Hello Everyone!
I am totally new to STATA, and I have a brief question about running individual cross sectional regression and obtaining residuals.

Basically my data set ONLY has 1 single year. so it is a crosssectional data set. (1300 unique firms)

My regression equation is : reg executivepayavg size roa lev ret mb for mown option salesgrowth netsales

I would like to run cross sectional regression BY EACH FIRM and obtain the error term (residuals) so that is 1300 cross sectional regressions.

I tried using Bysort firmcode: reg executivepayavg size roa lev ret mb for mown option salesgrowth netsales but it didn't work.. Firmcode is the unique firm specific code on my data set.

Can anyone help me out please???? Thank you so much!