用if语句或者循环都可以，并用est store保存这个结果，predict命令应该可以使用。

Assume your group variable name is var_group,the value of which ranges from 1 to 480, your dependent variable is y, and independent variables are x1, x2 and x3. Then You may try codes here below:


gen residual = .
forval i = 1/480{
    reg y x1 x2 x3 if var_group == `i'
    capture drop res_temp
    predict res_temp if var_group == `i'
    replace residual = res_temp if var_group == `i'
    drop res_temp
}

gen y_hat = y-residual