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Re: st: Question about getting residuals by group


From   [email protected] (Brendan Halpin)
To   [email protected]
Subject   Re: st: Question about getting residuals by group
Date   Wed, 20 Jun 2012 17:46:36 +0100

On Wed, Jun 20 2012, Pradipto Banerjee wrote:

> Thanks, Joerg. It may work, but looping may slow down my code. Any other
> suggestion for a faster operation than using a loop, e.g. any idea if
> this can be done using matrix manipulations?

This loop is looping over the GroupID variable, so it is not going to be
a major issue, as distinct from looping over the cases. In fact, it is
just emulating the "by GroupID:" phrase.

Another approach would be to fit your separate models by interaction:

. regress DependVar##GroupID IndepVar##GroupID
. predict PredictVar

Brendan
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