residuals for all companies in regression model

[Ramin1]

Hello experts, I appreciate any comment on this.

I want to get the residual for each of the companies in my sample by using the above regression model.  I am using the following code;

Proc surveyreg Data = want;

cluster gvkey; *standard error clustered by firm;

class industry year;

model I_new=V_P Lev Cash Age Size StR I_new_pre industry year/solution;

*lsmeans industry year;

run;

How I can get the residual for each of the companies? If I include gvkey in class statement, I get standard errors for all companies but I am not sure about it and in that case, I can't use the cluster statement as it shows no memory.

[PaigeMiller · Accepted solution]

You ask for residuals in PROC SURVEYREG by using the OUTPUT statement.