st: Question about getting residuals by group

[Pradipto Banerjee <pradipto.banerjee@adainvestments.com>]

I want to carry out a regression and then use the residual, but within groups. More specifically, suppose there is a variable GroupID, and variables DependVar & IndepVar. Currently, Stata allows the follow:

. regress DependVar IndepVar
. predict PredictVar
. gen ResidVar = DependVar - PredictVar

If I were to do

. bys GroupID: regress DependVar IndepVar

Then I noticed that

.ereturn list

only retains the regression parameters for the very last GroupID for which it did the regression. So, if I were to combine the following two steps:

. bys GroupID: regress DependVar IndepVar
. predict PredictVar

My understanding is that PredictVar would use the regression results from the very last GroupID. I want to use the regression results from each GroupID to generated the predicted variable for that GroupID. Are there any alternative ways?

Thanks,
Prad

p.s. sorry if this is a silly question; I've been working with Stata for only 2 months (and used to working with Matlab!)



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