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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
[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.
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