statsby之后,可以直接使用predict预测残差吗?
比如:
statsby _b _se r2=e(r2), by(indyear) saving(accrualb.dta,replace): ///
reg ta1 invlagsize dsale ppe, nocons
merge m:1 indyear using accrualb, nogen
gen da1995_nocons = ta1 - _b_invlagsize*invlagsize - _b_dsale*drec - _b_ppe*ppe
是否可以使用predict直接预测出各组的残差?
另外,predict预测残差时是否包含常数项呢?
比如:
capture drop em1991
gen em1991 = .
forvalues i = 1/`N' {
qui reg ta1 invlagsize dsale ppe if (indyear == `i')
qui predict e if e(sample),residual
qui replace em1991 = e if e(sample)
drop e
}
capture drop em1991_nocons
gen em1991_nocons = .
forvalues i = 1/`N' {
qui reg ta1 invlagsize dsale ppe if (indyear == `i'), nocons
qui predict e if e(sample),residual
qui replace em1991_nocons = e if e(sample)
drop e
}
这两段代码中predict e时,是否减掉常数项,是与reg,nocons保持一致吗?
谢谢