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

请看看 https://bbs.pinggu.org/thread-6576698-1-1.html, https://bbs.pinggu.org/thread-6576700-1-1.html 与 https://bbs.pinggu.org/thread-6576704-1-1.html。用 loop 总是慢的很！