RE: st: saving residuals for many regressions

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

You seem to be making progress but I am mystified by your puzzlement: "maybe Stata won't allow me to produce this table of residuals automatically". 

Not so. You are already using -predict- to save the residuals. As Maarten has already suggested, you can use (e.g.) -list- to list the residuals or -outsheet- to export them to a file. If neither is what you want, you need to explain precisely why. 

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

Rodrigo Briceño

Thanks again Nick. I reviewed your example and I have a clearer idea
now. Regarding your recommendations/comments

1. Maarten and you are totally right
2. Yes, that was not proper. I did this because I have two sets of
regressions, one set includes one more variable than the other. Since
I had the wrong idea about how residuals were stored I decided to do
it separately, but as you mention this is not right. I corrected
already that.
3. I'm talking about MS Excel (sorry again). My need: to copy
repeteadly a set of 54 residuals derived from the regressions that I
ran. I think that the problem is that maybe Stata won't allow me to
produce this table of residuals automatically. What I wanted is an
automatic procedure that execute a similar process like the one
produced by estimates store, and estout. You run regressions, collect
coefficients (estimate store) and produce a table of coefficients
(estout). My analogy: run regressions, produce residuals, collect
residuals from each regression and then produce a table of residuals
for each regression (each regression is a column with 54 rows-
corresponding to residuals)

I appreciate all your effort trying to understand me and providing me help.


2010/11/26 Nick Cox <n.j.cox@durham.ac.uk>:
> Your code and your comments don't seem to match up fully. My tentative conclusion is that you don't fully understand what your code is doing.
>
> 1. If you -generate- a variable -resid- to hold residuals and then replace it group by group with residuals from each regression, then after a loop it will hold all the residuals, generated groupwise. Contrary to your statement, -resid- does not just contain the last set of residuals.
>
> 2. However, if you also -drop resid- afterwards, then clearly it will no longer be available. I must be misunderstanding one of your questions as it seems obvious to me that you shouldn't -drop- it.
>
> 3. There is reference here to "excel", presumably other software called MS Excel, on which I don't offer advice on the list. The key question for anyone prepared to help on that score is at exactly what point(s) you are copying to Excel, which is not made clear in this post.
>
> Perhaps if you work with simpler examples, you will understand better.
>
> sysuse auto, clear
> gen res = .
> l res
> gen gpm = 1 / mpg
> regress gpm weight if foreign
> predict ehat1, res
> replace res = ehat1 if e(sample)
> l res ehat1 foreign
> regress gpm weight if !foreign
> predict ehat0, res
> replace res = ehat0 if e(sample)
> l res ehat1 ehat0 foreign
>
> Nick
> n.j.cox@durham.ac.uk
>
> Rodrigo Briceño
>
> Nick, thanks for your advice. I actually bought "The workflow of data
> analysis using stata" that has very useful information for me.
>
> Please let me explain what I was doing:
>
> 1. run a regression, produce the residuals, list them and copy to
> excel, produce the graph of residuals against time and copy in excel
>
> 2. I wrote a mail to the list and Maarten helped me to produce a loop
> for doing this process automatically. The good: the 7 graphs were
> produced automatically. The bad: the set of residuals for each
> regression is replaced each time that the loop started again: at the
> end Iam just able to get the last set of residuals (from my last
> regression)
>
> 3. What is my last desire: to find a way to run the loop, collect each
> set of residuals (don't know how) and produce the 7 graphs. My last
> goal is to have the full set of residuals (for the 7 regressions) in
> excel, and the 7 graphs.
>
> So far I have:
>
> set more off
> loc X = "sap liqmk m2-m12 mes pprom"
> loc X1= "sap liqmk m2-m12 mes pprom dv"
> local isin "5 103 107"
> local isin2 "164 274 282 214"
> local b5 "CRALDSFH0070"
> local b103 "CRCBANEA0019"
> local b107 "CRCIMP0A0053"
> local b164 "CRG0000B0210"
> local b274 "US105756AR10"
> local b282 "US195325BE41"
> local b214 "CRGNACIB0043"
>
> gen resid = .
> foreach i of local isin {
> quietly regress liq `X' if isin2==`i'
> predict ehat if e(sample), res
> replace resid=ehat if e(sample)
> twoway (tsline ehat), name (gr_`b`i'')
> list ehat if isin2==`i'
> drop ehat
> }
> drop resid
>
> gen resid = .
> foreach i of local isin2 {
> quietly regress liq `X1' if isin2==`i'
> predict ehat if e(sample), res
> replace resid=ehat if e(sample)
> twoway (tsline ehat), name (gr_`b`i'')
> list ehat if isin2==`i'
> drop ehat
> }
> drop resid
>
> Thanks for your time.
>
> 2010/11/26 Nick Cox <n.j.cox@durham.ac.uk>:
>
>> Rodrigo might find going through an introductory text on Stata useful. There are several suggestions on the StataCorp website, but my personal favourite has to be Larry Hamilton's text, which got me into Stata in the first place.
>>
>> However, as Rodrigo is using 9.2, if I recall correctly, slightly out-of-date editions will be best for him.
>>
>> See http://www.stata.com/bookstore/statabooks.html for the present crop.
>
> Maarten buis
>
>> --- On Thu, 25/11/10, Rodrigo Briceño wrote:
>>> I don't know how to save the residuals of each
>>> regression. In your example my question is which
>>> command to use to save a table with the 74 residuals
>>> estimated for each of the 4 regressions.
>>
>> If you want a display in the form of a table, type
>> -list rep78 resid-, if you want to export it, use
>> your favourite way of exporting Stata datasets,
>> e.g. -outsheet- or -xmlsave-.

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