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| From | Rudy Hover <rudy.hover@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: predicting residuals in regression |
| Date | Wed, 9 May 2012 17:53:51 +0200 |
I have panel on thousands of firms over 6 years. I want to regress using the foreach command:
gen residuals=.
levelsof permno, local(permnolist)
forvalues y=1999/2006 {
foreach f of local firmnolist {
reg VarA VarB if firmno==`f' & year==`y'
predict temp, residuals
replace residuals=temp if firmno==`f' & year==`y'
drop temp
}
}
However I'm getting a variable residuals only containing missing values (.)
What am I doing wrong?
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