I would like to predict the residuals for each regression separately. So instead of doing like this for every y1:
Code:
reg compensation /// FirmSize /// ROLMEAN3_BMV /// LTDTA /// i.year /// i.sector, vce(cluster firm_ID) predict Res_compensation, residuals label var Res_compensation "ResidualComp"
Code:
macro drop _all local x1 FirmSize /// ROLMEAN3_BMV /// LTDTA /// i.year /// i.sector, vce(cluster firm_ID) local y1 compensation1 /// comepnsation2 /// compensation3 foreach y in `y1' { quietly reg `y' `x2' predict Exc_`y1', residuals }
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