Stkcd | year | w | z | g |
1 | 2007 | 3.72E+08 | 1.24E+08 | 1 |
1 | 2008 | 7.82E+07 | 1.45E+08 | 1 |
1 | 2009 | 1.55E+09 | -8.46E+08 | 1 |
1 | 2010 | 1.14E+09 | 9.80E+07 | 1 |
1 | 2011 | 1.79E+09 | 6.67E+08 | 1 |
1 | 2012 | 1.39E+09 | -1.27E+09 | 1 |
2 | 2007 | 6.00E+08 | 2.46E+10 | 2 |
2 | 2008 | -4.06E+08 | 3.38E+09 | 2 |
2 | 2009 | -1.31E+08 | 6.38E+09 | 2 |
2 | 2010 | -2.16E+09 | 8.50E+09 | 2 |
要预测按照Stkcd分组后的残差,我的命令如下:
cap egen g=group(Stkcd)
qui su g
local N=r(max)
gen U=.
forvalues i=1/`N' {
qui reg w z if g==`i'
qui predict U1 if g==`i', res
replace U=U1 if g==`i'
drop U1
}
结果显示为如下:
(6 real changes made)
(6 real changes made)
no observations
r(2000);
请指点哪里出错了