Hello,

When I predict standardized residuals after a regression (including a dummy where only 1 observation is non-zero), predict will generate a missing value when I use factornotation (i.e. the i-prefix) for my dummy. If I omit the i-prefix, there is no missing value generated ... does anyone has an explanation for this finding? If I predict 'normal' residuals, there is no problem (in both cases). See example code below:

Code:
sysuse auto, clear
gen D=0
replace D=1 in 1
reg price mpg headroom D
predict r1, res 
predict rs1, rstandard
reg price mpg headroom i.D
predict r2, res 
predict rs2, rstandard
list r1 r2 rs1 rs2 in 1/5
Thank you,
Mike