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RE: st: RE: Residuals after panel estimation


From   <Anna-Cristina.DADDIO-DEVAUX@oecd.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Residuals after panel estimation
Date   Fri, 13 May 2005 14:04:32 +0200

But xtline is a command in Stata 8 to do line plots with panel data !
anna

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Phil Alves
Sent: 13 May 2005 13:59
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Residuals after panel estimation


Would that it were so simple! No xtline isn't a command or and ado file or
anything.

But thanks.

On 13/05/05, Anna-Cristina.DADDIO-DEVAUX@oecd.org
<Anna-Cristina.DADDIO-DEVAUX@oecd.org> wrote:
> 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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