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Re: st: Combining residuals of multiple regressions
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Combining residuals of multiple regressions
Date
Wed, 19 Feb 2014 12:57:32 +0000
What is often easier is something like this
gen residual = .
forval i = 1/50 {
regress accidentsvso unemp if state == `i'
quietly predict work, res
quietly replace residual = work if state == `i'
drop work
}
Nick
[email protected]
On 19 February 2014 12:49, roderick <[email protected]> wrote:
> Thank you so much!
>
> ----------------------------------------
>> Date: Wed, 19 Feb 2014 07:30:21 -0500
>> From: [email protected]
>> To: [email protected]
>> Subject: Re: st: Combining residuals of multiple regressions
>>
>>
>> On Wed, 19 Feb 2014, roderick wrote:
>>
>>> Dear Stata community,
>>>
>>> For my thesis, I am running US-state-specific regressions and saving the state-specific residuals. The commands for the first two regressions look as follows (the variables shown are just for illustration purposes):
>>>
>>> regress accidentsvso unemp if(state==1)
>>> predict res1 if(state==1), r
>>> regress accidentsvso unemp if(state==4)
>>> predict res4 if(state==4), r
>>>
>>> Now, I would like to create a variable that captures the residuals of all these regressions. So, I want to 'merge' all state-specific residuals and put them in into one list (as can be seen here>> http://i60.tinypic.com/9ptceo.png; I want the seventh column to contain all residuals).
>>>
>>
>> Try -rowmean- function of the -egen- command.
>>
>> (from the -egen- helpfile):
>>
>> rowmean(varlist)
>> may not be combined with by. It creates the (row) means of
>> the variables in varlist, ignoring missing values; for
>> example, if three variables are specified and, in some observations,
>> one of the variables is missing, in those observations newvar will
>> contain the mean of the two variables that do exist...
>>
>> Dan Feenberg
>> NBER
>> *
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> *
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*
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