Dear Statalist,
I am new to the Stata and am dealing with the panel data for a sample of firms over different sample periods. Specifically, I would like to obtain the residual (ei,t) for the following regrssion for each firm i in each year t:
Yi,t=Alpha+Beta1*Xi,t+Beta2*Zi,t+Beta*Ki,t+ei,t
variables are shown as follows:
Could you please kindly show me the code for such loop?
Many thanks.
I am new to the Stata and am dealing with the panel data for a sample of firms over different sample periods. Specifically, I would like to obtain the residual (ei,t) for the following regrssion for each firm i in each year t:
Yi,t=Alpha+Beta1*Xi,t+Beta2*Zi,t+Beta*Ki,t+ei,t
variables are shown as follows:
| firmid (i) | year (t) | Y | X1 | X2 | X3 |
| 1 | 1996 | 0.0576 | 0 | 1.3721 | 0.0478 |
| 1 | 1997 | 0.0433 | 0 | 1.9781 | 0.0371 |
| 1 | 1998 | -0.0345 | 1 | 1.9777 | 0.0577 |
| 1 | 1999 | -0.0111 | 1 | 2.2777 | 0.0142 |
| 1 | 2000 | 0.0344 | 1 | 1.6777 | 0.0239 |
| 2 | 1998 | 0.0988 | 1 | 1.1123 | -0.0411 |
| 2 | 1999 | 0.1122 | 1 | 1.3784 | -0.0361 |
| 2 | 2000 | -0.0431 | 1 | 2.9033 | 0.0023 |
| 2 | 2001 | -0.0019 | 0 | 3.2101 | 0.0089 |
| 3 | 1997 | 0.0177 | 1 | 4.1011 | 1.0123 |
| 3 | 1998 | 0.0498 | 1 | 2.3891 | 1.0981 |
| 3 | 1999 | 0.0321 | 0 | 2.9871 | 1.0345 |
| 3 | 2000 | 0.0077 | 1 | 2.3011 | 1.0874 |
| … | … | … | … | … | … |
Many thanks.
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