Storing values of the regressand post estimation

[Farhan Hasnat]

I am trying to get the values of my regressand variable TA_SCALED_LASSETS post regression. I looked over online seems like it should be "regsave" but just looking for more clarification.

set more off

gen DACC = . 
gen TA = .                   

egen sicid = group(SICCode Year)         
sum sicid
local max=r(max)

forvalues i = 1/`max' {

 di "Busy with regression " `i' " of " `max'
 qui reg TA_SCALED_LASSETS INVER_LAG_ASSET DSALES_S_LAGASSETS PPE_S_LAGASSETS if sicid == `i', nocons
 qui predict res if sicid == `i', res
 qui replace DACC = res if sicid == `i'
 qui drop res
 
}

Thanking you in advance for your help.

[William Lisowski]

What you want is unclear. Your regressand variable TA_SCALED_LASSETS is the same post-regression and remains in your dataset, and you have added to the dataset the predicted value of TA_SCALED_LASSETS in the variable DACC.

[Carlo Lazzaro]

Farhan:
like William, I'm not sure I got you right.
That said, you may want to test the following small tweaks to your previous code:

set more off
gen DACC = .
gen TA = . 
gen regressand=.                
egen sicid = group( idcode year )        
sum sicid
local max=r(max)
forvalues i = 1/`max' {
 di "Busy with regression " `i' " of " `max'
 qui reg ln_wage c.age##c.age if sicid == `i', nocons
 qui predict res if sicid == `i', res
 replace DACC = res if sicid == `i'
 replace regressand = TA_SCALED_LASSETS if sicid == `i'
 drop res
}