Hi there,
I have a huge data set with multiple firms years and other firm
characteristics. I want to run a regression on the dependent variable and other
explanatory variables and calculate the residual terms by grouping the firms in
same year and same industry.
What I want to do is to divide my obseravtion into sub sample that contains the
observation with same fiscal year(FYEAR=1990) and same firm characteristic
(Industry =1) and run the regression and put the residual back to the
observation by creating a new column. I want to do that for multiple years and
multiple firms. I wonder is that any easy command with out creating multiple
loops?
Ray
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