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| From | Eric Booth <ebooth@ppri.tamu.edu> |
| To | "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: store error term from individual panel regressions |
| Date | Sat, 27 Aug 2011 19:31:50 +0000 |
>>
On Aug 27, 2011, at 2:27 PM, Steven Archambault wrote:
> Hi all,
>
> I have panel data with 100 panels over 20 time periods. I want to run
> a regression on each panel, and then store the error term as a new
> variable. But, I want to do this with each panel individually, and
> then use the results in a new model. I can do them one at a time as
> follows.
>
> reg y time if code==1
> predict e_code1 if code==1, stdp
>
> reg y time if code==2
> predict e_code2 if code==2, stdp
>
> This gets pretty cumbersome to do one by one. Can somebody suggest a
> more efficient way?
>
forval n = 1/100 {
reg y time if code==`n'
predict e_code`n' if code==`n', step
}
- Eric
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