Collecting residuals (statsby command)

[Adam Harper]

Hello all,

I'm trying to collect the residuals for a series of regressions. Using the statsby command, I can collect coefficients, constants, etc, but no residuals.

statsby _b _const, by(group): reg y x1 x2 x3

Any suggestions?

[Pierre Elias]

reg y x1 x2 x3
predict resid, residuals

[Richard Williams]

I'm unclear what you want. There is a residual for every case; it isn't just a single model parameter. Do you want the mean square residual or something like that? You can do things like

sysuse auto, clear
statsby ssr = e(rss) dfr = e(df_r) _b _se, by(foreign): reg price mpg

[Adam Harper]

Thanks Richard,

I believe that it what I'm looking for!