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st: RE: Time-Demeaning one's Data


From   Sinan Hastorun <SinanH@remi.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Time-Demeaning one's Data
Date   Thu, 16 Sep 2010 15:18:31 -0400

Thank you for this. When I enter the code into STATA, however, it gives me the following error in the end:
varlist required
r(100);

Does one need to add another command in order to finish generating the time-demeaned variables?

Thank you.





-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Duha Altindag
Sent: Thursday, September 16, 2010 12:52 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: Time-Demeaning one's Data

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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