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st: predict and resid in a nested loop


From   Nahla Betelmal <nahlaib@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: predict and resid in a nested loop
Date   Wed, 31 Jul 2013 17:43:42 +0100

Dear Statalist,

I am trying to get the fitted values and residuals from
cross-sectional regression in a nested loop ( regression per industry
and year). I tried four ways according to my search in previous
threads, but obviously I am missing something!

In the first two loops I got the error message : f already defined  r(110);

In the third one I got the error message: varlist not allowed r(101);
 (I also put the & sign between i and y, but same error)

In the last one I got the error message : invalid '1989' r(198);





gen fitted=.
gen resi =.
forval y=1989/2012 {
      forval  i= 1/55 {
         reg DV IV_1 IV_2 IV_3 if  industry== `i' & year==`y'
		    predict f
		     predict r, resid
			  replace fitted= f if industry== `i' & year==`y'
			  replace resi = r  if industry== `i' & year==`y'
	 }
}

f already defined  r(110);


forval y=1989/2012 {
      forval  i= 1/55 {
         reg DV IV_1 IV_2 IV_3 if  industry== `i' & year==`y'
		    predict f if industry== `i' & year==`y'
		     predict r if industry== `i' & year==`y', resid
	 }
}

f already defined  r(110);



gen fitted=.
gen resi =.
forval y=1989/2012 {
      forval  i= 1/55 {
         reg DV IV_1 IV_2 IV_3 if  industry== `i' & year==`y'
		    predict f `i' `y'
		     predict r `i' `y', resid
			  replace fitted= f if industry== `i' & year==`y'
			  replace resi = r  if industry== `i' & year==`y'
	 }
}
varlist not allowed r(101);



gen fitted=.
gen resi =.
forval y=1989/2012 {
      forval  i= 1/55 {
         reg DV IV_1 IV_2 IV_3 if  industry== `i' & year==`y'
		    predict f  if `i' `y'
		     predict r if `i' `y', resid
			  replace fitted= f if industry== `i' & year==`y'
			  replace resi = r  if industry== `i' & year==`y'
	 }
}

invalid '1989' r(198);



Thank you, your help is highly appreciated

Nahla Betelmal
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