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Re: st: store error term from individual panel regressions


From   Eric Booth <[email protected]>
To   "<[email protected]>" <[email protected]>
Subject   Re: st: store error term from individual panel regressions
Date   Sat, 27 Aug 2011 19:31:50 +0000

>>

On Aug 27, 2011, at 2:27 PM, Steven Archambault wrote:

> Hi all,
> 
> I have panel data with 100 panels over 20 time periods. I want to run
> a regression on each panel, and then store the error term as a new
> variable. But, I want to do this with each panel individually, and
> then use the results in a new model. I can do them one at a time as
> follows.
> 
> reg y time if code==1
> predict e_code1 if code==1, stdp
> 
> reg y time if code==2
> predict e_code2 if code==2, stdp
> 
> This gets pretty cumbersome to do one by one. Can somebody suggest a
> more efficient way?
> 

forval n = 1/100 {
reg y time if code==`n'
predict e_code`n' if code==`n', step
}

- Eric


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