st: RE: AW: RE: AW: Regressing and storing residuals in one line.

["Nick Cox" <n.j.cox@durham.ac.uk>]

If you are doing this lots of times for real, you could end up with
storage problems with dozens of temporary variables. If that doesn't
bite, then OK. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

The 

*************
drop `foo'
*************

line could be safely omitted, btw. Stata just makes up new tempnames,
and
discards them all at the conclusion of the do-file.

Nick Cox

Such residuals have rather poorly defined properties, but let's set that
on one side. 

A single variable can be obtained through a minor variation on Martin's
recipe: 

sysuse auto, clear
qui levelsof rep78
gen residual = . 

foreach lev in `r(levels)'{
	tempvar foo 
	qui regress price weight length if rep78==`lev'
	predict `foo', res
	replace residual = `foo' if rep78 == `lev'
	drop `foo' 
}

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

Just loop through the thing:

*************
sysuse auto, clear
qui levelsof rep78

foreach lev in `r(levels)'{
	qui regress price weight length if rep78==`lev'
	predict res`lev', res
}
*************

Dani Tilley

I'm trying to run several regressions (one for each level of a
categorical
variable) and store the residuals from each regression in a local macro
or
new 
variable I could later manipulate. I figured I could use:

bysort category: regress y x1 x2 

to run the regressions, but I need a second line of code (predict name,
residuals) to get the residuals when bysort allows only one. Is there a
way
around this? 


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/