Re: st: upper case to lower case for all variable names

[Mindell Nitkin <mindy.nitkin@simmons.edu>]

Thanks for the suggestion, but that isn't quite what I am looking for, 
so I'll try to clarify.

I want to do industry based regressions in year t-1, then use the 
coefficients from the industry regressions to predict the value of 
accrual for firms in each industry in year t. I am using 2 digit SIC 
codes to define the industries. I have roughly 50 industry groupings 
with anywhere between 10 and 100 firms per industry.

For example, in the first stage:
       by SIC: regress accruals PPE REV AR INV
In the second stage, I want to use the coefficients of PPE REV AR and 
INV to predict accruals (or alternately to predict the unexpected 
portion of accruals / the residuals) for each firm within any given 
industry.

Again thanks for the help,
Mindy Nitkin
DBA candidate
Boston University



Michael Blasnik wrote:


> "Caleb Southworth" <caleb@twinky.uoregon.edu>  wrote:
>
> > Within SIC lags:
> > sort SIC
> > by SIC: gen CF_1=CF[_n-1]
> > by SIC: gen CF_2=CF[_n-2]
> > etc.
> This approach should not be used to create lagged values because Stata 
> randomly breaks ties during a sort.  You must specify the time 
> variable using -bysort SIC (time): gen ...- or else use Stata's 
> built-in time series operators which are much smarter and more careful.
>
> Michael Blasnik
> michael.blasnik@verizon.net
>
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