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  • How to get the error term

    Dear Statalists,

    Greetings,

    I will be so grateful to have an answer for the following issue, please.
    I have the following model:
    Dep = Indep + Year Dummies + €.
    I want to estimate the above model using pooled cross-sectional data, by industry.
    The question is how I can get the error term. Is it the same as the residuals?
    Many thanks in advance.

  • #2
    Is it the same as the residuals?
    Assuming you are doing a linear regression then, yes, it is the same as the residuals.

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    • #3
      Thank you very much Prof. Clyde. Much appreciated.

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