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Re: st: Time trend


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time trend
Date   Thu, 22 Apr 2004 04:34:46 +0100 (BST)

'Cheryl' wrote:

> 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?].

If you could successfully -reshape- your data to -long- format (if
necessary), would fitting a 'time-counter' variable (e.g.: 1, 2, 3, etc.)
solve your problem?

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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