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Re: st: Time-Demeaning one's Data


From   Duha Altindag <daltin2@tigers.lsu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time-Demeaning one's Data
Date   Thu, 16 Sep 2010 11:52:27 -0500

Do you mean subtracting the mean of each individual over time from
each observation of that individual?
If id is individual identifier, then

foreach v of varlist  [YOUR VARIABLES HERE] {
bysort id: egen mean_`v'=mean(`v')
g demeaned_`v'=`v'-mean_`v'
drop mean_`v'
}

should do it.


On Thu, Sep 16, 2010 at 9:56 AM, Sinan Hastorun <SinanH@remi.com> wrote:
>
> Dear Statalist users,
>
> I need to time-demean my data before I can run my analysis. Is there a quick way to do this? Thank you very much for your input.
>
> Sinan Hastorun, M.A.
> Associate Research Economist
> 433 West Street
> Amherst, MA 01002
> Main Phone: (413) 549-1169
> FAX: (413) 549-1038
>
>
>
>
> *
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