Something like this would be my preferred approach.
What may not be apparent is that each call to
tempvar temp
invokes a new temporary variable, which you can
now refer to it as (clearly) `temp'; any and all temporary variables
previous
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> Christopher F
> Baum
> Sent: 17 October 2004 13:15
> To: [email protected]
> Subject: st: Re: residuals for each year
>
>
> On Oct 17, 2004, at 2:33, Alex wrote:
>
> >
> > Sort year
> > By year: quietly reg y x1 x2 x3
> >
> > Normally, after a regression you can type "predict res,
> residual", but
> > I am
> > not sure how to incorporate it in the above framework.
> Stata doesn't
> > seem to
> > let me type more than one command after the "by" function. E.g. it
> > won't let
> > me type something like
> >
> > By year: quietly reg y x1 x2 x3, predict res, residual
>
> As useful as the by: prefix is, this is an example of where a little
> bit of Stata programming goes a long way.
>
> forvalues y = 1960/2000 {
> qui regress y x1 x2 x3 if year==`y'
> qui predict double eps`y' if e(sample), resid
> }
>
> If you really want them in different variables. A common
> variation that
> I have used often that stuffs them all into one variable
> (saves a whole
> lot of space) is
>
> gen eps = .
> forvalues y = 1960/2000 {
> qui regress y x1 x2 x3 if year==`y'
> tempvar temp
> qui predict double `temp' if e(sample), resid
> qui replace eps = `temp' if e(sample)
> }
>
> Note that the 'if e(sample)' will generate residuals only for
> in-sample
> observations; e.g. if there are 1960 obs that do not enter the
> regression due to missing values in the reglist, they will not have
> residuals.
>
> Kit Baum, Boston College Economics [email protected]
> http://ideas.repec.org/e/pba1.html
>
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