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  • Compute residual for each industry year

    Hi,

    I want to find residuals for the following regression
    reg Y X
    The regression is run for each industry year.
    I have unbalanced panel data. Could anyone please help me?
    Last edited by Raja Hasan; 12 Jun 2023, 01:50.

  • #2
    Raja:
    you may want to try something along the following lines:
    Code:
    use "https://www.stata-press.com/data/r17/nlswork.dta"
    xtreg ln_wage age, fe vce(cluster idcode)
    predict epsilon, e
    bysort ind_code (year): list ind_code year epsilon if ind_code<=2
    -> ind_code = 1
    
         +-----------------------------+
         | ind_code   year     epsilon |
         |-----------------------------|
      1. |        1     68    .1109003 |
      2. |        1     68   -.2081223 |
      3. |        1     68   -.0545082 |
      4. |        1     68     .001711 |
      5. |        1     68   -.1098005 |
         |-----------------------------|
      6. |        1     68   -.0762663 |
      7. |        1     68   -.2086355 |
      8. |        1     68   -.3752478 |
      9. |        1     68   -.4544526 |
     10. |        1     68   -.3628885 |
         |-----------------------------|
     11. |        1     69   -.3385154 |
     12. |        1     69   -.2158882 |
     13. |        1     69   -.3143118 |
     14. |        1     69           0 |
     15. |        1     69           0 |
         |-----------------------------|
     16. |        1     69   -.0694824 |
     17. |        1     69   -.5058139 |
     18. |        1     70    .0900184 |
     19. |        1     70    .1504142 |
     20. |        1     70    .0658878 |
         |-----------------------------|
     21. |        1     70    .1290945 |
     22. |        1     70    .6351569 |
     23. |        1     70   -.2545231 |
     24. |        1     70           0 |
     25. |        1     70   -.5415431 |
         |-----------------------------|
     26. |        1     70    .1360316 |
     27. |        1     70     .096294 |
     28. |        1     70   -.3680303 |
     29. |        1     70   -.2863638 |
     30. |        1     70    .0633418 |
         |-----------------------------|
     31. |        1     70   -.2626714 |
     32. |        1     70   -.1572707 |
     33. |        1     70   -.8048295 |
     34. |        1     70     .477674 |
     35. |        1     71    .0605711 |
         |-----------------------------|
     36. |        1     71    .0050966 |
     37. |        1     71    .1104067 |
     38. |        1     71   -.2000598 |
     39. |        1     71   -.4704451 |
     40. |        1     71   -.1438528 |
         |-----------------------------|
     41. |        1     71    1.206744 |
     42. |        1     71   -.3402967 |
     43. |        1     71    .0232925 |
     44. |        1     71     .144098 |
     45. |        1     71   -.1324029 |
         |-----------------------------|
     46. |        1     71   -.1698282 |
     47. |        1     71    .0962137 |
     48. |        1     71    .0265837 |
     49. |        1     71    .2307234 |
     50. |        1     71    .0962095 |
         |-----------------------------|
     51. |        1     72   -.0169111 |
     52. |        1     72   -.0525931 |
     53. |        1     72   -.2328605 |
     54. |        1     72    .2796304 |
     55. |        1     72   -.1067492 |
         |-----------------------------|
     56. |        1     72   -.3608956 |
     57. |        1     72   -.7893751 |
     58. |        1     72    -1.20497 |
     59. |        1     72   -.0056271 |
     60. |        1     72     .239824 |
         |-----------------------------|
     61. |        1     72   -.3047428 |
     62. |        1     72    .2226217 |
     63. |        1     72    .0028444 |
     64. |        1     73   -.0605711 |
     65. |        1     73    .1745983 |
         |-----------------------------|
     66. |        1     73           0 |
     67. |        1     73   -.1743968 |
     68. |        1     73   -.2008028 |
     69. |        1     73    .2562948 |
     70. |        1     73           0 |
         |-----------------------------|
     71. |        1     73   -.1166308 |
     72. |        1     73    .3167151 |
     73. |        1     73     .079105 |
     74. |        1     73    .1015716 |
     75. |        1     73   -.1261933 |
         |-----------------------------|
     76. |        1     73    .1912265 |
     77. |        1     73    .0187168 |
     78. |        1     73    .0056146 |
     79. |        1     73    .1653631 |
     80. |        1     73   -.5197664 |
         |-----------------------------|
     81. |        1     73    .1637714 |
     82. |        1     73   -.2042162 |
     83. |        1     73   -.2359498 |
     84. |        1     73    .2254388 |
     85. |        1     73   -.0484996 |
         |-----------------------------|
     86. |        1     73   -.0465916 |
     87. |        1     73   -.1111406 |
     88. |        1     75           0 |
     89. |        1     75    .0366183 |
     90. |        1     75    .0400685 |
         |-----------------------------|
     91. |        1     75    .3223848 |
     92. |        1     75    .2200343 |
     93. |        1     75   -.1649587 |
     94. |        1     75           0 |
     95. |        1     75    .4214934 |
         |-----------------------------|
     96. |        1     75   -.0191613 |
     97. |        1     75    .0826963 |
     98. |        1     75    .4817159 |
     99. |        1     75    .0052488 |
    100. |        1     75    .1987087 |
         |-----------------------------|
    101. |        1     75    .1014932 |
    102. |        1     75   -.1648443 |
    103. |        1     75    .0072859 |
    104. |        1     75           0 |
    105. |        1     75   -.0681017 |
         |-----------------------------|
    106. |        1     77    .0774243 |
    107. |        1     77    .0673347 |
    108. |        1     77   -.0472054 |
    109. |        1     77    .1877048 |
    110. |        1     77   -.3758622 |
         |-----------------------------|
    111. |        1     77    .5493063 |
    112. |        1     77   -.3169512 |
    113. |        1     77           0 |
    114. |        1     77    .0456162 |
    115. |        1     77    .0948107 |
         |-----------------------------|
    116. |        1     77    .0505461 |
    117. |        1     77    -.030437 |
    118. |        1     77    .0570402 |
    119. |        1     77           0 |
    120. |        1     77    .3612501 |
         |-----------------------------|
    121. |        1     77     .007463 |
    122. |        1     77   -.0737622 |
    123. |        1     77    .2585068 |
    124. |        1     77    -.225371 |
    125. |        1     77   -.6351569 |
         |-----------------------------|
    126. |        1     78    .3340284 |
    127. |        1     78   -.3103518 |
    128. |        1     78    .2718177 |
    129. |        1     78    .1211278 |
    130. |        1     78   -.0268845 |
         |-----------------------------|
    131. |        1     78   -.4056649 |
    132. |        1     78   -.4956805 |
    133. |        1     78   -.5983874 |
    134. |        1     78     .215087 |
    135. |        1     78     .008208 |
         |-----------------------------|
    136. |        1     78   -.2116196 |
    137. |        1     78    .1649587 |
    138. |        1     78   -.7841389 |
    139. |        1     78    .1353477 |
    140. |        1     78    .1377411 |
         |-----------------------------|
    141. |        1     78    .4739408 |
    142. |        1     78    -.128415 |
    143. |        1     78    .0621113 |
    144. |        1     78    .0627534 |
    145. |        1     78    .3768993 |
         |-----------------------------|
    146. |        1     78   -.0931771 |
    147. |        1     78   -.1750363 |
    148. |        1     78    .1568787 |
    149. |        1     78    .0365625 |
    150. |        1     78    .5415431 |
         |-----------------------------|
    151. |        1     78    .1420232 |
    152. |        1     78    .4475232 |
    153. |        1     80    -.109123 |
    154. |        1     80    .0596328 |
    155. |        1     80   -.0075211 |
         |-----------------------------|
    156. |        1     80    .0589644 |
    157. |        1     80   -.2556918 |
    158. |        1     80   -.1860081 |
    159. |        1     80   -.2864065 |
    160. |        1     80    .5811509 |
         |-----------------------------|
    161. |        1     80    .2847755 |
    162. |        1     80   -.1306759 |
    163. |        1     80    .4489177 |
    164. |        1     82    -.228161 |
    165. |        1     82   -.0705925 |
         |-----------------------------|
    166. |        1     82    .0359592 |
    167. |        1     82   -.0576983 |
    168. |        1     82   -.0929393 |
    169. |        1     82   -.5119679 |
    170. |        1     82   -.1357197 |
         |-----------------------------|
    171. |        1     82   -.0850318 |
    172. |        1     82   -.0545903 |
    173. |        1     82    -.471361 |
    174. |        1     82    .1010613 |
    175. |        1     82    .0232593 |
         |-----------------------------|
    176. |        1     82   -.3166819 |
    177. |        1     82   -.0060123 |
    178. |        1     83   -.0092287 |
    179. |        1     83   -.1115187 |
    180. |        1     83      .36719 |
         |-----------------------------|
    181. |        1     83   -.8128226 |
    182. |        1     83   -.0260928 |
    183. |        1     83   -.0726751 |
    184. |        1     83    .7224897 |
    185. |        1     83    .1356693 |
         |-----------------------------|
    186. |        1     83   -.5632669 |
    187. |        1     83   -.0730041 |
    188. |        1     83   -.1025506 |
    189. |        1     83   -.0087406 |
    190. |        1     83   -.1865957 |
         |-----------------------------|
    191. |        1     83    .1649134 |
    192. |        1     83    .0450629 |
    193. |        1     83    .0542733 |
    194. |        1     83    .0592688 |
    195. |        1     83    .1513557 |
         |-----------------------------|
    196. |        1     83    .0392065 |
    197. |        1     83   -.3614673 |
    198. |        1     85   -.4362068 |
    199. |        1     85    .3467568 |
    200. |        1     85    .2585146 |
         |-----------------------------|
    201. |        1     85    .2995246 |
    202. |        1     85   -.4154713 |
    203. |        1     85    .1467857 |
    204. |        1     85    -.138984 |
    205. |        1     85   -.0917036 |
         |-----------------------------|
    206. |        1     85    .1075478 |
    207. |        1     85   -.0164489 |
    208. |        1     85   -.6691058 |
    209. |        1     85    .0955392 |
    210. |        1     85    .1658659 |
         |-----------------------------|
    211. |        1     85    -.213639 |
    212. |        1     87     .348174 |
    213. |        1     87   -.1017523 |
    214. |        1     87    .0002668 |
    215. |        1     87   -.1538477 |
         |-----------------------------|
    216. |        1     87    .1833353 |
    217. |        1     87    .0412841 |
    218. |        1     87    .1211847 |
    219. |        1     87   -.6526754 |
    220. |        1     87    .3031806 |
         |-----------------------------|
    221. |        1     87    .3307436 |
    222. |        1     87   -.2001961 |
    223. |        1     87   -.5884826 |
    224. |        1     87   -.2438076 |
    225. |        1     88    .0788493 |
         |-----------------------------|
    226. |        1     88    .0653095 |
    227. |        1     88    .0127124 |
    228. |        1     88   -.3772263 |
    229. |        1     88   -.1921977 |
    230. |        1     88    -.014591 |
         |-----------------------------|
    231. |        1     88    .4296268 |
    232. |        1     88   -.1374002 |
    233. |        1     88   -.1852357 |
    234. |        1     88    .2728337 |
    235. |        1     88   -.5150084 |
         |-----------------------------|
    236. |        1     88           0 |
    237. |        1     88    .0082364 |
    238. |        1     88   -.1510921 |
    239. |        1     88   -.3804016 |
    240. |        1     88    .0812295 |
         |-----------------------------|
    241. |        1     88   -.0868715 |
         +-----------------------------+
    
    --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
    -> ind_code = 2
    
         +-----------------------------+
         | ind_code   year     epsilon |
         |-----------------------------|
      1. |        2     68    .2066302 |
      2. |        2     69    .2098788 |
      3. |        2     71     .056169 |
      4. |        2     71      .21672 |
      5. |        2     71    .0234721 |
         |-----------------------------|
      6. |        2     72   -.1192657 |
      7. |        2     72    .0963172 |
      8. |        2     73    .0119135 |
      9. |        2     73       .0384 |
     10. |        2     73    .1963648 |
         |-----------------------------|
     11. |        2     73    .1665796 |
     12. |        2     75   -.2060424 |
     13. |        2     75    .2605175 |
     14. |        2     75   -.3082136 |
     15. |        2     75   -.1099579 |
         |-----------------------------|
     16. |        2     75   -.0784334 |
     17. |        2     77     .190281 |
     18. |        2     77    .2382131 |
     19. |        2     77    .0669744 |
     20. |        2     77    .1008376 |
         |-----------------------------|
     21. |        2     77   -.2814453 |
     22. |        2     77    .1808481 |
     23. |        2     78     .487347 |
     24. |        2     78   -.2021351 |
     25. |        2     78    .0887882 |
         |-----------------------------|
     26. |        2     78   -.0220507 |
     27. |        2     80    -.178235 |
     28. |        2     80   -.0816551 |
     29. |        2     80    .3684866 |
     30. |        2     80    .0180738 |
         |-----------------------------|
     31. |        2     82   -.1440123 |
     32. |        2     82    .3180269 |
     33. |        2     82    .4587945 |
     34. |        2     82    .7098487 |
     35. |        2     82    .0399247 |
         |-----------------------------|
     36. |        2     82    .1638958 |
     37. |        2     83   -.1650656 |
     38. |        2     83     .012743 |
     39. |        2     83    .4004777 |
     40. |        2     83    .0934637 |
         |-----------------------------|
     41. |        2     83    .3659952 |
     42. |        2     85   -.1913983 |
     43. |        2     85   -.3061553 |
     44. |        2     85   -.1251324 |
     45. |        2     85   -.7148351 |
         |-----------------------------|
     46. |        2     87     .167749 |
     47. |        2     87   -.2306338 |
     48. |        2     87   -.1316294 |
     49. |        2     88    1.732429 |
     50. |        2     88    .0590401 |
         |-----------------------------|
     51. |        2     88    .3215074 |
     52. |        2     88     .178357 |
         +-----------------------------+
    <snip>
    Kind regards,
    Carlo
    (Stata 19.0)

    Comment


    • #3
      Hi Carlo,
      Thank you so much for your reply.
      I think I got the answer in another place.
      Last edited by Raja Hasan; 12 Jun 2023, 02:05.

      Comment


      • #4
        Raja Hasan when you cross-post a question in other forums, it is helpful for everyone that you tell each forum about the other posts.

        Comment

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