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st: Residuals after panel estimation


From   Phil Alves <philalves@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Residuals after panel estimation
Date   Fri, 13 May 2005 13:50:45 +0200

Hi,

I'm wondering if there's a way of analysing graphically the residuals
of a panel regression (using xtreg or the xi: prefix). I'm doing some
FE estimations at the moment, and I want to draw some simple line
graphs over time of the residuals (and the fitted values). My data has
T>N, and I have concerns about non-stationarity, so this sort of
procedure is entirely necessary and/or useful.

However, I am only able to get legible graphs if I tell stata to plot
the residuals by each N. If I don't tell stata to treat each N
separately the graph is a right mess, because it draws a line for each
N, and connect the end of the first to the beginning of the second
etc. What I want is a set one set of residuals, not N sets, and one
set of yhats.

Does anyone know what I'm talking about, and can they help?

Thanks
Phil

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