st: question from a new user

[Kit Baum <kitbaum@mac.com>]

Rudy wanted to not only retrieve N and R^2 from a regression, he  
wanted to run a regression and save the residuals.

webuse auto

program define rudy, rclass
version 9.1
syntax varlist
tempvar eps
predict double `eps',resid
regress `eps' `varlist'
ereturn list
local lm = e(N)*e(r2)
display _n "LM : `lm'"
return local lm `lm'
return local vars `varlist'
end

regress price mpg headroom
rudy mpg headroom trunk weight


LM : 9.130851324966942

. return list

macros:
              r(vars) : "mpg headroom trunk weight"
                r(lm) : "9.130851324966942"


Obviously the Chi^2 p-value could be calculated here and returned as  
well.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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