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st: ?'s


From   cas2111@columbia.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: ?'s
Date   Sat, 17 Apr 2004 23:38:33 -0400

Hi,

I am hoping that someone can help me, as I am still learning how 
to use Stata and cannot find what I am looking for on-line at 
stata.com or in the Getting Started with Stata manual.  

(1)I have data with 3 different dummy variables for 3 different 
time periods.  I want to add a linear time trend and am unsure 
how.  
[I was told that I could "detrend" to do the same thing and 
regress each variable on t and save the residuals and the 
residuals have the detrended series, but I am unsure of how to do 
this over the course of the three periods to form one long period 
and do you regress all the variables together?].

(2) I am also having trouble producing heteroskedastic-robust 
standard errors for a fixed effects model.  
I tried xtreg y X1...XK, robust and it did not work
I do not have a lot of dummy variables so, I am presuming that 
areg is not appropriate.
I also tried xtivreg as the data I am using is panel data (across 
two different time periods)

(3)Is a regression using panel data simply an OLS regression?

Thank you to anyone that can possibly help me.
cheryl 
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