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do_test
2010 Nov 25
1
Help on running regression by grouping firms
Hi there,
I have a huge data set with multiple firms years and other firm characteristics. I want to run a regression on the dependent variable and other explanatory variables and calculate the residual terms by grouping the firms in same year and same industry.
What I want to do is to divide my obseravtion into sub sample that contains the observation with same fiscal year(FYEAR=1990) and same