalist@hsphsun2.harvard.edu
Sent: Mon, June 28, 2010 11:46:50 AM
Subject: AW: st: RE: AW: RE: AW: Regressing and storing residuals in one line.


<> 


Having -drop-ped it, you cannot access it anymore. But NJC`s strategy is
that the results you are interested in are gathered inside the permanent
"residual" variable, so this is not a drawback.



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Dani Tilley
Gesendet: Montag, 28. Juni 2010 17:44
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: RE: AW: RE: AW: Regressing and storing residuals in one
line.

If I define a tempvar and drop it at the end of the loop, can I still refer
to it elsewhere in the program (i.e. outside the loop)?



----- Original Message ----
From: Nick Cox <n.j.cox@durham.ac.uk>
To: statalist@hsphsun2.harvard.edu
Sent: Mon, June 28, 2010 10:32:01 AM
Subject: st: RE: AW: RE: AW: Regressing and storing residuals in one line.

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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