Dear Stata Users,

Please, help me to estimate the residual variance from the model estimated over one-year period. The model is "reg ret_rf mktrf" and firm ID is "gvkey", year-month is "fdate". Below I attach a sample of data.



Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str6 gvkey float fdate double mktrf float ret_rf
"001004" 663                 .0059  -.012540748
"001004" 664   .013600000000000001   -.02314811
"001004" 665  -.015300000000000001     .0788761
"001004" 666                 .0154   -.15202385
"001004" 667                -.0604    -.0972171
"001004" 668                -.0308   -.22030418
"001004" 669                 .0775     .2000528
"001004" 670   .005600000000000001    .08241511
"001004" 671                -.0217     .0703398
"001004" 672  -.057699999999999994   -.19808404
"001004" 673 -.0007000000000000001    .01312702
"001004" 674                 .0696    .09280138
"001004" 675                 .0092   .036212865
"001004" 676                 .0178    .01529097
"001004" 677                -.0005   -.04403448
"001004" 678                 .0395    .03814618
"001004" 679                  .005    .01842586
"001004" 680                 .0025    .27245334
"001004" 681                -.0202   .029333796
"001004" 682   .048600000000000004    .14662059
"001004" 683                 .0182   -.10439325
"001004" 684                 .0194   -.03020331
"001004" 685   .035699999999999996    .07556119
"001004" 686  .0017000000000000001   -.02325169
"001004" 687                 .0109   .071905605
"001004" 688                 .0106  -.029774856
"001004" 689  .0078000000000000005  -.005751697
"001004" 690                 .0187    .07740712
"001004" 691                 .0016   -.03672888
"001004" 692   .025099999999999997    .04679821
"001004" 693                 .0225    .03046582
"001004" 694   .031200000000000002   .068369515
"001004" 695                 .0106   -.05597458
"001004" 696                 .0558   .030841976
"001004" 697                -.0365     .0510374
"001004" 698                -.0235    .03473233
"001004" 699                 .0029   -.01806292
"001004" 700                 .0265     .0307016
"001004" 701                 .0048    .03887754
"001009" 432                 .0226    -.6978484
"001009" 433   .013300000000000001   -.58284736
"001013" 432                 .0226    .05391918
"001013" 433   .013300000000000001   .025226213
"001013" 434                 .0073   -.13597548
"001013" 435                 .0206     .2127913
"001013" 436                 .0236     .0910381
"001013" 437  -.011399999999999999   -.02573913
"001013" 438  -.059699999999999996   -.06561111
"001013" 439                 .0277     .3390953
"001013" 440                 .0501     .1233533
"001013" 441                 .0086    .06415938
"001013" 442                 .0625    .05622907
"001013" 443                 -.017   -.14597932
"001013" 444   .049800000000000004    .14811043
"001013" 445                -.0049   -.25128675
"001013" 446  -.050199999999999995   -.00892963
"001013" 447                 .0404  -.032206975
"001013" 448                 .0674     .3061048
"001013" 449   .040999999999999995  -.029247444
"001013" 450                 .0733    .20543782
"001013" 451                -.0415   -.08459536
"001013" 452                 .0535   -.12897913
"001013" 453                 -.038    .01503077
"001013" 454                 .0298    .11874151
"001013" 455                 .0132    .11788908
"001013" 456                 .0015   -.54771316
"001013" 457                 .0704     .3501984
"001013" 458   .047599999999999996    .06389661
"001013" 459                 .0073     .0818678
"001013" 460  -.030699999999999998   -.06454279
"001013" 461                 .0318     .2947889
"001013" 462                -.0246    -.0869769
"001013" 463   -.16079999999999997    -.3419866
"001013" 464   .061500000000000006   -.05248732
"001013" 465                 .0713     .0855574
"001013" 466                  .061    .29581302
"001013" 467                 .0616     .1593799
"001013" 468                  .035    .14218345
"001013" 469                -.0408   .013768446
"001013" 470                 .0345    .17316914
"001013" 471                 .0433 -.0010787679
"001013" 472                -.0246   .018822223
"001013" 473    .04769999999999999   -.07177494
"001013" 474                -.0347  -.027119614
"001013" 475                -.0138   -.17103484
"001013" 476                -.0281    .12763457
"001013" 477                 .0613    .13320878
"001013" 478                 .0337    .11435544
"001013" 479    .07719999999999999    .35667855
"001013" 480  -.047400000000000005    -.0954006
"001013" 481                 .0245    .35683745
"001013" 482   .052000000000000005     .1958571
"001013" 483                 -.064     .1230102
"001013" 484  -.044199999999999996    .10096707
"001013" 485                 .0464     .2443721
"001013" 486  -.025099999999999997       -.0048
"001013" 487                 .0703   -.02884501
"001013" 488                -.0545    -.3482298
"001013" 489                -.0276    -.2107133
"001013" 490                -.1072   -.06065556
end
format %tm fdate