Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: residual variance after -xtabond2-


From   "Poschke, Markus" <Markus.Poschke@IUE.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: residual variance after -xtabond2-
Date   Tue, 17 May 2005 18:17:12 +0200

Hello,
 
I am estimating a dynamic panel model using -xtabond2- and want to obtain the standard error of the residuals. I know that I can see this as -e(sig2)- after typing -ereturn list-. However, I have a doubt: Is this the standard error of the combined residual $ u_it = v_i + e_it $ i.e. including the individual effect, or is it net of the fixed effect? I need the latter.
 
I tried to check by calculating fitted values myself from the -xtabond2- output, without including the fixed effect since I do not know how to find that. The result was the same as the fitted values generated by -xtab2_p-. So I suppose that fixed effects are included in the residuals returned by -xtab2_p name,res-. How can I get the residuals excluding the fixed effects?
 
Any answer would be of great help,
 
thanks in advance,
 
Markus

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index