bysort regress followed by predict

[Stan Peterburgsky]

Good afternoon,

If I run
bysort name : regress retrf A B C
followed by
predict newvar
does Stata assign fitted values based on just the last regression? If so, what's the best way of embedding predict so that Stata assigns fitted values based on one regression at a time?

Thank you very much.

[Clyde Schechter]

does Stata assign fitted values based on just the last regression?

Yes, that's what Stata does.

what's the best way of embedding predict so that Stata assigns fitted values based on one regression at a time

There are a couple of different approaches. The simplest one, provided you data set is not extremely large, is:

gen newvar = .
levelsof name, local(names)
foreach n of local names {
    regress retrf A B C if name == `"`n'"'
    predict prediction
    replace newvar = prediction if name == `"`n'"'
    drop prediction
}

Note: Above code assumes that name is a string variable. If it is numeric, then replace `"`n'"' by just `n', throughout.

[Stan Peterburgsky]

Thank you very much. I'm glad I asked. I wouldn't have thought of something like
`"`n'"' on my own.