Re: st: store error term from individual panel regressions

[Steven Archambault <archstevej@gmail.com>]

Thanks Eric, but getting this error.

1 invalid name

Here is the code I am using:

forval n = 1/100 {
reg y year if code==`n'
predict e_code `n' if code==`n', step
}

I'm attaching the data if you don't mind trying it out.

Thanks,
Steve

On Sat, Aug 27, 2011 at 1:31 PM, Eric Booth <ebooth@ppri.tamu.edu> wrote:
>>>
>
> 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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Attachment: index_data.dta
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