qui levelsof stkcd, local(stkcd)
capture drop resid
ge resid = .
foreach stk of local stkcd{
reg wret lag1_mwret lag2_mwret mwret fwd1_mwret fwd2_mwret if stkcd == "`stk'"
predict res, residuals
replace resid = res if e(sample)
drop res
}
ge rret = log(resid + 1)
更完整一点的代码是这样的