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st: Standardized Residuals for PANEL DATA


From   "D. Demetriou" <dd358@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Standardized Residuals for PANEL DATA
Date   01 Apr 2012 17:22:12 +0100

Hi STATA list users,

I would like to analyze residuals obtained after PANEL DATA estimation.

The ususal commands ('rstandard' for standardized residuals or 'rstudent' for studentized residuals) do not work after xtreg.

Is there another command that I am not aware off? The problem is that without being standardized by some measure, residuals are much larger that otherwise(if I can infer from OLS experience).

Thank you all in advance,

D.Demetriou

University of Cambridge
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