Hi there - I am using the following code to predict the residuals for SQREG and want some guidance if this is the right way to predict residuals? I didn't find any example that uses predict with SQREG so need help.

Code:
set seed 896321
sqreg y rmrf hml smb mom, quantiles (10 25 50 75 95 99) rep(100)
predict y1, equation(q10) residuals
predict y2, equation(q25) residuals
predict y3, equation(q50) residuals
predict y4, equation(q75) residuals
predict y5, equation(q95) residuals
predict y6, equation(q99) residuals
once I predict the residuals, I need to perform the SQREG again on the residuals. I used the below commands and getting separate output for each - is there any possibility to get the output in one table?

Code:
sqreg y1 rm rm2, quantiles (10) rep(100)
sqreg y2 rm rm2, quantiles (25) rep(100)
sqreg y3 rm rm2, quantiles (50) rep(100)
sqreg y4 rm rm2, quantiles (75) rep(100)
sqreg y5 rm rm2, quantiles (95) rep(100)
sqreg y6 rm rm2, quantiles (99) rep(100)