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| From | Steven Archambault <archstevej@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: store error term from individual panel regressions |
| Date | Sat, 27 Aug 2011 13:27:34 -0600 |
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? Thanks! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/