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st: RE: Residuals after panel estimation


From   <Anna-Cristina.DADDIO-DEVAUX@oecd.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Residuals after panel estimation
Date   Fri, 13 May 2005 13:52:49 +0200

probably xtline will help?
anna

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Phil Alves
Sent: 13 May 2005 13:51
To: statalist@hsphsun2.harvard.edu
Subject: st: Residuals after panel estimation


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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