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From |
"Tam Phan" <tamdphan@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: Using the Residuals as dependent variables |

Date |
Thu, 6 Mar 2008 21:41:09 -0500 |

Hi all, Given a model: Y = a + x(b) + z(d)+e Then, one takes the residuals e from this regression and regress it on a new set of explanatory variables, that is: e+mean(Y) = a1 + k(t)+v (note mean(Y) only affects the intercept a1) Any idea why this method is favored over: Y = a +x(b) +z(d) + k(t) + e? (which essentially is a one stage regression instead of the latter 2 stage) * * 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/

**Follow-Ups**:**Re: st: Re: Using the Residuals as dependent variables***From:*"Clive Nicholas" <clivelists@googlemail.com>

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