[统计软件与数据分析] STATA：如何分组回归以及提取残差序列 [推广有奖]

gen resid_stddev = .
forvalues year in 1980/2010 {
        reg Y X1 X2 X3 if year == `year'
        capture drop resid
        predict resid if e(sample), r
        su resid
        replace resid_stddev = r(sd) if year == `year'
}
table year, contents(mean resid_stddev)